| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -530,621 | 16,810,494 | -214,566 | 1,180,824 | 398 | 231,639,997 | 0.073 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,670,558 | 8,670,558 | -7,465,342 | 700,193 |
| 1 | 8,139,936 | 8,139,936 | 7,250,775 | 480,631 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | -228,954 | -819,611 | -92,083 | 1,891,225 | 0.35 | 0.112 | 3,307 |
| CN | 188 | -131,324 | -2,278,296 | -523,673 | 5,787,040 | 1.57 | 0.099 | 504,599 |
| HK | 10 | -27,131 | -216,661 | -22,243 | 572,149 | 1.55 | 0.126 | 48,539 |
| IN | 10 | 90,449 | 0 | 25,143 | 533,729 | 0.24 | 0.089 | 32,352 |
| JP | 133 | 52,784 | -2,351,597 | 479,196 | 6,989,991 | 0.62 | 0.082 | 478,342 |
| NZ | 1 | -19,465 | -19,465 | 1,599 | 19,465 | -0.08 | 0.169 | 3,294 |
| SG | 1 | -27,474 | 0 | -5,167 | 27,474 | 0.19 | 0.030 | 811 |
| TH | 15 | -282,974 | -614,282 | -116,773 | 945,954 | 0.21 | 0.093 | 113,002 |
| TW | 2 | 43,468 | 0 | 39,435 | 43,468 | 0.93 | 0.051 | -3,423 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 30 | -1,060,089 | -819,611 | -251,540 | 1,060,089 | 0.32 | -0.119 | 104,431 |
| 1 | 8 | 831,136 | 0 | 159,457 | 831,136 | 0.44 | -0.063 | -101,124 | |
| CN | -1 | 102 | -2,959,182 | -2,278,296 | -4,586,145 | 2,959,182 | 1.60 | -0.046 | 103,125 |
| 1 | 86 | 2,827,858 | 0 | 4,062,472 | 2,827,858 | 1.53 | 0.128 | 401,473 | |
| HK | -1 | 4 | -299,640 | -216,661 | -436,845 | 299,640 | 1.60 | -0.069 | 24,502 |
| 1 | 6 | 272,509 | 0 | 414,602 | 272,509 | 1.51 | 0.151 | 24,037 | |
| IN | -1 | 3 | -221,640 | 0 | -52,214 | 221,640 | 0.30 | 0.046 | -7,350 |
| 1 | 7 | 312,089 | 0 | 77,357 | 312,089 | 0.22 | 0.107 | 39,702 | |
| JP | -1 | 67 | -3,468,603 | -2,351,597 | -1,985,242 | 3,468,603 | 0.63 | -0.106 | 360,145 |
| 1 | 66 | 3,521,387 | 0 | 2,464,439 | 3,521,387 | 0.61 | -0.018 | 118,197 | |
| NZ | -1 | 1 | -19,465 | -19,465 | 1,599 | 19,465 | -0.08 | -0.169 | 3,294 |
| SG | -1 | 1 | -27,474 | 0 | -5,167 | 27,474 | 0.19 | -0.030 | 811 |
| TH | -1 | 7 | -614,464 | -614,282 | -149,787 | 614,464 | 0.19 | -0.140 | 111,233 |
| 1 | 8 | 331,490 | 0 | 33,014 | 331,490 | 0.22 | -0.039 | 1,768 | |
| TW | 1 | 2 | 43,468 | 0 | 39,435 | 43,468 | 0.93 | -0.036 | -3,423 |