| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,108,177 | 15,319,712 | -2,968,565 | 677,754 | 330 | 249,690,314 | 0.061 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -8,713,945 | 8,713,945 | -8,194,071 | 498,611 |
| 1.0 | 6,605,768 | 6,605,768 | 5,225,505 | 179,143 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | -47,970 | -448,396 | 94,706 | 1,765,863 | 0.37 | 0.112 | 86,337 |
| CN | 109 | -1,479,422 | -2,092,443 | -3,097,388 | 4,940,157 | 1.61 | 0.095 | 438,578 |
| HK | 15 | -196,641 | -105,633 | -90,494 | 725,492 | 1.72 | 0.055 | 4,471 |
| IN | 7 | 270,755 | 0 | 110,745 | 353,765 | 0.23 | 0.135 | 66,292 |
| JP | 135 | -699,328 | -1,629,510 | 6,144 | 7,034,973 | 0.53 | 0.082 | 59,902 |
| MY | 1 | -101 | 0 | -10 | 101 | 0.10 | 0.056 | 6 |
| NZ | 1 | -30,261 | -30,261 | 764 | 30,261 | -0.03 | 0.156 | 4,731 |
| SG | 4 | -34,056 | -67,880 | 4,861 | 101,704 | 0.36 | 0.179 | 7,510 |
| TH | 16 | 122,097 | -57,283 | 8,338 | 354,148 | 0.21 | 0.071 | 10,108 |
| TW | 1 | -13,249 | 0 | -6,232 | 13,249 | 0.47 | 0.014 | -179 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 20 | -906,916 | -448,396 | -86,109 | 906,916 | 0.37 | -0.138 | 119,447 |
| 1.0 | 21 | 858,946 | 0 | 180,814 | 858,946 | 0.38 | -0.066 | -33,110 | |
| CN | -1.0 | 68 | -3,209,789 | -2,092,443 | -5,491,785 | 3,209,789 | 1.53 | -0.010 | 123,841 |
| 1.0 | 41 | 1,730,367 | 0 | 2,394,397 | 1,730,367 | 1.76 | 0.112 | 314,737 | |
| HK | -1.0 | 5 | -461,066 | -105,633 | -591,894 | 461,066 | 0.99 | -0.034 | -932 |
| 1.0 | 10 | 264,426 | 0 | 501,401 | 264,426 | 2.08 | 0.014 | 5,402 | |
| IN | -1.0 | 3 | -41,505 | 0 | -4,972 | 41,505 | 0.21 | 0.063 | -2,715 |
| 1.0 | 4 | 312,260 | 0 | 115,717 | 312,260 | 0.24 | 0.189 | 69,007 | |
| JP | -1.0 | 67 | -3,867,151 | -1,629,510 | -1,973,046 | 3,867,151 | 0.47 | -0.076 | 232,118 |
| 1.0 | 68 | 3,167,823 | 0 | 1,979,191 | 3,167,823 | 0.60 | -0.059 | -172,216 | |
| MY | -1.0 | 1 | -101 | 0 | -10 | 101 | 0.10 | -0.056 | 6 |
| NZ | -1.0 | 1 | -30,261 | -30,261 | 764 | 30,261 | -0.03 | -0.156 | 4,731 |
| SG | -1.0 | 3 | -67,880 | -67,880 | -17,794 | 67,880 | 0.26 | -0.185 | 12,943 |
| 1.0 | 1 | 33,824 | 0 | 22,655 | 33,824 | 0.67 | -0.161 | -5,432 | |
| TH | -1.0 | 5 | -116,025 | -57,283 | -22,992 | 116,025 | 0.19 | -0.128 | 9,353 |
| 1.0 | 11 | 238,122 | 0 | 31,331 | 238,122 | 0.23 | 0.005 | 755 | |
| TW | -1.0 | 1 | -13,249 | 0 | -6,232 | 13,249 | 0.47 | 0.014 | -179 |