| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,692,981 | 16,523,818 | -4,156,515 | 1,209,250 | 336 | 250,081,959 | 0.066 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -9,108,399 | 9,108,399 | -10,738,837 | 463,319 |
| 1.0 | 7,415,419 | 7,415,419 | 6,582,322 | 745,932 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | -125,178 | -155,271 | -43,167 | 944,310 | 0.42 | 0.110 | 16,656 |
| CN | 139 | -1,513,913 | -3,751,512 | -3,219,378 | 8,233,443 | 1.64 | 0.113 | 790,726 |
| HK | 12 | -313,254 | -17,453 | -281,770 | 539,961 | 1.48 | 0.104 | 10,347 |
| ID | 1 | 4,333 | 0 | 277 | 4,333 | 0.06 | 0.138 | 599 |
| IN | 4 | 455,588 | 0 | 76,763 | 455,588 | 0.20 | 0.195 | 78,698 |
| JP | 124 | -822,366 | -1,905,108 | -670,071 | 4,596,258 | 0.53 | 0.085 | 276,057 |
| NZ | 1 | -2,702 | -2,702 | 68 | 2,702 | -0.03 | 0.185 | 499 |
| SG | 4 | 113,955 | -12,950 | 14,647 | 139,855 | 0.34 | 0.169 | -4,937 |
| TH | 20 | 483,812 | -137,034 | -67,282 | 1,580,625 | 0.18 | 0.102 | 39,614 |
| TW | 2 | 26,743 | 0 | 33,398 | 26,743 | 1.20 | 0.075 | 991 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 17 | -534,744 | -155,271 | -120,851 | 534,744 | 0.52 | -0.125 | 33,424 |
| 1.0 | 12 | 409,566 | 0 | 77,684 | 409,566 | 0.27 | -0.066 | -16,768 | |
| CN | -1.0 | 76 | -4,873,678 | -3,751,512 | -8,342,371 | 4,873,678 | 1.77 | -0.023 | 142,746 |
| 1.0 | 63 | 3,359,765 | 0 | 5,122,993 | 3,359,765 | 1.49 | 0.150 | 647,979 | |
| HK | -1.0 | 6 | -426,607 | -17,453 | -436,904 | 426,607 | 1.45 | 0.022 | -15,708 |
| 1.0 | 6 | 113,354 | 0 | 155,133 | 113,354 | 1.51 | 0.156 | 26,055 | |
| ID | 1.0 | 1 | 4,333 | 0 | 277 | 4,333 | 0.06 | 0.138 | 599 |
| IN | 1.0 | 4 | 455,588 | 0 | 76,763 | 455,588 | 0.20 | 0.195 | 78,698 |
| JP | -1.0 | 77 | -2,709,312 | -1,905,108 | -1,711,005 | 2,709,312 | 0.53 | -0.096 | 245,630 |
| 1.0 | 47 | 1,886,946 | 0 | 1,040,934 | 1,886,946 | 0.52 | -0.037 | 30,427 | |
| NZ | -1.0 | 1 | -2,702 | -2,702 | 68 | 2,702 | -0.03 | -0.185 | 499 |
| SG | -1.0 | 2 | -12,950 | -12,950 | -6,365 | 12,950 | 0.48 | -0.268 | 3,485 |
| 1.0 | 2 | 126,905 | 0 | 21,012 | 126,905 | 0.19 | -0.070 | -8,422 | |
| TH | -1.0 | 10 | -548,406 | -137,034 | -121,410 | 548,406 | 0.18 | -0.148 | 53,242 |
| 1.0 | 10 | 1,032,218 | 0 | 54,128 | 1,032,218 | 0.19 | -0.044 | -13,627 | |
| TW | 1.0 | 2 | 26,743 | 0 | 33,398 | 26,743 | 1.20 | 0.043 | 991 |