| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -90,015 | 20,454,650 | -274,247 | 1,261,193 | 388 | 231,550,736 | 0.088 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,272,332 | 10,272,332 | -8,283,578 | 528,788 |
| 1 | 10,182,318 | 10,182,318 | 8,009,331 | 732,405 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | 158,178 | -351,166 | -158,615 | 1,651,956 | 0.36 | 0.102 | -54,231 |
| CN | 163 | -661,970 | -2,013,582 | -1,066,041 | 7,037,338 | 1.54 | 0.107 | 595,117 |
| HK | 9 | 416,578 | -210,367 | 783,358 | 863,115 | 1.65 | 0.105 | 101,685 |
| IN | 21 | -346,601 | 0 | -32,328 | 2,459,937 | 0.27 | 0.095 | 89,598 |
| JP | 142 | 444,037 | -2,653,000 | 217,965 | 7,973,821 | 0.60 | 0.079 | 485,871 |
| NZ | 1 | -25,640 | -25,640 | 2,106 | 25,640 | -0.08 | 0.175 | 4,496 |
| SG | 1 | -10,604 | 0 | -4,266 | 10,604 | 0.40 | 0.014 | 152 |
| TH | 13 | -59,799 | -235,202 | -15,141 | 410,605 | 0.19 | 0.097 | 34,845 |
| TW | 4 | -4,194 | -12,555 | -1,285 | 21,634 | 0.45 | 0.130 | 3,661 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 23 | -746,889 | -351,166 | -291,981 | 746,889 | 0.34 | -0.109 | 50,871 |
| 1 | 11 | 905,067 | 0 | 133,367 | 905,067 | 0.42 | -0.070 | -105,102 | |
| CN | -1 | 87 | -3,849,654 | -2,013,582 | -5,397,555 | 3,849,654 | 1.60 | -0.040 | 69,426 |
| 1 | 76 | 3,187,684 | 0 | 4,331,514 | 3,187,684 | 1.47 | 0.119 | 525,691 | |
| HK | -1 | 5 | -223,268 | -210,367 | -101,869 | 223,268 | 1.79 | -0.037 | 11,190 |
| 1 | 4 | 639,846 | 0 | 885,227 | 639,846 | 1.47 | 0.153 | 90,494 | |
| IN | -1 | 7 | -1,403,269 | 0 | -303,035 | 1,403,269 | 0.26 | 0.018 | -50,351 |
| 1 | 14 | 1,056,668 | 0 | 270,706 | 1,056,668 | 0.28 | 0.123 | 139,949 | |
| JP | -1 | 84 | -3,764,892 | -2,653,000 | -2,148,152 | 3,764,892 | 0.62 | -0.092 | 396,664 |
| 1 | 58 | 4,208,929 | 0 | 2,366,118 | 4,208,929 | 0.58 | -0.010 | 89,207 | |
| NZ | -1 | 1 | -25,640 | -25,640 | 2,106 | 25,640 | -0.08 | -0.175 | 4,496 |
| SG | -1 | 1 | -10,604 | 0 | -4,266 | 10,604 | 0.40 | -0.014 | 152 |
| TH | -1 | 4 | -235,202 | -235,202 | -33,246 | 235,202 | 0.25 | -0.182 | 44,299 |
| 1 | 9 | 175,403 | 0 | 18,105 | 175,403 | 0.17 | -0.058 | -9,454 | |
| TW | -1 | 3 | -12,914 | -12,555 | -5,580 | 12,914 | 0.44 | -0.112 | 2,042 |
| 1 | 1 | 8,720 | 0 | 4,294 | 8,720 | 0.49 | 0.186 | 1,619 |