| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -657,956 | 15,173,321 | -206,807 | 1,426,465 | 323 | 218,546,235 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,915,638 | 7,915,638 | -8,939,636 | 340,558 |
| 1 | 7,257,682 | 7,257,682 | 8,732,829 | 1,085,907 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | -42,892 | -371,474 | -173,719 | 1,018,310 | 0.42 | 0.100 | 42,410 |
| CN | 210 | 709,197 | -2,900,895 | 2,097,162 | 9,809,593 | 1.54 | 0.099 | 1,024,771 |
| HK | 24 | -602,306 | -489,764 | -1,775,105 | 2,783,105 | 1.75 | 0.087 | 192,366 |
| IN | 10 | 57,685 | 0 | 36,416 | 148,360 | 0.28 | 0.069 | 7,631 |
| NZ | 1 | -37,216 | -37,216 | 3,056 | 37,216 | -0.08 | 0.144 | 5,353 |
| SG | 1 | -56,706 | -56,706 | -42,474 | 56,706 | 0.75 | 0.179 | 10,129 |
| TH | 21 | -167,817 | -459,560 | 46,548 | 751,303 | 0.24 | 0.130 | 57,528 |
| TW | 17 | -517,900 | -492,167 | -398,691 | 568,727 | 0.55 | 0.149 | 86,276 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 23 | -530,601 | -371,474 | -266,668 | 530,601 | 0.54 | -0.123 | 58,211 |
| 1 | 16 | 487,709 | 0 | 92,949 | 487,709 | 0.24 | -0.054 | -15,801 | |
| CN | -1 | 97 | -4,550,198 | -2,900,895 | -5,548,312 | 4,550,198 | 1.63 | -0.043 | 171,707 |
| 1 | 113 | 5,259,395 | 0 | 7,645,474 | 5,259,395 | 1.47 | 0.114 | 853,064 | |
| HK | -1 | 17 | -1,692,705 | -489,764 | -2,570,553 | 1,692,705 | 1.92 | -0.011 | -53,825 |
| 1 | 7 | 1,090,400 | 0 | 795,448 | 1,090,400 | 1.32 | 0.162 | 246,191 | |
| IN | -1 | 4 | -45,338 | 0 | -11,589 | 45,338 | 0.18 | 0.040 | -2,628 |
| 1 | 6 | 103,022 | 0 | 48,005 | 103,022 | 0.35 | 0.089 | 10,259 | |
| NZ | -1 | 1 | -37,216 | -37,216 | 3,056 | 37,216 | -0.08 | -0.144 | 5,353 |
| SG | -1 | 1 | -56,706 | -56,706 | -42,474 | 56,706 | 0.75 | -0.179 | 10,129 |
| TH | -1 | 17 | -459,560 | -459,560 | -91,420 | 459,560 | 0.21 | -0.145 | 66,967 |
| 1 | 4 | 291,743 | 0 | 137,968 | 291,743 | 0.34 | -0.030 | -9,439 | |
| TW | -1 | 16 | -543,314 | -492,167 | -411,676 | 543,314 | 0.55 | -0.155 | 84,644 |
| 1 | 1 | 25,413 | 0 | 12,985 | 25,413 | 0.51 | 0.064 | 1,633 |