| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -700,326 | 12,617,906 | -1,200,789 | 733,443 | 297 | 236,514,979 | 0.053 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -6,659,116 | 6,659,116 | -5,871,388 | 492,285 |
| 1.0 | 5,958,790 | 5,958,790 | 4,670,599 | 241,158 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | 50,620 | -257,921 | 21,747 | 1,207,374 | 0.39 | 0.096 | -9,116 |
| CN | 99 | -807,798 | -1,745,668 | -1,748,067 | 3,880,007 | 1.49 | 0.104 | 281,160 |
| HK | 14 | 24,342 | -467,223 | 348,852 | 1,049,616 | 1.53 | 0.125 | 144,801 |
| IN | 14 | -349,176 | 0 | -147,478 | 1,152,123 | 0.30 | 0.077 | 96,134 |
| JP | 123 | 559,759 | -1,154,274 | 401,460 | 4,665,542 | 0.56 | 0.072 | 124,342 |
| NZ | 1 | 4,723 | 0 | -388 | 4,723 | -0.08 | 0.173 | -817 |
| SG | 1 | -17,741 | 0 | -7,137 | 17,741 | 0.40 | 0.036 | 644 |
| TH | 7 | -29,356 | -196,306 | 31,837 | 363,256 | 0.19 | 0.157 | 54,600 |
| TW | 5 | -135,699 | -206,612 | -101,615 | 277,524 | 0.47 | 0.200 | 41,694 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 18 | -578,377 | -257,921 | -93,941 | 578,377 | 0.32 | -0.102 | 34,406 |
| 1.0 | 15 | 628,997 | 0 | 115,689 | 628,997 | 0.47 | -0.067 | -43,522 | |
| CN | -1.0 | 48 | -2,343,902 | -1,745,668 | -3,713,964 | 2,343,902 | 1.55 | -0.029 | 151,991 |
| 1.0 | 51 | 1,536,104 | 0 | 1,965,897 | 1,536,104 | 1.44 | 0.096 | 129,169 | |
| HK | -1.0 | 7 | -512,637 | -467,223 | -453,042 | 512,637 | 1.42 | 0.004 | 53,043 |
| 1.0 | 7 | 536,979 | 0 | 801,894 | 536,979 | 1.64 | 0.149 | 91,758 | |
| IN | -1.0 | 11 | -750,650 | 0 | -213,047 | 750,650 | 0.32 | -0.015 | 4,550 |
| 1.0 | 3 | 401,474 | 0 | 65,569 | 401,474 | 0.24 | 0.172 | 91,583 | |
| JP | -1.0 | 52 | -2,052,892 | -1,154,274 | -1,241,345 | 2,052,892 | 0.51 | -0.065 | 154,156 |
| 1.0 | 71 | 2,612,651 | 0 | 1,642,805 | 2,612,651 | 0.60 | -0.040 | -29,813 | |
| NZ | 1.0 | 1 | 4,723 | 0 | -388 | 4,723 | -0.08 | -0.173 | -817 |
| SG | -1.0 | 1 | -17,741 | 0 | -7,137 | 17,741 | 0.40 | -0.036 | 644 |
| TH | -1.0 | 4 | -196,306 | -196,306 | -23,752 | 196,306 | 0.16 | -0.182 | 44,793 |
| 1.0 | 3 | 166,950 | 0 | 55,589 | 166,950 | 0.23 | -0.065 | 9,807 | |
| TW | -1.0 | 4 | -206,612 | -206,612 | -125,160 | 206,612 | 0.50 | -0.226 | 48,702 |
| 1.0 | 1 | 70,913 | 0 | 23,544 | 70,913 | 0.33 | -0.099 | -7,008 |