| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -284,654 | 15,680,658 | -510,354 | 871,278 | 363 | 236,022,988 | 0.066 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,982,656 | 7,982,656 | -6,432,676 | 416,934 |
| 1 | 7,698,002 | 7,698,002 | 5,922,322 | 454,344 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | -18,588 | -302,944 | 404,359 | 1,745,783 | 0.43 | 0.102 | 78,902 |
| CN | 158 | -212,798 | -1,986,706 | -1,018,919 | 5,018,433 | 1.52 | 0.096 | 396,457 |
| HK | 12 | 107,492 | -23,188 | 283,846 | 415,156 | 1.66 | 0.088 | 36,582 |
| ID | 1 | 274,042 | 0 | -4,478 | 274,042 | -0.02 | 0.125 | 34,280 |
| IN | 15 | -677,731 | 0 | -33,712 | 1,765,843 | 0.24 | 0.088 | -8,721 |
| JP | 133 | 195,773 | -1,399,950 | -73,710 | 5,960,861 | 0.59 | 0.079 | 319,934 |
| NZ | 2 | -15,604 | -15,604 | 1,589 | 15,604 | -0.11 | 0.158 | 2,485 |
| TH | 10 | 62,760 | -24,634 | -69,329 | 484,936 | 0.16 | 0.134 | 11,359 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -882,185 | -302,944 | -89,751 | 882,185 | 0.33 | -0.112 | 68,624 |
| 1 | 19 | 863,597 | 0 | 494,110 | 863,597 | 0.51 | -0.086 | 10,278 | |
| CN | -1 | 93 | -2,615,615 | -1,986,706 | -3,971,912 | 2,615,615 | 1.52 | -0.039 | 146,730 |
| 1 | 65 | 2,402,817 | 0 | 2,952,993 | 2,402,817 | 1.52 | 0.109 | 249,726 | |
| HK | -1 | 7 | -153,832 | -23,188 | -120,825 | 153,832 | 1.42 | -0.010 | 2,744 |
| 1 | 5 | 261,324 | 0 | 404,670 | 261,324 | 2.00 | 0.104 | 33,839 | |
| ID | 1 | 1 | 274,042 | 0 | -4,478 | 274,042 | -0.02 | 0.125 | 34,280 |
| IN | -1 | 5 | -1,221,787 | 0 | -202,963 | 1,221,787 | 0.14 | 0.062 | -75,450 |
| 1 | 10 | 544,056 | 0 | 169,251 | 544,056 | 0.30 | 0.101 | 66,729 | |
| JP | -1 | 63 | -2,882,544 | -1,399,950 | -1,977,547 | 2,882,544 | 0.58 | -0.097 | 250,809 |
| 1 | 70 | 3,078,317 | 0 | 1,903,837 | 3,078,317 | 0.59 | -0.025 | 69,125 | |
| NZ | -1 | 2 | -15,604 | -15,604 | 1,589 | 15,604 | -0.11 | -0.158 | 2,485 |
| TH | -1 | 6 | -211,088 | -24,634 | -71,267 | 211,088 | 0.18 | -0.177 | 20,992 |
| 1 | 4 | 273,848 | 0 | 1,938 | 273,848 | 0.14 | -0.046 | -9,634 |