| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -252,830 | 12,878,549 | -903,414 | 759,871 | 357 | 210,287,610 | 0.061 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -6,565,689 | 6,565,689 | -6,501,400 | 373,852 |
| 1.0 | 6,312,859 | 6,312,859 | 5,597,986 | 386,020 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 20 | -45,129 | -68,626 | -38,849 | 488,680 | 0.50 | 0.087 | -7,510 |
| CN | 148 | 219,100 | -1,827,086 | -132,144 | 5,377,872 | 1.55 | 0.100 | 348,233 |
| HK | 36 | 201,949 | -290,030 | -260,709 | 1,553,166 | 1.77 | 0.082 | 136,770 |
| IN | 6 | 156,869 | 0 | 21,501 | 263,539 | 0.28 | 0.121 | 26,346 |
| JP | 117 | -1,174,383 | -1,439,301 | -751,865 | 3,059,429 | 0.52 | 0.079 | 214,023 |
| MY | 2 | -104,734 | 0 | -10,505 | 104,734 | 0.28 | 0.031 | 1,407 |
| NZ | 1 | -6,219 | -6,219 | 235 | 6,219 | -0.04 | 0.138 | 859 |
| SG | 4 | 380,620 | 0 | 63,123 | 380,620 | 0.24 | 0.081 | 33,529 |
| TH | 18 | -33,018 | -625,368 | 143,174 | 1,473,916 | 0.16 | 0.145 | -12,154 |
| TW | 5 | 152,114 | -9,131 | 62,625 | 170,375 | 0.37 | 0.155 | 18,369 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 10 | -266,904 | -68,626 | -63,468 | 266,904 | 0.40 | -0.089 | 8,017 |
| 1.0 | 10 | 221,775 | 0 | 24,620 | 221,775 | 0.59 | -0.050 | -15,527 | |
| CN | -1.0 | 76 | -2,579,386 | -1,827,086 | -3,915,521 | 2,579,386 | 1.63 | -0.047 | 87,720 |
| 1.0 | 72 | 2,798,486 | 0 | 3,783,378 | 2,798,486 | 1.48 | 0.108 | 260,513 | |
| HK | -1.0 | 28 | -675,609 | -290,030 | -1,137,088 | 675,609 | 1.92 | 0.038 | -51,128 |
| 1.0 | 8 | 877,558 | 0 | 876,379 | 877,558 | 1.25 | 0.159 | 187,897 | |
| IN | -1.0 | 1 | -53,335 | 0 | -7,970 | 53,335 | 0.15 | 0.060 | -3,185 |
| 1.0 | 5 | 210,204 | 0 | 29,471 | 210,204 | 0.31 | 0.133 | 29,531 | |
| JP | -1.0 | 79 | -2,116,906 | -1,439,301 | -1,286,965 | 2,116,906 | 0.51 | -0.079 | 221,255 |
| 1.0 | 38 | 942,523 | 0 | 535,100 | 942,523 | 0.55 | -0.035 | -7,232 | |
| MY | -1.0 | 2 | -104,734 | 0 | -10,505 | 104,734 | 0.28 | -0.031 | 1,407 |
| NZ | -1.0 | 1 | -6,219 | -6,219 | 235 | 6,219 | -0.04 | -0.138 | 859 |
| SG | 1.0 | 4 | 380,620 | 0 | 63,123 | 380,620 | 0.24 | 0.035 | 33,529 |
| TH | -1.0 | 16 | -753,467 | -625,368 | -75,058 | 753,467 | 0.15 | -0.150 | 107,054 |
| 1.0 | 2 | 720,449 | 0 | 218,232 | 720,449 | 0.23 | -0.111 | -119,208 | |
| TW | -1.0 | 1 | -9,131 | -9,131 | -5,058 | 9,131 | 0.55 | -0.203 | 1,853 |
| 1.0 | 4 | 161,245 | 0 | 67,684 | 161,245 | 0.33 | 0.059 | 16,517 |