| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,517,841 | 16,388,397 | -1,882,253 | 896,547 | 359 | 228,764,444 | 0.072 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -8,953,119 | 8,953,119 | -8,286,348 | 610,723 |
| 1.0 | 7,435,278 | 7,435,278 | 6,404,095 | 285,824 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | -125,945 | -634,814 | -86,653 | 1,809,981 | 0.35 | 0.109 | -22,341 |
| CN | 156 | -1,284,044 | -2,742,193 | -2,234,664 | 5,921,987 | 1.56 | 0.096 | 372,001 |
| HK | 8 | -10,465 | -214,553 | 14,658 | 635,662 | 1.48 | 0.103 | 49,718 |
| IN | 12 | -31,421 | 0 | -4,680 | 575,561 | 0.30 | 0.085 | 23,471 |
| JP | 124 | 111,337 | -1,933,017 | 493,537 | 6,508,247 | 0.60 | 0.082 | 384,466 |
| NZ | 1 | -594 | -594 | 49 | 594 | -0.08 | 0.169 | 100 |
| SG | 2 | -38,586 | 0 | -9,637 | 38,586 | 0.30 | 0.018 | 893 |
| TH | 15 | -185,029 | -511,039 | -97,554 | 850,873 | 0.21 | 0.093 | 91,611 |
| TW | 2 | 46,905 | 0 | 42,692 | 46,905 | 0.93 | 0.051 | -3,373 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 28 | -967,963 | -634,814 | -257,070 | 967,963 | 0.34 | -0.106 | 84,050 |
| 1.0 | 11 | 842,018 | 0 | 170,417 | 842,018 | 0.39 | -0.079 | -106,391 | |
| CN | -1.0 | 86 | -3,603,015 | -2,742,193 | -5,516,552 | 3,603,015 | 1.59 | -0.038 | 109,282 |
| 1.0 | 70 | 2,318,972 | 0 | 3,281,888 | 2,318,972 | 1.52 | 0.116 | 262,719 | |
| HK | -1.0 | 4 | -323,064 | -214,553 | -455,886 | 323,064 | 1.60 | -0.069 | 23,479 |
| 1.0 | 4 | 312,599 | 0 | 470,544 | 312,599 | 1.36 | 0.118 | 26,239 | |
| IN | -1.0 | 6 | -303,491 | 0 | -72,458 | 303,491 | 0.36 | 0.065 | -11,564 |
| 1.0 | 6 | 272,070 | 0 | 67,779 | 272,070 | 0.23 | 0.104 | 35,035 | |
| JP | -1.0 | 59 | -3,198,455 | -1,933,017 | -1,844,056 | 3,198,455 | 0.61 | -0.098 | 310,819 |
| 1.0 | 65 | 3,309,792 | 0 | 2,337,593 | 3,309,792 | 0.60 | -0.027 | 73,647 | |
| NZ | -1.0 | 1 | -594 | -594 | 49 | 594 | -0.08 | -0.169 | 100 |
| SG | -1.0 | 2 | -38,586 | 0 | -9,637 | 38,586 | 0.30 | -0.018 | 893 |
| TH | -1.0 | 7 | -517,951 | -511,039 | -130,736 | 517,951 | 0.19 | -0.140 | 93,663 |
| 1.0 | 8 | 332,922 | 0 | 33,183 | 332,922 | 0.22 | -0.039 | -2,052 | |
| TW | 1.0 | 2 | 46,905 | 0 | 42,692 | 46,905 | 0.93 | -0.036 | -3,373 |