| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,628,732 | 9,513,698 | -2,468,101 | 388,638 | 188 | 251,885,537 | 0.038 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -5,571,215 | 5,571,215 | -5,590,577 | 250,529 |
| 1.0 | 3,942,483 | 3,942,483 | 3,122,476 | 138,110 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 57,212 | -1,036,294 | -16,488 | 3,445,458 | 0.33 | 0.117 | 300,371 |
| CN | 114 | -1,054,221 | -1,522,459 | -1,950,722 | 4,518,453 | 1.53 | 0.090 | 75,435 |
| HK | 8 | -515,422 | -20,271 | -494,666 | 899,002 | 2.00 | 0.058 | -9,682 |
| IN | 4 | -153,879 | 0 | -18,117 | 153,879 | 0.20 | 0.114 | -17,624 |
| MY | 1 | -13,545 | 0 | -1,386 | 13,545 | 0.10 | 0.062 | 837 |
| NZ | 1 | -5,025 | -5,025 | 127 | 5,025 | -0.03 | 0.171 | 860 |
| SG | 3 | -23,641 | -61,239 | 5,846 | 98,837 | 0.45 | 0.153 | 9,874 |
| TH | 16 | 127,079 | -102,565 | 17,361 | 332,210 | 0.24 | 0.103 | 19,277 |
| TW | 4 | -47,290 | -47,290 | -10,057 | 47,290 | 0.23 | 0.205 | 9,289 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 25 | -1,694,123 | -1,036,294 | -220,902 | 1,694,123 | 0.37 | -0.139 | 241,673 |
| 1.0 | 12 | 1,751,335 | 0 | 204,414 | 1,751,335 | 0.24 | -0.016 | 58,698 | |
| CN | -1.0 | 78 | -2,786,337 | -1,522,459 | -4,378,984 | 2,786,337 | 1.52 | 0.032 | -466 |
| 1.0 | 36 | 1,732,116 | 0 | 2,428,263 | 1,732,116 | 1.54 | 0.046 | 75,900 | |
| HK | -1.0 | 3 | -707,212 | -20,271 | -917,048 | 707,212 | 0.99 | -0.059 | -16,732 |
| 1.0 | 5 | 191,790 | 0 | 422,382 | 191,790 | 2.61 | 0.036 | 7,051 | |
| IN | -1.0 | 4 | -153,879 | 0 | -18,117 | 153,879 | 0.20 | 0.114 | -17,624 |
| MY | -1.0 | 1 | -13,545 | 0 | -1,386 | 13,545 | 0.10 | -0.062 | 837 |
| NZ | -1.0 | 1 | -5,025 | -5,025 | 127 | 5,025 | -0.03 | -0.171 | 860 |
| SG | -1.0 | 1 | -61,239 | -61,239 | -17,361 | 61,239 | 0.28 | -0.251 | 15,343 |
| 1.0 | 2 | 37,598 | 0 | 23,207 | 37,598 | 0.53 | -0.105 | -5,469 | |
| TH | -1.0 | 8 | -102,565 | -102,565 | -26,849 | 102,565 | 0.20 | -0.161 | 17,348 |
| 1.0 | 8 | 229,644 | 0 | 44,210 | 229,644 | 0.27 | -0.004 | 1,929 | |
| TW | -1.0 | 4 | -47,290 | -47,290 | -10,057 | 47,290 | 0.23 | -0.205 | 9,289 |