| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 281,877 | 21,914,869 | 387,583 | 1,487,703 | 411 | 232,249,860 | 0.094 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -10,816,496 | 10,816,496 | -6,982,023 | 776,991 |
| 1.0 | 11,098,373 | 11,098,373 | 7,369,606 | 710,712 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | 17,635 | -509,240 | -57,463 | 1,955,918 | 0.37 | 0.098 | 22,274 |
| CN | 142 | 106,687 | -1,762,959 | -618,363 | 5,635,554 | 1.50 | 0.095 | 436,232 |
| HK | 11 | 341,559 | -271,695 | 766,162 | 1,324,056 | 1.57 | 0.141 | 161,623 |
| ID | 1 | 340,565 | 0 | -60,687 | 340,565 | -0.18 | 0.121 | 41,152 |
| IN | 25 | 343,994 | 0 | 274,400 | 3,287,993 | 0.31 | 0.105 | 267,219 |
| JP | 169 | -564,815 | -2,807,638 | 124,740 | 8,006,226 | 0.58 | 0.083 | 476,879 |
| NZ | 1 | -15,492 | -15,492 | 1,272 | 15,492 | -0.08 | 0.183 | 2,831 |
| SG | 2 | -58,973 | -10,470 | -22,645 | 58,973 | 0.35 | 0.091 | 2,535 |
| TH | 19 | -60,115 | -590,519 | 59,535 | 1,120,923 | 0.18 | 0.108 | 71,511 |
| TW | 3 | -169,169 | -7,277 | -79,369 | 169,169 | 0.44 | 0.086 | 5,447 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 27 | -969,142 | -509,240 | -235,735 | 969,142 | 0.35 | -0.106 | 81,218 |
| 1.0 | 11 | 986,776 | 0 | 178,272 | 986,776 | 0.44 | -0.028 | -58,944 | |
| CN | -1.0 | 75 | -2,764,433 | -1,762,959 | -3,852,665 | 2,764,433 | 1.41 | -0.027 | 116,184 |
| 1.0 | 67 | 2,871,120 | 0 | 3,234,302 | 2,871,120 | 1.61 | 0.082 | 320,048 | |
| HK | -1.0 | 4 | -491,249 | -271,695 | -315,686 | 491,249 | 1.51 | -0.039 | 11,169 |
| 1.0 | 7 | 832,807 | 0 | 1,081,849 | 832,807 | 1.61 | 0.186 | 150,454 | |
| ID | 1.0 | 1 | 340,565 | 0 | -60,687 | 340,565 | -0.18 | 0.121 | 41,152 |
| IN | -1.0 | 4 | -1,471,999 | 0 | -234,432 | 1,471,999 | 0.26 | 0.015 | 2,570 |
| 1.0 | 21 | 1,815,994 | 0 | 508,832 | 1,815,994 | 0.32 | 0.120 | 264,649 | |
| JP | -1.0 | 113 | -4,285,520 | -2,807,638 | -2,172,865 | 4,285,520 | 0.57 | -0.097 | 449,636 |
| 1.0 | 56 | 3,720,706 | 0 | 2,297,606 | 3,720,706 | 0.61 | -0.021 | 27,243 | |
| NZ | -1.0 | 1 | -15,492 | -15,492 | 1,272 | 15,492 | -0.08 | -0.183 | 2,831 |
| SG | -1.0 | 2 | -58,973 | -10,470 | -22,645 | 58,973 | 0.35 | -0.091 | 2,535 |
| TH | -1.0 | 5 | -590,519 | -590,519 | -69,898 | 590,519 | 0.15 | -0.181 | 105,401 |
| 1.0 | 14 | 530,404 | 0 | 129,433 | 530,404 | 0.19 | -0.080 | -33,890 | |
| TW | -1.0 | 3 | -169,169 | -7,277 | -79,369 | 169,169 | 0.44 | -0.086 | 5,447 |