| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -306,603 | 15,134,205 | 616,440 | 1,224,845 | 381 | 235,757,140 | 0.064 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,720,404 | 7,720,404 | -5,631,340 | 686,819 |
| 1 | 7,413,801 | 7,413,801 | 6,247,780 | 538,026 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 87,227 | -539,338 | -195,343 | 1,619,679 | 0.35 | 0.106 | 45,008 |
| CN | 158 | 308,203 | -1,574,454 | 340,102 | 3,611,215 | 1.58 | 0.109 | 428,423 |
| HK | 10 | 97,889 | -34,494 | 379,437 | 843,902 | 1.63 | 0.136 | 114,633 |
| ID | 1 | -109,296 | 0 | -68,973 | 109,296 | 0.63 | 0.020 | -2,146 |
| IN | 16 | -376,192 | 0 | -214,168 | 1,246,461 | 0.32 | 0.070 | 112,407 |
| JP | 139 | 61,871 | -1,797,313 | 538,120 | 6,640,140 | 0.58 | 0.070 | 336,827 |
| NZ | 1 | -4,130 | -4,130 | 339 | 4,130 | -0.08 | 0.183 | 758 |
| SG | 1 | 1,493 | 0 | 523 | 1,493 | 0.35 | 0.010 | -15 |
| TH | 12 | -59,466 | -309,060 | 65,737 | 595,971 | 0.18 | 0.147 | 74,008 |
| TW | 6 | -314,200 | -388,059 | -229,334 | 461,917 | 0.55 | 0.214 | 114,943 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 25 | -766,226 | -539,338 | -296,925 | 766,226 | 0.39 | -0.118 | 79,502 |
| 1 | 12 | 853,453 | 0 | 101,582 | 853,453 | 0.25 | -0.036 | -34,494 | |
| CN | -1 | 79 | -1,651,506 | -1,574,454 | -2,411,072 | 1,651,506 | 1.74 | -0.064 | 140,723 |
| 1 | 79 | 1,959,709 | 0 | 2,751,174 | 1,959,709 | 1.42 | 0.121 | 287,701 | |
| HK | -1 | 5 | -373,007 | -34,494 | -343,961 | 373,007 | 1.53 | -0.024 | 24,178 |
| 1 | 5 | 470,896 | 0 | 723,398 | 470,896 | 1.74 | 0.183 | 90,455 | |
| ID | -1 | 1 | -109,296 | 0 | -68,973 | 109,296 | 0.63 | 0.020 | -2,146 |
| IN | -1 | 11 | -811,327 | 0 | -278,662 | 811,327 | 0.36 | -0.005 | 36,012 |
| 1 | 5 | 435,135 | 0 | 64,495 | 435,135 | 0.21 | 0.140 | 76,394 | |
| JP | -1 | 64 | -3,289,134 | -1,797,313 | -1,951,918 | 3,289,134 | 0.47 | -0.087 | 252,600 |
| 1 | 75 | 3,351,005 | 0 | 2,490,039 | 3,351,005 | 0.67 | -0.012 | 84,228 | |
| NZ | -1 | 1 | -4,130 | -4,130 | 339 | 4,130 | -0.08 | -0.183 | 758 |
| SG | 1 | 1 | 1,493 | 0 | 523 | 1,493 | 0.35 | -0.010 | -15 |
| TH | -1 | 9 | -327,718 | -309,060 | -27,901 | 327,718 | 0.12 | -0.154 | 54,725 |
| 1 | 3 | 268,252 | 0 | 93,638 | 268,252 | 0.35 | -0.072 | 19,283 | |
| TW | -1 | 5 | -388,059 | -388,059 | -252,265 | 388,059 | 0.60 | -0.218 | 100,467 |
| 1 | 1 | 73,858 | 0 | 22,931 | 73,858 | 0.31 | 0.196 | 14,476 |