| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -546,491 | 12,978,487 | -711,698 | 635,532 | 314 | 249,428,887 | 0.052 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -6,762,489 | 6,762,489 | -6,403,252 | 313,100 |
| 1.0 | 6,215,998 | 6,215,998 | 5,691,554 | 322,432 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | 52,921 | -4,019 | 187,213 | 801,885 | 0.49 | 0.114 | -4,349 |
| CN | 106 | -222,419 | -1,415,758 | -883,685 | 4,824,660 | 1.61 | 0.112 | 304,391 |
| HK | 11 | -202,128 | 0 | -11,604 | 397,825 | 1.86 | 0.069 | 10,531 |
| ID | 1 | 483 | 0 | -43 | 483 | -0.09 | 0.141 | 68 |
| IN | 6 | -298,415 | 0 | -10,495 | 470,346 | 0.22 | 0.126 | -28,656 |
| JP | 132 | 305,630 | -1,698,622 | 44,482 | 5,732,640 | 0.50 | 0.073 | 324,332 |
| NZ | 1 | 3,914 | 0 | -99 | 3,914 | -0.03 | 0.190 | -745 |
| SG | 3 | 61,846 | -1,046 | 10,961 | 63,938 | 0.21 | 0.105 | -4,816 |
| TH | 17 | -256,711 | -227,802 | -89,027 | 545,355 | 0.16 | 0.132 | 39,229 |
| TW | 5 | 8,388 | -3,838 | 40,599 | 137,442 | 0.78 | 0.108 | -4,453 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 5 | -374,482 | -4,019 | -44,734 | 374,482 | 0.35 | -0.147 | 34,441 |
| 1.0 | 27 | 427,403 | 0 | 231,947 | 427,403 | 0.51 | -0.105 | -38,790 | |
| CN | -1.0 | 51 | -2,523,540 | -1,415,758 | -4,292,990 | 2,523,540 | 1.71 | 0.003 | 33,344 |
| 1.0 | 55 | 2,301,121 | 0 | 3,409,306 | 2,301,121 | 1.52 | 0.102 | 271,047 | |
| HK | -1.0 | 3 | -299,976 | 0 | -206,615 | 299,976 | 0.67 | 0.039 | -5,334 |
| 1.0 | 8 | 97,848 | 0 | 195,012 | 97,848 | 2.31 | 0.081 | 15,865 | |
| ID | 1.0 | 1 | 483 | 0 | -43 | 483 | -0.09 | 0.141 | 68 |
| IN | -1.0 | 3 | -384,381 | 0 | -34,211 | 384,381 | 0.15 | 0.127 | -39,098 |
| 1.0 | 3 | 85,966 | 0 | 23,717 | 85,966 | 0.28 | 0.125 | 10,443 | |
| JP | -1.0 | 65 | -2,713,505 | -1,698,622 | -1,684,773 | 2,713,505 | 0.48 | -0.080 | 241,542 |
| 1.0 | 67 | 3,019,135 | 0 | 1,729,255 | 3,019,135 | 0.51 | -0.031 | 82,790 | |
| NZ | 1.0 | 1 | 3,914 | 0 | -99 | 3,914 | -0.03 | -0.190 | -745 |
| SG | -1.0 | 1 | -1,046 | -1,046 | -262 | 1,046 | 0.25 | -0.153 | 160 |
| 1.0 | 2 | 62,892 | 0 | 11,223 | 62,892 | 0.19 | -0.080 | -4,977 | |
| TH | -1.0 | 14 | -401,033 | -227,802 | -106,560 | 401,033 | 0.15 | -0.135 | 44,739 |
| 1.0 | 3 | 144,322 | 0 | 17,533 | 144,322 | 0.20 | -0.096 | -5,510 | |
| TW | -1.0 | 2 | -64,527 | -3,838 | -33,105 | 64,527 | 0.21 | -0.139 | 3,305 |
| 1.0 | 3 | 72,915 | 0 | 73,704 | 72,915 | 1.16 | -0.088 | -7,758 |