| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 262,272 | 15,958,095 | 94,244 | 966,911 | 367 | 219,747,880 | 0.073 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,847,912 | 7,847,912 | -5,984,554 | 409,318 |
| 1 | 8,110,183 | 8,110,183 | 6,078,798 | 557,592 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | -56,446 | -382,707 | 379,416 | 1,870,749 | 0.44 | 0.101 | 136,251 |
| CN | 140 | 366,400 | -1,870,474 | 13,100 | 5,272,485 | 1.53 | 0.096 | 461,150 |
| HK | 11 | -149,618 | -277,216 | -302,499 | 975,570 | 1.72 | 0.129 | 72,538 |
| IN | 13 | 67,508 | 0 | -20,628 | 1,320,783 | 0.27 | 0.070 | 62,096 |
| JP | 136 | 874,100 | -1,141,866 | 230,184 | 5,409,805 | 0.55 | 0.071 | 115,888 |
| NZ | 1 | -20,531 | -20,531 | 1,686 | 20,531 | -0.08 | 0.161 | 3,306 |
| SG | 3 | -289,015 | -56,682 | -83,052 | 289,015 | 0.36 | 0.080 | 15,014 |
| TH | 13 | -292,749 | -427,266 | 20,984 | 561,782 | 0.22 | 0.122 | 64,177 |
| TW | 9 | -237,377 | -189,266 | -144,947 | 237,377 | 0.70 | 0.158 | 36,490 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 27 | -963,597 | -382,707 | -224,950 | 963,597 | 0.43 | -0.101 | 70,332 |
| 1 | 14 | 907,151 | 0 | 604,366 | 907,151 | 0.47 | -0.039 | 65,919 | |
| CN | -1 | 69 | -2,453,043 | -1,870,474 | -3,277,815 | 2,453,043 | 1.62 | -0.025 | 98,173 |
| 1 | 71 | 2,819,442 | 0 | 3,290,915 | 2,819,442 | 1.45 | 0.092 | 362,977 | |
| HK | -1 | 6 | -562,594 | -277,216 | -688,429 | 562,594 | 2.00 | -0.071 | -4,057 |
| 1 | 5 | 412,976 | 0 | 385,930 | 412,976 | 1.39 | 0.174 | 76,595 | |
| IN | -1 | 7 | -626,637 | 0 | -191,766 | 626,637 | 0.29 | 0.036 | -27,062 |
| 1 | 6 | 694,145 | 0 | 171,138 | 694,145 | 0.25 | 0.093 | 89,158 | |
| JP | -1 | 62 | -2,267,852 | -1,141,866 | -1,348,355 | 2,267,852 | 0.63 | -0.088 | 163,487 |
| 1 | 74 | 3,141,953 | 0 | 1,578,539 | 3,141,953 | 0.49 | -0.031 | -47,599 | |
| NZ | -1 | 1 | -20,531 | -20,531 | 1,686 | 20,531 | -0.08 | -0.161 | 3,306 |
| SG | -1 | 3 | -289,015 | -56,682 | -83,052 | 289,015 | 0.36 | -0.080 | 15,014 |
| TH | -1 | 10 | -427,266 | -427,266 | -26,926 | 427,266 | 0.22 | -0.139 | 53,635 |
| 1 | 3 | 134,516 | 0 | 47,910 | 134,516 | 0.24 | -0.006 | 10,542 | |
| TW | -1 | 9 | -237,377 | -189,266 | -144,947 | 237,377 | 0.70 | -0.158 | 36,490 |