| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,649,804 | 17,637,743 | -4,293,890 | 747,749 | 360 | 249,415,723 | 0.071 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -10,143,773 | 10,143,773 | -7,796,432 | 689,025 |
| 1.0 | 7,493,969 | 7,493,969 | 3,502,543 | 58,724 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | 3,139 | -811,282 | 162,415 | 3,810,136 | 0.34 | 0.116 | 155,068 |
| CN | 130 | -2,333,659 | -1,568,799 | -3,902,185 | 3,913,599 | 1.64 | 0.102 | -22,385 |
| HK | 10 | -245,316 | -500,284 | -220,561 | 802,592 | 1.01 | 0.107 | 92,154 |
| ID | 1 | -699,316 | 0 | 91,659 | 699,316 | -0.13 | 0.122 | 85,043 |
| IN | 8 | 859,371 | 0 | 72,663 | 1,253,948 | 0.22 | 0.107 | 204,237 |
| JP | 142 | -910,431 | -1,877,790 | -593,132 | 5,551,338 | 0.50 | 0.076 | 280,218 |
| NZ | 1 | 43,467 | 0 | -1,427 | 43,467 | -0.03 | 0.165 | -7,185 |
| SG | 4 | 1,960 | -3,470 | 2,761 | 8,900 | 0.44 | 0.118 | -110 |
| TH | 21 | 240,112 | -305,528 | -67,627 | 1,107,953 | 0.20 | 0.121 | 52,722 |
| TW | 3 | 390,870 | -27,812 | 161,545 | 446,493 | 0.26 | 0.215 | -92,013 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 19 | -1,903,498 | -811,282 | -312,101 | 1,903,498 | 0.39 | -0.144 | 274,406 |
| 1.0 | 21 | 1,906,638 | 0 | 474,516 | 1,906,638 | 0.30 | -0.082 | -119,338 | |
| CN | -1.0 | 104 | -3,123,629 | -1,568,799 | -5,224,853 | 3,123,629 | 1.60 | 0.058 | -109,829 |
| 1.0 | 26 | 789,970 | 0 | 1,322,668 | 789,970 | 1.77 | 0.020 | 87,444 | |
| HK | -1.0 | 7 | -523,954 | -500,284 | -452,865 | 523,954 | 1.11 | -0.024 | 51,173 |
| 1.0 | 3 | 278,638 | 0 | 232,304 | 278,638 | 0.78 | 0.136 | 40,981 | |
| ID | -1.0 | 1 | -699,316 | 0 | 91,659 | 699,316 | -0.13 | -0.122 | 85,043 |
| IN | -1.0 | 4 | -197,289 | 0 | -55,158 | 197,289 | 0.25 | 0.014 | -1,931 |
| 1.0 | 4 | 1,056,659 | 0 | 127,821 | 1,056,659 | 0.19 | 0.194 | 206,169 | |
| JP | -1.0 | 76 | -3,230,884 | -1,877,790 | -1,755,261 | 3,230,884 | 0.51 | -0.097 | 315,361 |
| 1.0 | 66 | 2,320,453 | 0 | 1,162,129 | 2,320,453 | 0.48 | -0.018 | -35,143 | |
| NZ | 1.0 | 1 | 43,467 | 0 | -1,427 | 43,467 | -0.03 | -0.165 | -7,185 |
| SG | -1.0 | 2 | -3,470 | -3,470 | -876 | 3,470 | 0.26 | -0.156 | 477 |
| 1.0 | 2 | 5,430 | 0 | 3,636 | 5,430 | 0.62 | -0.080 | -587 | |
| TH | -1.0 | 16 | -433,921 | -305,528 | -78,438 | 433,921 | 0.24 | -0.139 | 67,781 |
| 1.0 | 5 | 674,032 | 0 | 10,811 | 674,032 | 0.05 | 0.006 | -15,059 | |
| TW | -1.0 | 1 | -27,812 | -27,812 | -8,541 | 27,812 | 0.31 | -0.235 | 6,544 |
| 1.0 | 2 | 418,681 | 0 | 170,086 | 418,681 | 0.24 | -0.205 | -98,557 |