| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 608,508 | 21,662,975 | 287,841 | 1,252,829 | 377 | 243,880,038 | 0.089 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,527,233 | 10,527,233 | -7,755,017 | 528,513 |
| 1 | 11,135,742 | 11,135,742 | 8,042,858 | 724,316 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| CN | 129 | 349,632 | -816,729 | 384,200 | 6,405,816 | 1.51 | 0.079 | 116,370 |
| HK | 13 | 534,147 | -87,574 | 696,455 | 1,738,408 | 1.93 | 0.101 | 227,501 |
| IN | 17 | 64,883 | 0 | 98,459 | 2,656,338 | 0.24 | 0.093 | 230,591 |
| JP | 201 | -186,541 | -4,150,437 | -827,933 | 10,324,297 | 0.55 | 0.078 | 612,542 |
| NZ | 2 | -36,225 | -36,225 | 3,087 | 36,225 | -0.11 | 0.158 | 6,434 |
| SG | 2 | -34,831 | -34,831 | -10,799 | 34,831 | 0.52 | 0.158 | 5,797 |
| TH | 13 | -82,556 | -274,808 | -55,628 | 467,060 | 0.20 | 0.136 | 53,595 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| CN | -1 | 50 | -3,028,092 | -816,729 | -4,084,050 | 3,028,092 | 1.52 | -0.010 | -72,732 |
| 1 | 79 | 3,377,724 | 0 | 4,468,250 | 3,377,724 | 1.50 | 0.057 | 189,101 | |
| HK | -1 | 8 | -602,130 | -87,574 | -487,089 | 602,130 | 2.16 | -0.043 | -2,370 |
| 1 | 5 | 1,136,278 | 0 | 1,183,544 | 1,136,278 | 1.57 | 0.181 | 229,872 | |
| IN | -1 | 4 | -1,295,728 | 0 | -194,585 | 1,295,728 | 0.22 | -0.013 | 8,190 |
| 1 | 13 | 1,360,610 | 0 | 293,044 | 1,360,610 | 0.24 | 0.113 | 222,401 | |
| JP | -1 | 124 | -5,255,419 | -4,150,437 | -2,912,597 | 5,255,419 | 0.55 | -0.107 | 534,077 |
| 1 | 77 | 5,068,878 | 0 | 2,084,664 | 5,068,878 | 0.55 | 0.010 | 78,465 | |
| NZ | -1 | 2 | -36,225 | -36,225 | 3,087 | 36,225 | -0.11 | -0.158 | 6,434 |
| SG | -1 | 2 | -34,831 | -34,831 | -10,799 | 34,831 | 0.52 | -0.158 | 5,797 |
| TH | -1 | 10 | -274,808 | -274,808 | -68,983 | 274,808 | 0.24 | -0.172 | 49,117 |
| 1 | 3 | 192,252 | 0 | 13,355 | 192,252 | 0.07 | 0.014 | 4,478 |