| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -4,156,472 | 22,249,337 | -3,976,989 | 1,402,153 | 335 | 238,088,504 | 0.093 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -13,202,905 | 13,202,905 | -12,108,746 | 627,796 |
| 1.0 | 9,046,433 | 9,046,433 | 8,131,757 | 774,358 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | -77,233 | -317,212 | 141,234 | 834,781 | 0.40 | 0.095 | 70,069 |
| CN | 142 | -3,542,701 | -4,803,816 | -3,797,038 | 10,343,774 | 1.51 | 0.098 | 633,473 |
| HK | 11 | 565,222 | -16,434 | 1,017,084 | 1,852,756 | 1.68 | 0.118 | 146,922 |
| ID | 1 | 158,399 | 0 | -2,588 | 158,399 | -0.02 | 0.125 | 19,853 |
| IN | 15 | 143,377 | 0 | 81,005 | 1,268,810 | 0.25 | 0.090 | 58,316 |
| JP | 129 | -1,272,779 | -1,907,129 | -1,314,160 | 7,196,792 | 0.57 | 0.091 | 427,001 |
| SG | 1 | -26,637 | 0 | -3,244 | 26,637 | 0.12 | 0.009 | -243 |
| TH | 8 | -104,119 | -76,818 | -99,282 | 567,389 | 0.16 | 0.121 | 46,762 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 18 | -456,007 | -317,212 | -123,146 | 456,007 | 0.27 | -0.093 | 47,902 |
| 1.0 | 10 | 378,774 | 0 | 264,380 | 378,774 | 0.63 | -0.055 | 22,167 | |
| CN | -1.0 | 81 | -6,943,237 | -4,803,816 | -8,438,191 | 6,943,237 | 1.49 | -0.025 | 227,646 |
| 1.0 | 61 | 3,400,536 | 0 | 4,641,153 | 3,400,536 | 1.53 | 0.102 | 405,827 | |
| HK | -1.0 | 5 | -643,767 | -16,434 | -381,900 | 643,767 | 1.52 | -0.006 | -43,342 |
| 1.0 | 6 | 1,208,989 | 0 | 1,398,984 | 1,208,989 | 1.81 | 0.146 | 190,264 | |
| ID | 1.0 | 1 | 158,399 | 0 | -2,588 | 158,399 | -0.02 | 0.125 | 19,853 |
| IN | -1.0 | 5 | -562,716 | 0 | -88,845 | 562,716 | 0.27 | 0.012 | -27,486 |
| 1.0 | 10 | 706,093 | 0 | 169,850 | 706,093 | 0.24 | 0.117 | 85,802 | |
| JP | -1.0 | 76 | -4,234,786 | -1,907,129 | -2,956,822 | 4,234,786 | 0.56 | -0.104 | 379,241 |
| 1.0 | 53 | 2,962,007 | 0 | 1,642,662 | 2,962,007 | 0.58 | -0.029 | 47,761 | |
| SG | -1.0 | 1 | -26,637 | 0 | -3,244 | 26,637 | 0.12 | 0.009 | -243 |
| TH | -1.0 | 4 | -335,754 | -76,818 | -116,598 | 335,754 | 0.23 | -0.164 | 44,078 |
| 1.0 | 4 | 231,635 | 0 | 17,316 | 231,635 | 0.09 | -0.044 | 2,684 |