| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 320,197 | 9,676,698 | -1,161,716 | 474,873 | 347 | 212,584,790 | 0.046 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -4,678,251 | 4,678,251 | -5,021,222 | 283,110 |
| 1.0 | 4,998,447 | 4,998,447 | 3,859,507 | 191,763 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | -22,537 | -51,875 | -17,432 | 433,666 | 0.40 | 0.096 | 14,406 |
| CN | 148 | 2,886 | -1,981,893 | -1,252,482 | 4,518,325 | 1.57 | 0.104 | 482,803 |
| HK | 32 | -244,559 | -321,164 | -348,324 | 523,854 | 1.61 | 0.060 | 9,277 |
| IN | 11 | 87,266 | 0 | 18,964 | 231,921 | 0.31 | 0.125 | 18,954 |
| JP | 103 | 144,883 | -563,323 | 123,700 | 3,002,208 | 0.57 | 0.072 | -3,634 |
| MY | 1 | -329 | 0 | -178 | 329 | 0.54 | 0.048 | 16 |
| NZ | 1 | -846 | -846 | 70 | 846 | -0.08 | 0.154 | 130 |
| SG | 3 | 57,318 | 0 | 15,548 | 57,318 | 0.26 | 0.080 | -45 |
| TH | 18 | 231,493 | -301,286 | 279,970 | 834,066 | 0.21 | 0.147 | -53,399 |
| TW | 5 | 64,621 | -4,773 | 18,448 | 74,166 | 0.27 | 0.135 | 6,365 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 14 | -228,101 | -51,875 | -42,730 | 228,101 | 0.48 | -0.104 | 10,677 |
| 1.0 | 11 | 205,565 | 0 | 25,298 | 205,565 | 0.30 | -0.032 | 3,730 | |
| CN | -1.0 | 77 | -2,257,719 | -1,981,893 | -3,578,281 | 2,257,719 | 1.72 | -0.054 | 188,578 |
| 1.0 | 71 | 2,260,605 | 0 | 2,325,800 | 2,260,605 | 1.40 | 0.123 | 294,225 | |
| HK | -1.0 | 28 | -384,206 | -321,164 | -560,021 | 384,206 | 1.62 | 0.019 | -7,104 |
| 1.0 | 4 | 139,648 | 0 | 211,697 | 139,648 | 1.49 | 0.131 | 16,381 | |
| IN | -1.0 | 2 | -72,328 | 0 | -21,371 | 72,328 | 0.30 | 0.061 | -4,224 |
| 1.0 | 9 | 159,593 | 0 | 40,335 | 159,593 | 0.31 | 0.140 | 23,179 | |
| JP | -1.0 | 40 | -1,428,662 | -563,323 | -794,314 | 1,428,662 | 0.58 | -0.062 | 49,997 |
| 1.0 | 63 | 1,573,545 | 0 | 918,014 | 1,573,545 | 0.57 | -0.041 | -53,631 | |
| MY | -1.0 | 1 | -329 | 0 | -178 | 329 | 0.54 | -0.048 | 16 |
| NZ | -1.0 | 1 | -846 | -846 | 70 | 846 | -0.08 | -0.154 | 130 |
| SG | 1.0 | 3 | 57,318 | 0 | 15,548 | 57,318 | 0.26 | 0.010 | -45 |
| TH | -1.0 | 15 | -301,286 | -301,286 | -21,725 | 301,286 | 0.15 | -0.142 | 44,080 |
| 1.0 | 3 | 532,779 | 0 | 301,695 | 532,779 | 0.50 | -0.170 | -97,480 | |
| TW | -1.0 | 1 | -4,773 | -4,773 | -2,671 | 4,773 | 0.56 | -0.201 | 960 |
| 1.0 | 4 | 69,394 | 0 | 21,119 | 69,394 | 0.20 | 0.119 | 5,405 |