| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,062,762 | 10,071,671 | -807,394 | 779,940 | 180 | 252,165,017 | 0.040 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -5,567,217 | 5,567,217 | -4,975,299 | 438,744 |
| 1.0 | 4,504,455 | 4,504,455 | 4,167,906 | 341,196 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | 109,642 | -1,054,640 | 166,231 | 2,221,893 | 0.37 | 0.102 | 139,164 |
| CN | 103 | -1,417,357 | -2,891,565 | -1,137,965 | 6,351,112 | 1.54 | 0.093 | 477,477 |
| HK | 8 | 138,617 | 0 | 253,145 | 140,404 | 1.86 | 0.083 | 14,019 |
| ID | 5 | 303,847 | 0 | -8,598 | 303,847 | 0.04 | 0.121 | 42,401 |
| IN | 5 | 279,745 | 0 | 21,414 | 545,781 | 0.17 | 0.161 | 42,619 |
| NZ | 1 | -9,497 | -9,497 | 240 | 9,497 | -0.03 | 0.182 | 1,733 |
| SG | 3 | -98,189 | -54,710 | -20,648 | 98,189 | 0.22 | 0.161 | 14,907 |
| TH | 16 | -347,227 | -319,998 | -73,837 | 370,173 | 0.15 | 0.127 | 44,887 |
| TW | 5 | -22,344 | -16,301 | -7,376 | 30,776 | 0.28 | 0.157 | 2,735 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 9 | -1,056,125 | -1,054,640 | -82,817 | 1,056,125 | 0.23 | -0.136 | 154,084 |
| 1.0 | 25 | 1,165,768 | 0 | 249,048 | 1,165,768 | 0.42 | -0.081 | -14,921 | |
| CN | -1.0 | 48 | -3,884,235 | -2,891,565 | -4,773,818 | 3,884,235 | 1.54 | 0.026 | 237,423 |
| 1.0 | 55 | 2,466,877 | 0 | 3,635,853 | 2,466,877 | 1.55 | 0.066 | 240,054 | |
| HK | -1.0 | 1 | -893 | 0 | -471 | 893 | 0.53 | 0.111 | -99 |
| 1.0 | 7 | 139,511 | 0 | 253,617 | 139,511 | 2.05 | 0.076 | 14,118 | |
| ID | 1.0 | 5 | 303,847 | 0 | -8,598 | 303,847 | 0.04 | 0.121 | 42,401 |
| IN | -1.0 | 2 | -133,018 | 0 | -11,583 | 133,018 | 0.13 | 0.191 | -18,742 |
| 1.0 | 3 | 412,763 | 0 | 32,997 | 412,763 | 0.20 | 0.140 | 61,361 | |
| NZ | -1.0 | 1 | -9,497 | -9,497 | 240 | 9,497 | -0.03 | -0.182 | 1,733 |
| SG | -1.0 | 3 | -98,189 | -54,710 | -20,648 | 98,189 | 0.22 | -0.161 | 14,907 |
| TH | -1.0 | 14 | -358,700 | -319,998 | -77,908 | 358,700 | 0.14 | -0.124 | 45,961 |
| 1.0 | 2 | 11,473 | 0 | 4,071 | 11,473 | 0.25 | -0.111 | -1,074 | |
| TW | -1.0 | 4 | -26,560 | -16,301 | -8,295 | 26,560 | 0.30 | -0.152 | 3,477 |
| 1.0 | 1 | 4,216 | 0 | 918 | 4,216 | 0.22 | -0.176 | -742 |