| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,075,645 | 21,525,415 | -3,782,136 | 1,298,377 | 411 | 250,187,782 | 0.086 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -11,800,530 | 11,800,530 | -12,835,741 | 709,383 |
| 1.0 | 9,724,885 | 9,724,885 | 9,053,605 | 588,994 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | 32,194 | -495,507 | -118,056 | 1,838,389 | 0.37 | 0.125 | 102,083 |
| CN | 156 | -1,687,180 | -3,522,285 | -3,563,044 | 9,788,247 | 1.61 | 0.094 | 790,307 |
| HK | 22 | -271,866 | -491,114 | -118,671 | 1,293,567 | 1.46 | 0.133 | 148,458 |
| ID | 2 | -233,370 | 0 | 15,514 | 233,370 | -0.10 | 0.009 | -2,895 |
| IN | 7 | -57,448 | 0 | -23,117 | 389,573 | 0.22 | 0.077 | 8,659 |
| JP | 155 | -421,474 | -1,693,787 | -236,814 | 6,709,436 | 0.52 | 0.080 | 226,654 |
| NZ | 1 | -40,171 | -40,171 | 1,319 | 40,171 | -0.03 | 0.166 | 6,651 |
| SG | 4 | 49,909 | -11,929 | 37,772 | 73,767 | 0.36 | 0.116 | -5,781 |
| TH | 18 | 440,546 | -140,422 | 109,215 | 750,296 | 0.13 | 0.096 | 12,889 |
| TW | 7 | 113,217 | -147,691 | 113,747 | 408,600 | 0.40 | 0.127 | 11,351 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 20 | -903,097 | -495,507 | -227,041 | 903,097 | 0.39 | -0.136 | 142,563 |
| 1.0 | 19 | 935,291 | 0 | 108,985 | 935,291 | 0.34 | -0.095 | -40,480 | |
| CN | -1.0 | 105 | -5,737,714 | -3,522,285 | -9,804,476 | 5,737,714 | 1.67 | 0.019 | 159,216 |
| 1.0 | 51 | 4,050,533 | 0 | 6,241,432 | 4,050,533 | 1.48 | 0.081 | 631,091 | |
| HK | -1.0 | 4 | -782,717 | -491,114 | -735,133 | 782,717 | 1.27 | -0.073 | 73,329 |
| 1.0 | 18 | 510,851 | 0 | 616,462 | 510,851 | 1.50 | 0.146 | 75,129 | |
| ID | -1.0 | 2 | -233,370 | 0 | 15,514 | 233,370 | -0.10 | 0.008 | -2,895 |
| IN | -1.0 | 3 | -223,511 | 0 | -61,924 | 223,511 | 0.26 | 0.043 | -10,630 |
| 1.0 | 4 | 166,062 | 0 | 38,807 | 166,062 | 0.20 | 0.103 | 19,289 | |
| JP | -1.0 | 85 | -3,565,455 | -1,693,787 | -1,968,704 | 3,565,455 | 0.52 | -0.085 | 279,700 |
| 1.0 | 70 | 3,143,981 | 0 | 1,731,890 | 3,143,981 | 0.53 | -0.049 | -53,046 | |
| NZ | -1.0 | 1 | -40,171 | -40,171 | 1,319 | 40,171 | -0.03 | -0.166 | 6,651 |
| SG | -1.0 | 2 | -11,929 | -11,929 | -2,847 | 11,929 | 0.24 | -0.128 | 1,615 |
| 1.0 | 2 | 61,838 | 0 | 40,619 | 61,838 | 0.47 | -0.104 | -7,396 | |
| TH | -1.0 | 9 | -154,875 | -140,422 | -7,095 | 154,875 | 0.05 | -0.122 | 22,646 |
| 1.0 | 9 | 595,421 | 0 | 116,310 | 595,421 | 0.21 | -0.002 | -9,757 | |
| TW | -1.0 | 1 | -147,691 | -147,691 | -45,355 | 147,691 | 0.31 | -0.252 | 37,187 |
| 1.0 | 6 | 260,908 | 0 | 159,102 | 260,908 | 0.41 | -0.083 | -25,837 |