| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,910,256 | 27,580,411 | -4,092,933 | 1,502,476 | 422 | 233,162,184 | 0.118 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -14,745,334 | 14,745,334 | -12,658,547 | 865,907 |
| 1.0 | 12,835,077 | 12,835,077 | 8,565,614 | 636,569 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | 420,924 | -191,129 | -428,318 | 2,730,554 | 0.33 | 0.090 | 15,519 |
| CN | 178 | -1,867,541 | -3,393,139 | -5,260,788 | 8,684,579 | 1.63 | 0.089 | 482,044 |
| HK | 13 | -465,775 | -757,763 | 187,905 | 1,157,851 | 1.50 | 0.118 | 143,612 |
| ID | 2 | 182,756 | 0 | -30,399 | 182,756 | 0.03 | 0.090 | 21,382 |
| IN | 19 | 147,456 | 0 | -38,001 | 2,195,155 | 0.30 | 0.077 | 203,967 |
| JP | 148 | 311,079 | -3,059,845 | 1,619,597 | 10,229,299 | 0.59 | 0.069 | 331,723 |
| NZ | 1 | 10,036 | 0 | -824 | 10,036 | -0.08 | 0.178 | -1,786 |
| SG | 1 | -2,681 | 0 | -1,079 | 2,681 | 0.40 | 0.029 | 79 |
| TH | 18 | -126,403 | -996,898 | 143,647 | 1,867,394 | 0.21 | 0.113 | 206,173 |
| TW | 10 | -520,107 | -443,917 | -284,673 | 520,107 | 0.43 | 0.152 | 99,764 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 16 | -1,154,815 | -191,129 | -583,503 | 1,154,815 | 0.27 | -0.101 | 47,692 |
| 1.0 | 16 | 1,575,739 | 0 | 155,185 | 1,575,739 | 0.39 | -0.046 | -32,173 | |
| CN | -1.0 | 136 | -5,276,060 | -3,393,139 | -9,123,558 | 5,276,060 | 1.76 | -0.008 | 93,858 |
| 1.0 | 42 | 3,408,519 | 0 | 3,862,770 | 3,408,519 | 1.24 | 0.073 | 388,185 | |
| HK | -1.0 | 8 | -811,813 | -757,763 | -339,550 | 811,813 | 1.39 | -0.021 | 72,070 |
| 1.0 | 5 | 346,038 | 0 | 527,455 | 346,038 | 1.66 | 0.205 | 71,541 | |
| ID | 1.0 | 2 | 182,756 | 0 | -30,399 | 182,756 | 0.03 | 0.090 | 21,382 |
| IN | -1.0 | 12 | -1,023,850 | 0 | -280,366 | 1,023,850 | 0.34 | 0.027 | -8,913 |
| 1.0 | 7 | 1,171,305 | 0 | 242,365 | 1,171,305 | 0.24 | 0.145 | 212,879 | |
| JP | -1.0 | 61 | -4,959,110 | -3,059,845 | -1,987,794 | 4,959,110 | 0.52 | -0.077 | 386,882 |
| 1.0 | 87 | 5,270,189 | 0 | 3,607,390 | 5,270,189 | 0.64 | -0.028 | -55,159 | |
| NZ | 1.0 | 1 | 10,036 | 0 | -824 | 10,036 | -0.08 | -0.178 | -1,786 |
| SG | -1.0 | 1 | -2,681 | 0 | -1,079 | 2,681 | 0.40 | -0.029 | 79 |
| TH | -1.0 | 4 | -996,898 | -996,898 | -58,026 | 996,898 | 0.11 | -0.185 | 174,473 |
| 1.0 | 14 | 870,495 | 0 | 201,673 | 870,495 | 0.23 | -0.075 | 31,700 | |
| TW | -1.0 | 10 | -520,107 | -443,917 | -284,673 | 520,107 | 0.43 | -0.152 | 99,764 |