| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,936,475 | 17,320,585 | -3,034,431 | 880,341 | 381 | 249,741,842 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -9,628,530 | 9,628,530 | -9,226,375 | 498,675 |
| 1.0 | 7,692,055 | 7,692,055 | 6,191,944 | 381,666 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | -105,310 | -656,824 | -4,492 | 1,387,733 | 0.36 | 0.138 | 50,906 |
| CN | 143 | -1,589,306 | -2,189,094 | -3,575,558 | 6,568,167 | 1.62 | 0.097 | 342,205 |
| HK | 23 | -350,133 | -277,367 | 113,085 | 1,489,860 | 1.66 | 0.141 | 194,048 |
| ID | 1 | -199,662 | 0 | 5,768 | 199,662 | -0.03 | 0.037 | 7,442 |
| IN | 7 | 3,917 | 0 | -17,558 | 787,581 | 0.19 | 0.081 | 26,092 |
| JP | 145 | -100,850 | -1,813,717 | 258,720 | 6,216,522 | 0.54 | 0.082 | 271,973 |
| NZ | 1 | -20,890 | -20,890 | 686 | 20,890 | -0.03 | 0.153 | 3,195 |
| SG | 4 | 108,122 | 0 | 68,656 | 108,122 | 0.43 | 0.068 | -10,088 |
| TH | 14 | 188,113 | -112,206 | 37,354 | 412,524 | 0.18 | 0.109 | 4,759 |
| TW | 4 | 129,525 | 0 | 78,908 | 129,525 | 0.32 | 0.100 | -10,191 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 25 | -746,521 | -656,824 | -125,923 | 746,521 | 0.37 | -0.152 | 113,228 |
| 1.0 | 14 | 641,211 | 0 | 121,431 | 641,211 | 0.34 | -0.095 | -62,322 | |
| CN | -1.0 | 96 | -4,078,737 | -2,189,094 | -6,690,406 | 4,078,737 | 1.62 | 0.029 | -18,625 |
| 1.0 | 47 | 2,489,430 | 0 | 3,114,848 | 2,489,430 | 1.62 | 0.077 | 360,830 | |
| HK | -1.0 | 5 | -919,997 | -277,367 | -620,784 | 919,997 | 1.02 | -0.124 | 107,575 |
| 1.0 | 18 | 569,864 | 0 | 733,869 | 569,864 | 1.83 | 0.144 | 86,473 | |
| ID | -1.0 | 1 | -199,662 | 0 | 5,768 | 199,662 | -0.03 | -0.037 | 7,442 |
| IN | -1.0 | 5 | -391,832 | 0 | -61,070 | 391,832 | 0.21 | 0.046 | -39,859 |
| 1.0 | 2 | 395,749 | 0 | 43,512 | 395,749 | 0.15 | 0.153 | 65,951 | |
| JP | -1.0 | 66 | -3,158,686 | -1,813,717 | -1,721,798 | 3,158,686 | 0.49 | -0.097 | 307,129 |
| 1.0 | 79 | 3,057,836 | 0 | 1,980,518 | 3,057,836 | 0.59 | -0.049 | -35,157 | |
| NZ | -1.0 | 1 | -20,890 | -20,890 | 686 | 20,890 | -0.03 | -0.153 | 3,195 |
| SG | 1.0 | 4 | 108,122 | 0 | 68,656 | 108,122 | 0.43 | -0.068 | -10,088 |
| TH | -1.0 | 7 | -112,206 | -112,206 | -12,847 | 112,206 | 0.17 | -0.163 | 18,589 |
| 1.0 | 7 | 300,318 | 0 | 50,202 | 300,318 | 0.20 | -0.055 | -13,831 | |
| TW | 1.0 | 4 | 129,525 | 0 | 78,908 | 129,525 | 0.32 | -0.064 | -10,191 |