| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,946,284 | 15,386,513 | -3,981,373 | 892,846 | 338 | 250,145,673 | 0.062 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -9,166,399 | 9,166,399 | -8,283,391 | 650,816 |
| 1.0 | 6,220,115 | 6,220,115 | 4,302,018 | 242,029 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | -71,325 | -1,106,521 | -131,028 | 2,902,405 | 0.38 | 0.108 | 172,618 |
| CN | 131 | -2,370,589 | -3,670,394 | -3,823,066 | 6,005,548 | 1.60 | 0.107 | 527,859 |
| HK | 4 | -4,267 | -15,102 | -30,697 | 25,937 | 0.89 | 0.082 | 780 |
| ID | 2 | -103,107 | 0 | 11,966 | 103,107 | -0.11 | 0.060 | 6,483 |
| IN | 5 | -575,137 | 0 | -70,513 | 581,999 | 0.22 | 0.061 | -13,908 |
| JP | 138 | -68,799 | -1,608,000 | 6,566 | 5,105,181 | 0.54 | 0.072 | 176,942 |
| NZ | 1 | 21,837 | 0 | -551 | 21,837 | -0.03 | 0.186 | -4,059 |
| SG | 2 | -3,766 | -4,495 | -988 | 5,224 | 0.34 | 0.172 | 1,101 |
| TH | 13 | 205,713 | -109,236 | 44,865 | 601,754 | 0.17 | 0.110 | 23,100 |
| TW | 3 | 23,156 | -5,182 | 12,074 | 33,520 | 0.24 | 0.165 | 1,929 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 30 | -1,486,865 | -1,106,521 | -229,993 | 1,486,865 | 0.46 | -0.121 | 168,182 |
| 1.0 | 9 | 1,415,540 | 0 | 98,965 | 1,415,540 | 0.14 | -0.021 | 4,436 | |
| CN | -1.0 | 73 | -4,188,068 | -3,670,394 | -6,588,672 | 4,188,068 | 1.70 | -0.038 | 222,999 |
| 1.0 | 58 | 1,817,479 | 0 | 2,765,605 | 1,817,479 | 1.47 | 0.131 | 304,859 | |
| HK | -1.0 | 1 | -15,102 | -15,102 | -33,264 | 15,102 | 2.20 | -0.016 | 248 |
| 1.0 | 3 | 10,835 | 0 | 2,567 | 10,835 | 0.45 | 0.104 | 531 | |
| ID | -1.0 | 2 | -103,107 | 0 | 11,966 | 103,107 | -0.11 | -0.060 | 6,483 |
| IN | -1.0 | 4 | -578,568 | 0 | -71,567 | 578,568 | 0.20 | 0.055 | -14,187 |
| 1.0 | 1 | 3,431 | 0 | 1,055 | 3,431 | 0.31 | 0.081 | 279 | |
| JP | -1.0 | 54 | -2,586,990 | -1,608,000 | -1,336,618 | 2,586,990 | 0.53 | -0.079 | 245,057 |
| 1.0 | 84 | 2,518,191 | 0 | 1,343,185 | 2,518,191 | 0.54 | -0.036 | -68,115 | |
| NZ | 1.0 | 1 | 21,837 | 0 | -551 | 21,837 | -0.03 | -0.186 | -4,059 |
| SG | -1.0 | 1 | -4,495 | -4,495 | -1,274 | 4,495 | 0.28 | -0.259 | 1,163 |
| 1.0 | 1 | 729 | 0 | 287 | 729 | 0.39 | -0.085 | -62 | |
| TH | -1.0 | 7 | -198,021 | -109,236 | -33,887 | 198,021 | 0.13 | -0.158 | 19,621 |
| 1.0 | 6 | 403,734 | 0 | 78,752 | 403,734 | 0.22 | 0.007 | 3,480 | |
| TW | -1.0 | 2 | -5,182 | -5,182 | -80 | 5,182 | 0.15 | -0.236 | 1,249 |
| 1.0 | 1 | 28,338 | 0 | 12,154 | 28,338 | 0.43 | 0.024 | 680 |