| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -582,746 | 13,706,456 | -1,837,995 | 1,212,946 | 263 | 250,249,233 | 0.055 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,144,601 | 7,144,601 | -5,017,480 | 670,711 |
| 1 | 6,561,855 | 6,561,855 | 3,179,486 | 542,236 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | -281,300 | -337,367 | -154,464 | 536,666 | 0.47 | 0.107 | 44,637 |
| HK | 17 | -135,082 | -660,151 | -1,145,462 | 1,886,826 | 2.14 | 0.083 | 151,827 |
| IN | 16 | 1,156,160 | 0 | 178,580 | 2,286,533 | 0.24 | 0.114 | 408,411 |
| JP | 179 | -1,253,523 | -3,759,909 | -706,500 | 8,256,727 | 0.59 | 0.079 | 549,630 |
| NZ | 1 | -28,873 | -28,873 | 2,371 | 28,873 | -0.08 | 0.186 | 5,368 |
| SG | 3 | -51,114 | -51,223 | -28,282 | 51,332 | 0.43 | 0.149 | 8,531 |
| TH | 17 | 10,985 | -315,638 | 15,762 | 659,498 | 0.26 | 0.132 | 44,542 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 27 | -408,983 | -337,367 | -159,197 | 408,983 | 0.51 | -0.107 | 51,013 |
| 1 | 3 | 127,683 | 0 | 4,733 | 127,683 | 0.12 | -0.088 | -6,376 | |
| HK | -1 | 12 | -1,010,954 | -660,151 | -1,865,043 | 1,010,954 | 2.65 | -0.013 | 11,645 |
| 1 | 5 | 875,872 | 0 | 719,581 | 875,872 | 0.91 | 0.121 | 140,182 | |
| IN | -1 | 5 | -565,186 | 0 | -160,548 | 565,186 | 0.31 | -0.066 | 52,420 |
| 1 | 11 | 1,721,347 | 0 | 339,128 | 1,721,347 | 0.22 | 0.136 | 355,991 | |
| JP | -1 | 103 | -4,755,125 | -3,759,909 | -2,741,034 | 4,755,125 | 0.63 | -0.099 | 492,890 |
| 1 | 76 | 3,501,602 | 0 | 2,034,534 | 3,501,602 | 0.52 | -0.023 | 56,740 | |
| NZ | -1 | 1 | -28,873 | -28,873 | 2,371 | 28,873 | -0.08 | -0.186 | 5,368 |
| SG | -1 | 2 | -51,223 | -51,223 | -28,309 | 51,223 | 0.52 | -0.168 | 8,543 |
| 1 | 1 | 109 | 0 | 28 | 109 | 0.25 | -0.110 | -12 | |
| TH | -1 | 13 | -324,257 | -315,638 | -65,720 | 324,257 | 0.26 | -0.140 | 48,832 |
| 1 | 4 | 335,242 | 0 | 81,482 | 335,242 | 0.26 | -0.041 | -4,290 |