| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,231,378 | 16,659,832 | -2,221,942 | 963,778 | 391 | 248,796,094 | 0.067 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,445,605 | 9,445,605 | -7,435,649 | 555,545 |
| 1 | 7,214,227 | 7,214,227 | 5,213,707 | 408,234 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | -36,234 | -654,439 | 12,741 | 2,235,523 | 0.36 | 0.117 | 77,906 |
| CN | 134 | -1,509,367 | -2,315,298 | -2,143,587 | 5,259,830 | 1.60 | 0.090 | 386,115 |
| HK | 14 | 272,887 | -7,667 | 317,094 | 422,277 | 1.22 | 0.112 | 61,458 |
| ID | 2 | 405,361 | 0 | -46,173 | 405,361 | -0.10 | 0.137 | 58,488 |
| IN | 8 | -635,242 | 0 | -45,108 | 813,248 | 0.25 | 0.086 | -35,423 |
| JP | 168 | -389,209 | -1,719,617 | -369,341 | 6,060,290 | 0.53 | 0.070 | 240,045 |
| NZ | 1 | 37,491 | 0 | -946 | 37,491 | -0.03 | 0.208 | -7,800 |
| SG | 4 | 19,342 | -67,855 | 41,889 | 155,051 | 0.39 | 0.115 | -2,184 |
| TH | 19 | -396,408 | -831,418 | 11,490 | 1,270,762 | 0.15 | 0.098 | 185,173 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 18 | -1,135,878 | -654,439 | -174,901 | 1,135,878 | 0.37 | -0.145 | 149,092 |
| 1 | 23 | 1,099,645 | 0 | 187,642 | 1,099,645 | 0.36 | -0.078 | -71,186 | |
| CN | -1 | 100 | -3,384,598 | -2,315,298 | -5,288,248 | 3,384,598 | 1.66 | 0.013 | 42,972 |
| 1 | 34 | 1,875,232 | 0 | 3,144,662 | 1,875,232 | 1.40 | 0.123 | 343,143 | |
| HK | -1 | 3 | -74,695 | -7,667 | -13,045 | 74,695 | 0.35 | -0.076 | 2,046 |
| 1 | 11 | 347,582 | 0 | 330,139 | 347,582 | 1.46 | 0.109 | 59,412 | |
| ID | 1 | 2 | 405,361 | 0 | -46,173 | 405,361 | -0.10 | 0.137 | 58,488 |
| IN | -1 | 4 | -724,245 | 0 | -73,738 | 724,245 | 0.19 | 0.097 | -42,878 |
| 1 | 4 | 89,003 | 0 | 28,630 | 89,003 | 0.31 | 0.075 | 7,455 | |
| JP | -1 | 94 | -3,224,749 | -1,719,617 | -1,820,020 | 3,224,749 | 0.52 | -0.078 | 249,880 |
| 1 | 74 | 2,835,541 | 0 | 1,450,679 | 2,835,541 | 0.53 | -0.030 | -9,836 | |
| NZ | 1 | 1 | 37,491 | 0 | -946 | 37,491 | -0.03 | -0.208 | -7,800 |
| SG | -1 | 2 | -67,855 | -67,855 | -16,449 | 67,855 | 0.24 | -0.138 | 9,068 |
| 1 | 2 | 87,197 | 0 | 58,338 | 87,197 | 0.53 | -0.091 | -11,251 | |
| TH | -1 | 11 | -833,585 | -831,418 | -49,249 | 833,585 | 0.14 | -0.127 | 145,365 |
| 1 | 8 | 437,177 | 0 | 60,738 | 437,177 | 0.17 | 0.033 | 39,808 |