| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -690,452 | 14,441,835 | -1,136,326 | 734,459 | 368 | 236,151,489 | 0.061 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -7,566,144 | 7,566,144 | -6,296,523 | 418,639 |
| 1.0 | 6,875,692 | 6,875,692 | 5,160,196 | 315,820 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | 38,142 | -79,091 | 74,984 | 1,327,857 | 0.38 | 0.092 | -19,913 |
| CN | 145 | -135,076 | -1,358,483 | -511,882 | 4,076,510 | 1.55 | 0.096 | 182,713 |
| HK | 17 | -656,458 | -598,960 | -767,409 | 824,323 | 1.52 | 0.081 | 61,756 |
| IN | 14 | 155,337 | 0 | -70,763 | 2,184,918 | 0.25 | 0.082 | 280,025 |
| JP | 137 | 183,714 | -1,687,432 | 266,026 | 5,652,598 | 0.56 | 0.071 | 170,676 |
| NZ | 1 | -386 | -386 | 32 | 386 | -0.08 | 0.190 | 73 |
| SG | 1 | -22,899 | -22,899 | -5,787 | 22,899 | 0.25 | 0.124 | 2,830 |
| TH | 10 | -60,229 | -19,767 | -11,375 | 110,358 | 0.17 | 0.114 | 955 |
| TW | 7 | -192,598 | -217,292 | -110,152 | 241,987 | 0.59 | 0.187 | 55,344 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 11 | -644,857 | -79,091 | -68,559 | 644,857 | 0.36 | -0.075 | 30,253 |
| 1.0 | 25 | 683,000 | 0 | 143,543 | 683,000 | 0.39 | -0.087 | -50,166 | |
| CN | -1.0 | 84 | -2,105,793 | -1,358,483 | -3,391,788 | 2,105,793 | 1.63 | -0.015 | 46,113 |
| 1.0 | 61 | 1,970,717 | 0 | 2,879,906 | 1,970,717 | 1.44 | 0.095 | 136,600 | |
| HK | -1.0 | 11 | -740,390 | -598,960 | -866,996 | 740,390 | 1.48 | -0.009 | 52,611 |
| 1.0 | 6 | 83,933 | 0 | 99,587 | 83,933 | 1.60 | 0.100 | 9,145 | |
| IN | -1.0 | 9 | -1,014,790 | 0 | -265,134 | 1,014,790 | 0.27 | -0.005 | 27,877 |
| 1.0 | 5 | 1,170,127 | 0 | 194,370 | 1,170,127 | 0.22 | 0.164 | 252,148 | |
| JP | -1.0 | 60 | -2,734,442 | -1,687,432 | -1,551,205 | 2,734,442 | 0.53 | -0.070 | 201,145 |
| 1.0 | 77 | 2,918,156 | 0 | 1,817,231 | 2,918,156 | 0.58 | -0.033 | -30,469 | |
| NZ | -1.0 | 1 | -386 | -386 | 32 | 386 | -0.08 | -0.190 | 73 |
| SG | -1.0 | 1 | -22,899 | -22,899 | -5,787 | 22,899 | 0.25 | -0.124 | 2,830 |
| TH | -1.0 | 5 | -85,293 | -19,767 | -15,439 | 85,293 | 0.08 | -0.116 | 3,934 |
| 1.0 | 5 | 25,065 | 0 | 4,064 | 25,065 | 0.26 | -0.089 | -2,979 | |
| TW | -1.0 | 5 | -217,292 | -217,292 | -131,647 | 217,292 | 0.54 | -0.214 | 53,803 |
| 1.0 | 2 | 24,695 | 0 | 21,495 | 24,695 | 0.72 | 0.120 | 1,541 |