| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 323,295 | 17,248,480 | -738,728 | 964,699 | 367 | 235,801,940 | 0.073 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,462,592 | 8,462,592 | -7,323,474 | 370,508 |
| 1 | 8,785,887 | 8,785,887 | 6,584,746 | 594,191 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | -56,328 | -122,786 | -87,179 | 823,762 | 0.37 | 0.084 | -1,975 |
| CN | 166 | 711,007 | -1,992,243 | -462,509 | 5,992,921 | 1.53 | 0.093 | 495,721 |
| HK | 16 | -289,384 | -144,647 | -445,988 | 1,193,397 | 1.49 | 0.085 | 52,568 |
| ID | 2 | -160,734 | 0 | 36,534 | 258,249 | -0.10 | 0.094 | 24,729 |
| IN | 11 | 422,304 | 0 | -1,248 | 1,521,985 | 0.25 | 0.091 | 221,583 |
| JP | 128 | -428,432 | -2,037,733 | 204,738 | 6,723,292 | 0.57 | 0.070 | 151,474 |
| NZ | 2 | -11,669 | -11,669 | 1,328 | 11,669 | -0.11 | 0.176 | 2,036 |
| SG | 1 | -1,081 | -1,081 | -273 | 1,081 | 0.25 | 0.116 | 125 |
| TH | 7 | 14,754 | -18,567 | -41,813 | 478,612 | 0.08 | 0.097 | -774 |
| TW | 9 | 122,858 | -60,328 | 57,682 | 243,513 | 0.55 | 0.151 | 19,212 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -440,045 | -122,786 | -150,177 | 440,045 | 0.39 | -0.073 | 19,041 |
| 1 | 13 | 383,717 | 0 | 62,998 | 383,717 | 0.37 | -0.077 | -21,016 | |
| CN | -1 | 110 | -2,640,957 | -1,992,243 | -4,075,040 | 2,640,957 | 1.56 | -0.018 | 81,388 |
| 1 | 56 | 3,351,964 | 0 | 3,612,532 | 3,351,964 | 1.47 | 0.124 | 414,332 | |
| HK | -1 | 8 | -741,390 | -144,647 | -765,642 | 741,390 | 1.21 | 0.020 | -30,829 |
| 1 | 8 | 452,006 | 0 | 319,654 | 452,006 | 1.76 | 0.069 | 83,397 | |
| ID | -1 | 1 | -209,491 | 0 | 37,331 | 209,491 | -0.18 | -0.097 | 20,234 |
| 1 | 1 | 48,757 | 0 | -797 | 48,757 | -0.02 | 0.092 | 4,494 | |
| IN | -1 | 7 | -549,840 | 0 | -179,920 | 549,840 | 0.30 | -0.011 | -2,150 |
| 1 | 4 | 972,145 | 0 | 178,672 | 972,145 | 0.15 | 0.198 | 223,733 | |
| JP | -1 | 64 | -3,575,862 | -2,037,733 | -2,121,692 | 3,575,862 | 0.51 | -0.072 | 256,987 |
| 1 | 64 | 3,147,430 | 0 | 2,326,430 | 3,147,430 | 0.62 | -0.023 | -105,513 | |
| NZ | -1 | 2 | -11,669 | -11,669 | 1,328 | 11,669 | -0.11 | -0.176 | 2,036 |
| SG | -1 | 1 | -1,081 | -1,081 | -273 | 1,081 | 0.25 | -0.116 | 125 |
| TH | -1 | 2 | -231,929 | -18,567 | -43,058 | 231,929 | 0.22 | -0.109 | 11,659 |
| 1 | 5 | 246,683 | 0 | 1,245 | 246,683 | 0.02 | -0.074 | -12,433 | |
| TW | -1 | 6 | -60,328 | -60,328 | -26,331 | 60,328 | 0.51 | -0.178 | 12,017 |
| 1 | 3 | 183,185 | 0 | 84,013 | 183,185 | 0.64 | -0.043 | 7,195 |