| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -511,452 | 14,918,894 | 638,007 | 769,318 | 349 | 207,825,671 | 0.072 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,715,173 | 7,715,173 | -5,876,214 | 247,930 |
| 1 | 7,203,721 | 7,203,721 | 6,514,221 | 521,389 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | -117,340 | -40,813 | 70,163 | 909,091 | 0.46 | 0.088 | -23,643 |
| CN | 129 | -220,876 | -2,605,772 | 637,139 | 8,405,256 | 1.52 | 0.100 | 542,490 |
| HK | 38 | 279,641 | -160,549 | 58,436 | 889,502 | 1.57 | 0.098 | 93,595 |
| IN | 7 | -468,001 | 0 | -70,675 | 585,813 | 0.17 | 0.065 | -3,760 |
| JP | 116 | -296,936 | -795,286 | -177,017 | 3,340,373 | 0.55 | 0.069 | 64,486 |
| MY | 1 | -1,284 | 0 | -632 | 1,284 | 0.49 | 0.044 | 56 |
| NZ | 1 | -39,411 | -39,411 | 1,488 | 39,411 | -0.04 | 0.156 | 6,147 |
| SG | 7 | 318,027 | 0 | 57,144 | 318,027 | 0.25 | 0.069 | 24,388 |
| TH | 12 | -189,063 | -197,704 | -31,411 | 206,345 | 0.20 | 0.155 | 31,656 |
| TW | 3 | 223,792 | 0 | 93,372 | 223,792 | 0.34 | 0.089 | 33,904 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 7 | -513,216 | -40,813 | -57,407 | 513,216 | 0.37 | -0.104 | 360 |
| 1 | 28 | 395,875 | 0 | 127,571 | 395,875 | 0.48 | -0.063 | -24,003 | |
| CN | -1 | 67 | -4,313,066 | -2,605,772 | -4,211,263 | 4,313,066 | 1.57 | -0.027 | 126,998 |
| 1 | 62 | 4,092,190 | 0 | 4,848,401 | 4,092,190 | 1.46 | 0.096 | 415,492 | |
| HK | -1 | 26 | -304,930 | -160,549 | -568,391 | 304,930 | 1.85 | 0.043 | -17,977 |
| 1 | 12 | 584,571 | 0 | 626,827 | 584,571 | 0.96 | 0.156 | 111,571 | |
| IN | -1 | 5 | -526,907 | 0 | -77,206 | 526,907 | 0.18 | 0.039 | -10,880 |
| 1 | 2 | 58,906 | 0 | 6,531 | 58,906 | 0.16 | 0.127 | 7,121 | |
| JP | -1 | 57 | -1,818,655 | -795,286 | -930,480 | 1,818,655 | 0.55 | -0.055 | 111,041 |
| 1 | 59 | 1,521,719 | 0 | 753,463 | 1,521,719 | 0.55 | -0.038 | -46,555 | |
| MY | -1 | 1 | -1,284 | 0 | -632 | 1,284 | 0.49 | -0.044 | 56 |
| NZ | -1 | 1 | -39,411 | -39,411 | 1,488 | 39,411 | -0.04 | -0.156 | 6,147 |
| SG | 1 | 7 | 318,027 | 0 | 57,144 | 318,027 | 0.25 | 0.034 | 24,388 |
| TH | -1 | 11 | -197,704 | -197,704 | -32,323 | 197,704 | 0.21 | -0.163 | 32,186 |
| 1 | 1 | 8,641 | 0 | 912 | 8,641 | 0.11 | -0.061 | -530 | |
| TW | 1 | 3 | 223,792 | 0 | 93,372 | 223,792 | 0.34 | 0.089 | 33,904 |