| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,231,173 | 22,312,102 | -1,196,269 | 1,422,458 | 416 | 218,942,787 | 0.102 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -11,771,638 | 11,771,638 | -8,911,440 | 969,069 |
| 1.0 | 10,540,465 | 10,540,465 | 7,715,171 | 453,388 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 48 | 78,834 | -1,156,736 | 753,329 | 5,620,483 | 0.38 | 0.090 | 425,296 |
| CN | 186 | -1,530,705 | -3,679,094 | -1,264,587 | 7,967,526 | 1.59 | 0.099 | 692,672 |
| HK | 11 | -381,147 | -722,289 | -794,524 | 1,087,264 | 1.69 | 0.131 | 104,369 |
| IN | 14 | 416,360 | 0 | -11,588 | 1,556,394 | 0.29 | 0.072 | 138,873 |
| JP | 124 | 689,312 | -693,644 | 233,996 | 5,094,201 | 0.57 | 0.074 | -38,821 |
| NZ | 1 | -14,965 | -14,965 | 1,229 | 14,965 | -0.08 | 0.156 | 2,329 |
| SG | 6 | -385,599 | -114,856 | -113,059 | 385,599 | 0.34 | 0.084 | 22,368 |
| TH | 15 | -169,442 | -280,176 | -23,733 | 390,910 | 0.24 | 0.146 | 53,521 |
| TW | 11 | 66,180 | -64,291 | 22,670 | 194,761 | 0.61 | 0.165 | 21,851 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 16 | -2,770,825 | -1,156,736 | -270,712 | 2,770,825 | 0.40 | -0.121 | 411,496 |
| 1.0 | 32 | 2,849,658 | 0 | 1,024,041 | 2,849,658 | 0.37 | -0.048 | 13,800 | |
| CN | -1.0 | 70 | -4,749,115 | -3,679,094 | -5,708,836 | 4,749,115 | 1.54 | -0.051 | 328,664 |
| 1.0 | 116 | 3,218,410 | 0 | 4,444,249 | 3,218,410 | 1.63 | 0.102 | 364,008 | |
| HK | -1.0 | 6 | -734,205 | -722,289 | -1,138,361 | 734,205 | 1.55 | -0.038 | 32,630 |
| 1.0 | 5 | 353,058 | 0 | 343,837 | 353,058 | 1.87 | 0.135 | 71,739 | |
| IN | -1.0 | 8 | -570,017 | 0 | -217,231 | 570,017 | 0.35 | 0.022 | -2,570 |
| 1.0 | 6 | 986,377 | 0 | 205,642 | 986,377 | 0.20 | 0.127 | 141,443 | |
| JP | -1.0 | 56 | -2,202,445 | -693,644 | -1,358,098 | 2,202,445 | 0.61 | -0.084 | 117,848 |
| 1.0 | 68 | 2,891,757 | 0 | 1,592,094 | 2,891,757 | 0.55 | -0.051 | -156,669 | |
| NZ | -1.0 | 1 | -14,965 | -14,965 | 1,229 | 14,965 | -0.08 | -0.156 | 2,329 |
| SG | -1.0 | 6 | -385,599 | -114,856 | -113,059 | 385,599 | 0.34 | -0.084 | 22,368 |
| TH | -1.0 | 14 | -280,176 | -280,176 | -63,314 | 280,176 | 0.23 | -0.150 | 44,587 |
| 1.0 | 1 | 110,734 | 0 | 39,581 | 110,734 | 0.36 | 0.081 | 8,934 | |
| TW | -1.0 | 9 | -64,291 | -64,291 | -43,058 | 64,291 | 0.66 | -0.179 | 11,718 |
| 1.0 | 2 | 130,470 | 0 | 65,728 | 130,470 | 0.41 | -0.020 | 10,132 |