| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 387,904 | 17,257,978 | -365,361 | 1,260,741 | 338 | 224,448,362 | 0.077 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -8,435,037 | 8,435,037 | -7,051,732 | 700,138 |
| 1.0 | 8,822,941 | 8,822,941 | 6,686,371 | 560,603 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | -32,984 | -396,256 | 71,342 | 2,111,677 | 0.44 | 0.105 | 45,391 |
| CN | 117 | 905,746 | -1,769,728 | 842,572 | 5,404,386 | 1.52 | 0.103 | 688,975 |
| HK | 10 | -338,632 | -179,245 | -343,873 | 673,201 | 1.99 | 0.109 | 37,916 |
| ID | 2 | 133,804 | 0 | -1,105 | 133,804 | 0.02 | 0.079 | 10,035 |
| IN | 8 | 152,774 | 0 | 30,134 | 794,252 | 0.25 | 0.090 | 46,143 |
| JP | 147 | -304,403 | -3,194,296 | -808,879 | 7,235,676 | 0.59 | 0.069 | 372,947 |
| NZ | 1 | -29,613 | -29,613 | 2,432 | 29,613 | -0.08 | 0.149 | 4,421 |
| SG | 1 | -19,638 | -19,638 | -14,710 | 19,638 | 0.75 | 0.203 | 3,985 |
| TH | 9 | -76,017 | -111,697 | -131,511 | 773,465 | 0.16 | 0.098 | 44,433 |
| TW | 7 | -3,132 | -42,698 | -11,764 | 82,265 | 0.41 | 0.149 | 6,494 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 22 | -1,072,330 | -396,256 | -179,330 | 1,072,330 | 0.34 | -0.115 | 73,330 |
| 1.0 | 14 | 1,039,346 | 0 | 250,672 | 1,039,346 | 0.61 | -0.048 | -27,938 | |
| CN | -1.0 | 76 | -2,249,320 | -1,769,728 | -3,364,148 | 2,249,320 | 1.59 | -0.024 | 126,439 |
| 1.0 | 41 | 3,155,066 | 0 | 4,206,721 | 3,155,066 | 1.40 | 0.127 | 562,537 | |
| HK | -1.0 | 4 | -505,916 | -179,245 | -591,526 | 505,916 | 2.13 | -0.066 | 11,762 |
| 1.0 | 6 | 167,285 | 0 | 247,652 | 167,285 | 1.89 | 0.123 | 26,155 | |
| ID | 1.0 | 2 | 133,804 | 0 | -1,105 | 133,804 | 0.02 | 0.079 | 10,035 |
| IN | -1.0 | 3 | -320,739 | 0 | -59,849 | 320,739 | 0.25 | 0.037 | -6,169 |
| 1.0 | 5 | 473,513 | 0 | 89,983 | 473,513 | 0.25 | 0.100 | 52,312 | |
| JP | -1.0 | 58 | -3,770,040 | -3,194,296 | -2,694,791 | 3,770,040 | 0.67 | -0.099 | 419,784 |
| 1.0 | 89 | 3,465,637 | 0 | 1,885,912 | 3,465,637 | 0.54 | -0.032 | -46,837 | |
| NZ | -1.0 | 1 | -29,613 | -29,613 | 2,432 | 29,613 | -0.08 | -0.149 | 4,421 |
| SG | -1.0 | 1 | -19,638 | -19,638 | -14,710 | 19,638 | 0.75 | -0.203 | 3,985 |
| TH | -1.0 | 5 | -424,741 | -111,697 | -134,223 | 424,741 | 0.28 | -0.132 | 57,246 |
| 1.0 | 4 | 348,724 | 0 | 2,713 | 348,724 | 0.02 | -0.045 | -12,812 | |
| TW | -1.0 | 5 | -42,698 | -42,698 | -15,586 | 42,698 | 0.51 | -0.176 | 9,341 |
| 1.0 | 2 | 39,566 | 0 | 3,822 | 39,566 | 0.15 | -0.080 | -2,847 |