| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,219,658 | 14,655,420 | -2,647,924 | 1,122,480 | 378 | 228,918,117 | 0.064 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -8,437,539 | 8,437,539 | -8,101,749 | 690,628 |
| 1.0 | 6,217,881 | 6,217,881 | 5,453,825 | 431,851 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -82,355 | -200,554 | 44,585 | 534,546 | 0.45 | 0.117 | 35,941 |
| CN | 166 | -1,720,893 | -3,157,362 | -2,699,032 | 4,904,452 | 1.58 | 0.094 | 426,440 |
| HK | 12 | 5,498 | -213,531 | -70,400 | 432,561 | 1.65 | 0.153 | 59,519 |
| IN | 13 | -24,518 | 0 | -43,688 | 1,023,929 | 0.30 | 0.088 | 20,778 |
| JP | 135 | 419,378 | -2,429,917 | 308,026 | 6,723,667 | 0.59 | 0.080 | 508,244 |
| MY | 1 | -134,173 | 0 | -72,220 | 134,173 | 0.54 | 0.036 | 4,781 |
| NZ | 1 | -26,490 | -26,490 | 2,175 | 26,490 | -0.08 | 0.155 | 4,097 |
| SG | 3 | -525,534 | -1,149 | -84,400 | 525,534 | 0.36 | 0.089 | 24,593 |
| TH | 12 | -135,155 | -214,751 | -47,782 | 294,348 | 0.25 | 0.113 | 33,138 |
| TW | 4 | 4,584 | -25,568 | 14,812 | 55,721 | 0.55 | 0.145 | 4,948 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 19 | -308,450 | -200,554 | -80,804 | 308,450 | 0.40 | -0.140 | 32,789 |
| 1.0 | 12 | 226,096 | 0 | 125,389 | 226,096 | 0.53 | -0.049 | 3,153 | |
| CN | -1.0 | 113 | -3,312,672 | -3,157,362 | -5,324,811 | 3,312,672 | 1.62 | -0.047 | 209,701 |
| 1.0 | 53 | 1,591,779 | 0 | 2,625,779 | 1,591,779 | 1.49 | 0.131 | 216,739 | |
| HK | -1.0 | 2 | -213,531 | -213,531 | -377,212 | 213,531 | 2.28 | -0.160 | 27,052 |
| 1.0 | 10 | 219,030 | 0 | 306,812 | 219,030 | 1.52 | 0.152 | 32,467 | |
| IN | -1.0 | 5 | -524,224 | 0 | -155,654 | 524,224 | 0.41 | 0.062 | -39,750 |
| 1.0 | 8 | 499,706 | 0 | 111,966 | 499,706 | 0.23 | 0.104 | 60,528 | |
| JP | -1.0 | 66 | -3,152,144 | -2,429,917 | -1,942,857 | 3,152,144 | 0.58 | -0.106 | 387,696 |
| 1.0 | 69 | 3,571,522 | 0 | 2,250,884 | 3,571,522 | 0.59 | -0.017 | 120,548 | |
| MY | -1.0 | 1 | -134,173 | 0 | -72,220 | 134,173 | 0.54 | -0.036 | 4,781 |
| NZ | -1.0 | 1 | -26,490 | -26,490 | 2,175 | 26,490 | -0.08 | -0.155 | 4,097 |
| SG | -1.0 | 3 | -525,534 | -1,149 | -84,400 | 525,534 | 0.36 | -0.089 | 24,593 |
| TH | -1.0 | 8 | -214,751 | -214,751 | -59,237 | 214,751 | 0.21 | -0.146 | 32,898 |
| 1.0 | 4 | 79,597 | 0 | 11,455 | 79,597 | 0.32 | -0.032 | 240 | |
| TW | -1.0 | 2 | -25,568 | -25,568 | -6,728 | 25,568 | 0.44 | -0.218 | 6,772 |
| 1.0 | 2 | 30,152 | 0 | 21,540 | 30,152 | 0.66 | -0.045 | -1,824 |