| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,722,673 | 17,154,482 | -2,368,577 | 813,539 | 361 | 249,591,952 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -9,438,578 | 9,438,578 | -7,839,634 | 661,317 |
| 1.0 | 7,715,904 | 7,715,904 | 5,471,057 | 152,223 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | -29,257 | -538,014 | -38,600 | 1,642,271 | 0.39 | 0.121 | 25,820 |
| CN | 127 | -1,472,867 | -2,218,028 | -2,305,506 | 4,513,669 | 1.70 | 0.093 | 181,791 |
| HK | 11 | -842,343 | -679,918 | -251,724 | 1,982,031 | 1.20 | 0.110 | 242,027 |
| ID | 3 | -729,816 | 0 | 57,841 | 731,020 | -0.07 | 0.069 | 52,573 |
| IN | 8 | -291,033 | 0 | -68,523 | 324,211 | 0.20 | 0.044 | 12,375 |
| JP | 152 | 1,290,095 | -1,572,672 | 198,842 | 6,993,551 | 0.50 | 0.078 | 297,336 |
| NZ | 1 | 2,173 | 0 | -71 | 2,173 | -0.03 | 0.145 | -316 |
| SG | 5 | 401,141 | 0 | 117,682 | 401,141 | 0.38 | 0.066 | -19,358 |
| TH | 17 | -116,907 | -191,911 | -83,370 | 498,276 | 0.24 | 0.133 | 31,103 |
| TW | 2 | 66,139 | 0 | 4,852 | 66,139 | 0.17 | 0.091 | -9,812 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 21 | -835,764 | -538,014 | -278,024 | 835,764 | 0.46 | -0.142 | 89,380 |
| 1.0 | 14 | 806,507 | 0 | 239,424 | 806,507 | 0.29 | -0.079 | -63,560 | |
| CN | -1.0 | 82 | -2,993,268 | -2,218,028 | -4,502,966 | 2,993,268 | 1.70 | 0.024 | 2,541 |
| 1.0 | 45 | 1,520,401 | 0 | 2,197,460 | 1,520,401 | 1.70 | 0.067 | 179,250 | |
| HK | -1.0 | 5 | -1,412,187 | -679,918 | -896,780 | 1,412,187 | 1.08 | -0.088 | 190,324 |
| 1.0 | 6 | 569,844 | 0 | 645,055 | 569,844 | 1.29 | 0.121 | 51,703 | |
| ID | -1.0 | 2 | -730,418 | 0 | 57,871 | 730,418 | -0.08 | -0.072 | 52,536 |
| 1.0 | 1 | 602 | 0 | -30 | 602 | -0.05 | 0.062 | 37 | |
| IN | -1.0 | 7 | -307,622 | 0 | -69,189 | 307,622 | 0.23 | -0.016 | 10,589 |
| 1.0 | 1 | 16,589 | 0 | 666 | 16,589 | 0.04 | 0.108 | 1,787 | |
| JP | -1.0 | 62 | -2,851,728 | -1,572,672 | -2,068,160 | 2,851,728 | 0.57 | -0.103 | 271,934 |
| 1.0 | 90 | 4,141,823 | 0 | 2,267,003 | 4,141,823 | 0.46 | -0.034 | 25,401 | |
| NZ | 1.0 | 1 | 2,173 | 0 | -71 | 2,173 | -0.03 | -0.145 | -316 |
| SG | 1.0 | 5 | 401,141 | 0 | 117,682 | 401,141 | 0.38 | -0.066 | -19,358 |
| TH | -1.0 | 15 | -307,591 | -191,911 | -82,387 | 307,591 | 0.26 | -0.130 | 44,012 |
| 1.0 | 2 | 190,685 | 0 | -984 | 190,685 | 0.08 | -0.073 | -12,909 | |
| TW | 1.0 | 2 | 66,139 | 0 | 4,852 | 66,139 | 0.17 | -0.091 | -9,812 |