| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,793,472 | 14,502,663 | -4,360,917 | 641,121 | 351 | 248,594,504 | 0.058 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,148,067 | 8,148,067 | -7,893,621 | 504,934 |
| 1 | 6,354,595 | 6,354,595 | 3,532,704 | 136,186 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | 58,945 | -716,687 | -233,891 | 1,983,034 | 0.41 | 0.112 | 118,197 |
| CN | 138 | -2,088,539 | -2,545,243 | -4,065,925 | 4,349,528 | 1.66 | 0.090 | 225,472 |
| HK | 6 | -32,568 | -61,559 | -114,524 | 175,889 | 1.37 | 0.091 | 11,156 |
| ID | 2 | -167,935 | 0 | 15,690 | 167,935 | -0.11 | 0.047 | 7,523 |
| IN | 4 | -464,913 | 0 | -39,510 | 509,304 | 0.24 | 0.091 | -31,334 |
| JP | 140 | 363,188 | -1,715,181 | -3,857 | 6,187,244 | 0.52 | 0.071 | 267,385 |
| NZ | 1 | -15,475 | -15,475 | 391 | 15,475 | -0.03 | 0.181 | 2,808 |
| SG | 2 | 14,858 | -32,178 | 2,823 | 79,214 | 0.27 | 0.164 | 4,741 |
| TH | 16 | 413,416 | -154,186 | 83,336 | 721,789 | 0.19 | 0.124 | 59,537 |
| TW | 10 | 125,552 | -93,850 | -5,449 | 313,251 | 0.45 | 0.214 | -24,365 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 21 | -962,044 | -716,687 | -307,181 | 962,044 | 0.53 | -0.135 | 124,762 |
| 1 | 11 | 1,020,989 | 0 | 73,290 | 1,020,989 | 0.20 | -0.048 | -6,564 | |
| CN | -1 | 108 | -3,219,034 | -2,545,243 | -5,625,583 | 3,219,034 | 1.71 | -0.019 | 87,051 |
| 1 | 30 | 1,130,494 | 0 | 1,559,657 | 1,130,494 | 1.48 | 0.117 | 138,421 | |
| HK | -1 | 4 | -104,228 | -61,559 | -154,249 | 104,228 | 1.48 | 0.001 | -339 |
| 1 | 2 | 71,661 | 0 | 39,725 | 71,661 | 1.16 | 0.130 | 11,495 | |
| ID | -1 | 2 | -167,935 | 0 | 15,690 | 167,935 | -0.11 | -0.047 | 7,523 |
| IN | -1 | 3 | -487,109 | 0 | -49,033 | 487,109 | 0.17 | 0.069 | -34,827 |
| 1 | 1 | 22,195 | 0 | 9,523 | 22,195 | 0.43 | 0.157 | 3,493 | |
| JP | -1 | 61 | -2,912,028 | -1,715,181 | -1,691,154 | 2,912,028 | 0.52 | -0.091 | 260,248 |
| 1 | 79 | 3,275,216 | 0 | 1,687,297 | 3,275,216 | 0.52 | -0.014 | 7,137 | |
| NZ | -1 | 1 | -15,475 | -15,475 | 391 | 15,475 | -0.03 | -0.181 | 2,808 |
| SG | -1 | 1 | -32,178 | -32,178 | -9,122 | 32,178 | 0.28 | -0.255 | 8,198 |
| 1 | 1 | 47,036 | 0 | 11,945 | 47,036 | 0.25 | -0.073 | -3,456 | |
| TH | -1 | 8 | -154,186 | -154,186 | -33,727 | 154,186 | 0.16 | -0.186 | 29,386 |
| 1 | 8 | 567,603 | 0 | 117,063 | 567,603 | 0.22 | 0.004 | 30,151 | |
| TW | -1 | 9 | -93,850 | -93,850 | -39,653 | 93,850 | 0.48 | -0.216 | 20,126 |
| 1 | 1 | 219,401 | 0 | 34,204 | 219,401 | 0.16 | -0.203 | -44,491 |