| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -620,391 | 13,402,742 | -1,978,166 | 796,076 | 316 | 248,807,724 | 0.054 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,011,566 | 7,011,566 | -5,303,513 | 495,659 |
| 1 | 6,391,175 | 6,391,175 | 3,325,347 | 300,417 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | -86,297 | -659,601 | -10,520 | 3,074,767 | 0.39 | 0.120 | 254,273 |
| CN | 112 | -760,678 | -1,383,541 | -1,846,825 | 3,137,346 | 1.61 | 0.093 | 193,650 |
| HK | 3 | 85,069 | -9,579 | 182,645 | 104,228 | 1.55 | 0.140 | 11,260 |
| ID | 1 | 48,622 | 0 | -5,677 | 48,622 | -0.12 | 0.106 | 5,166 |
| IN | 6 | -149,642 | 0 | -35,106 | 149,642 | 0.20 | 0.068 | -6,717 |
| JP | 135 | 35,482 | -1,666,531 | -247,126 | 5,318,155 | 0.51 | 0.072 | 228,005 |
| NZ | 1 | -3,838 | -3,838 | 97 | 3,838 | -0.03 | 0.176 | 676 |
| SG | 2 | -32,853 | -45,327 | -4,495 | 57,801 | 0.48 | 0.222 | 9,154 |
| TH | 16 | 243,744 | -163,211 | -11,158 | 1,508,343 | 0.11 | 0.102 | 100,609 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 28 | -1,580,532 | -659,601 | -174,805 | 1,580,532 | 0.45 | -0.141 | 195,091 |
| 1 | 12 | 1,494,235 | 0 | 164,285 | 1,494,235 | 0.27 | -0.015 | 59,182 | |
| CN | -1 | 87 | -1,949,012 | -1,383,541 | -3,300,453 | 1,949,012 | 1.66 | -0.004 | 31,573 |
| 1 | 25 | 1,188,334 | 0 | 1,453,628 | 1,188,334 | 1.44 | 0.121 | 162,077 | |
| HK | -1 | 1 | -9,579 | -9,579 | -6,624 | 9,579 | 0.69 | -0.174 | 1,671 |
| 1 | 2 | 94,648 | 0 | 189,269 | 94,648 | 1.98 | 0.122 | 9,589 | |
| ID | 1 | 1 | 48,622 | 0 | -5,677 | 48,622 | -0.12 | 0.106 | 5,166 |
| IN | -1 | 6 | -149,642 | 0 | -35,106 | 149,642 | 0.20 | 0.068 | -6,717 |
| JP | -1 | 64 | -2,641,337 | -1,666,531 | -1,676,861 | 2,641,337 | 0.52 | -0.083 | 210,666 |
| 1 | 71 | 2,676,818 | 0 | 1,429,735 | 2,676,818 | 0.51 | -0.012 | 17,339 | |
| NZ | -1 | 1 | -3,838 | -3,838 | 97 | 3,838 | -0.03 | -0.176 | 676 |
| SG | -1 | 1 | -45,327 | -45,327 | -12,850 | 45,327 | 0.28 | -0.254 | 11,527 |
| 1 | 1 | 12,474 | 0 | 8,355 | 12,474 | 0.67 | -0.190 | -2,373 | |
| TH | -1 | 9 | -632,300 | -163,211 | -96,910 | 632,300 | 0.08 | -0.141 | 51,173 |
| 1 | 7 | 876,044 | 0 | 85,752 | 876,044 | 0.16 | 0.038 | 49,436 |