| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,203,008 | 15,590,137 | -3,416,828 | 865,284 | 344 | 250,310,188 | 0.062 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -8,896,573 | 8,896,573 | -8,809,034 | 523,138 |
| 1.0 | 6,693,565 | 6,693,565 | 5,392,205 | 342,146 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | -65,112 | -193,535 | 104,392 | 462,984 | 0.35 | 0.101 | 17,597 |
| CN | 131 | -2,551,408 | -3,089,029 | -4,064,675 | 5,195,105 | 1.64 | 0.101 | 387,168 |
| HK | 7 | 741,959 | 0 | 1,206,398 | 741,959 | 1.88 | 0.150 | 150,074 |
| ID | 5 | 153,308 | 0 | -6,999 | 153,308 | -0.11 | 0.132 | 24,727 |
| IN | 4 | -149,841 | 0 | -9,838 | 270,144 | 0.17 | 0.124 | -10,075 |
| JP | 160 | 1,397 | -2,207,462 | -470,946 | 8,361,947 | 0.56 | 0.078 | 274,047 |
| NZ | 1 | -5,774 | -5,774 | 146 | 5,774 | -0.03 | 0.182 | 1,053 |
| SG | 1 | 965 | 0 | 380 | 965 | 0.39 | 0.105 | -101 |
| TW | 5 | -328,501 | -16,496 | -175,686 | 397,951 | 0.36 | 0.114 | 20,795 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 15 | -264,048 | -193,535 | -24,451 | 264,048 | 0.23 | -0.117 | 30,532 |
| 1.0 | 15 | 198,936 | 0 | 128,842 | 198,936 | 0.47 | -0.075 | -12,935 | |
| CN | -1.0 | 96 | -3,873,257 | -3,089,029 | -5,848,394 | 3,873,257 | 1.73 | -0.023 | 181,069 |
| 1.0 | 35 | 1,321,848 | 0 | 1,783,719 | 1,321,848 | 1.39 | 0.128 | 206,099 | |
| HK | 1.0 | 7 | 741,959 | 0 | 1,206,398 | 741,959 | 1.88 | 0.150 | 150,074 |
| ID | 1.0 | 5 | 153,308 | 0 | -6,999 | 153,308 | -0.11 | 0.132 | 24,727 |
| IN | -1.0 | 2 | -209,993 | 0 | -19,257 | 209,993 | 0.20 | 0.063 | -22,098 |
| 1.0 | 2 | 60,151 | 0 | 9,419 | 60,151 | 0.15 | 0.185 | 12,022 | |
| JP | -1.0 | 85 | -4,180,275 | -2,207,462 | -2,723,160 | 4,180,275 | 0.54 | -0.089 | 309,108 |
| 1.0 | 75 | 4,181,672 | 0 | 2,252,215 | 4,181,672 | 0.57 | -0.039 | -35,061 | |
| NZ | -1.0 | 1 | -5,774 | -5,774 | 146 | 5,774 | -0.03 | -0.182 | 1,053 |
| SG | 1.0 | 1 | 965 | 0 | 380 | 965 | 0.39 | -0.105 | -101 |
| TW | -1.0 | 3 | -363,226 | -16,496 | -193,918 | 363,226 | 0.25 | -0.147 | 23,474 |
| 1.0 | 2 | 34,725 | 0 | 18,232 | 34,725 | 0.53 | -0.065 | -2,679 |