| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -122,220 | 11,348,668 | -756,045 | 554,621 | 295 | 249,409,998 | 0.046 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -5,735,444 | 5,735,444 | -4,898,075 | 394,854 |
| 1.0 | 5,613,224 | 5,613,224 | 4,142,030 | 159,767 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -72,322 | -671,428 | 8,743 | 1,496,512 | 0.37 | 0.112 | 142,410 |
| CN | 99 | -583,688 | -1,472,775 | -980,858 | 4,347,724 | 1.64 | 0.099 | 232,799 |
| HK | 4 | 156,753 | 0 | 141,668 | 156,753 | 1.67 | 0.142 | 27,145 |
| IN | 7 | -61,860 | 0 | -44,575 | 359,999 | 0.20 | 0.109 | 22,376 |
| JP | 133 | 477,335 | -1,253,267 | 82,252 | 4,326,411 | 0.55 | 0.073 | 86,182 |
| NZ | 1 | -29,050 | -29,050 | 733 | 29,050 | -0.03 | 0.174 | 5,042 |
| SG | 2 | -4,680 | -21,210 | 5,059 | 37,740 | 0.48 | 0.233 | 1,665 |
| TH | 15 | -61,146 | -172,719 | 15,099 | 516,550 | 0.19 | 0.107 | 33,294 |
| TW | 3 | 56,437 | -10,746 | 15,834 | 77,930 | 0.73 | 0.135 | 3,708 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 23 | -784,417 | -671,428 | -51,460 | 784,417 | 0.42 | -0.125 | 119,559 |
| 1.0 | 8 | 712,095 | 0 | 60,202 | 712,095 | 0.22 | -0.027 | 22,851 | |
| CN | -1.0 | 60 | -2,465,706 | -1,472,775 | -3,586,889 | 2,465,706 | 1.68 | -0.008 | 67,314 |
| 1.0 | 39 | 1,882,018 | 0 | 2,606,031 | 1,882,018 | 1.57 | 0.084 | 165,485 | |
| HK | 1.0 | 4 | 156,753 | 0 | 141,668 | 156,753 | 1.67 | 0.131 | 27,145 |
| IN | -1.0 | 5 | -210,929 | 0 | -65,594 | 210,929 | 0.23 | 0.062 | -13,437 |
| 1.0 | 2 | 149,070 | 0 | 21,019 | 149,070 | 0.12 | 0.224 | 35,813 | |
| JP | -1.0 | 53 | -1,924,538 | -1,253,267 | -1,147,057 | 1,924,538 | 0.56 | -0.079 | 172,129 |
| 1.0 | 80 | 2,401,873 | 0 | 1,229,309 | 2,401,873 | 0.55 | -0.043 | -85,947 | |
| NZ | -1.0 | 1 | -29,050 | -29,050 | 733 | 29,050 | -0.03 | -0.174 | 5,042 |
| SG | -1.0 | 1 | -21,210 | -21,210 | -6,013 | 21,210 | 0.28 | -0.248 | 5,264 |
| 1.0 | 1 | 16,530 | 0 | 11,072 | 16,530 | 0.67 | -0.218 | -3,599 | |
| TH | -1.0 | 10 | -288,848 | -172,719 | -28,816 | 288,848 | 0.13 | -0.141 | 37,068 |
| 1.0 | 5 | 227,702 | 0 | 43,915 | 227,702 | 0.29 | 0.002 | -3,774 | |
| TW | -1.0 | 2 | -10,746 | -10,746 | -12,980 | 10,746 | 0.87 | -0.189 | 1,915 |
| 1.0 | 1 | 67,184 | 0 | 28,814 | 67,184 | 0.43 | 0.027 | 1,793 |