| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,162,700 | 15,870,109 | -1,753,616 | 904,692 | 360 | 228,694,167 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -8,516,405 | 8,516,405 | -7,978,938 | 603,490 |
| 1.0 | 7,353,704 | 7,353,704 | 6,225,322 | 301,201 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | -129,171 | -636,952 | -82,731 | 1,833,589 | 0.34 | 0.113 | -19,831 |
| CN | 157 | -1,026,130 | -2,554,189 | -2,145,193 | 5,710,794 | 1.56 | 0.097 | 375,329 |
| HK | 7 | -34,866 | -201,903 | 544 | 662,556 | 1.55 | 0.116 | 47,997 |
| IN | 13 | 66,575 | 0 | 25,794 | 559,960 | 0.28 | 0.091 | 32,064 |
| JP | 126 | 135,680 | -1,879,592 | 504,329 | 6,250,585 | 0.60 | 0.082 | 386,471 |
| NZ | 1 | -594 | -594 | 49 | 594 | -0.08 | 0.169 | 100 |
| SG | 2 | -40,364 | 0 | -10,352 | 40,364 | 0.30 | 0.020 | 956 |
| TH | 16 | -184,173 | -472,749 | -92,005 | 761,326 | 0.21 | 0.105 | 85,032 |
| TW | 2 | 50,342 | 0 | 45,949 | 50,342 | 0.93 | 0.054 | -3,427 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 26 | -981,380 | -636,952 | -252,945 | 981,380 | 0.32 | -0.114 | 84,090 |
| 1.0 | 10 | 852,209 | 0 | 170,214 | 852,209 | 0.40 | -0.091 | -103,920 | |
| CN | -1.0 | 90 | -3,368,462 | -2,554,189 | -5,319,569 | 3,368,462 | 1.60 | -0.035 | 105,082 |
| 1.0 | 67 | 2,342,332 | 0 | 3,174,375 | 2,342,332 | 1.50 | 0.118 | 270,247 | |
| HK | -1.0 | 3 | -348,711 | -201,903 | -474,785 | 348,711 | 1.80 | -0.088 | 21,990 |
| 1.0 | 4 | 313,845 | 0 | 475,329 | 313,845 | 1.36 | 0.119 | 26,008 | |
| IN | -1.0 | 6 | -246,692 | 0 | -50,951 | 246,692 | 0.36 | 0.068 | -10,518 |
| 1.0 | 7 | 313,267 | 0 | 76,746 | 313,267 | 0.22 | 0.111 | 42,581 | |
| JP | -1.0 | 59 | -3,057,452 | -1,879,592 | -1,740,996 | 3,057,452 | 0.59 | -0.100 | 308,172 |
| 1.0 | 67 | 3,193,133 | 0 | 2,245,325 | 3,193,133 | 0.60 | -0.028 | 78,299 | |
| NZ | -1.0 | 1 | -594 | -594 | 49 | 594 | -0.08 | -0.169 | 100 |
| SG | -1.0 | 2 | -40,364 | 0 | -10,352 | 40,364 | 0.30 | -0.020 | 956 |
| TH | -1.0 | 6 | -472,749 | -472,749 | -129,388 | 472,749 | 0.20 | -0.162 | 93,618 |
| 1.0 | 10 | 288,576 | 0 | 37,384 | 288,576 | 0.22 | -0.064 | -8,586 | |
| TW | 1.0 | 2 | 50,342 | 0 | 45,949 | 50,342 | 0.93 | -0.036 | -3,427 |