| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,589,599 | 13,609,136 | -2,737,176 | 929,316 | 338 | 249,532,694 | 0.055 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -7,599,367 | 7,599,367 | -7,196,406 | 593,618 |
| 1.0 | 6,009,768 | 6,009,768 | 4,459,230 | 335,698 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | -97,403 | -784,677 | 512 | 1,621,548 | 0.34 | 0.110 | 127,902 |
| CN | 114 | -1,499,266 | -2,173,151 | -2,739,213 | 4,937,284 | 1.58 | 0.107 | 317,018 |
| HK | 10 | -196,959 | -209,756 | -112,837 | 360,978 | 1.43 | 0.128 | 44,041 |
| ID | 1 | -44,238 | 0 | 5,798 | 44,238 | -0.13 | 0.058 | 2,587 |
| IN | 5 | 411,353 | 0 | 13,542 | 601,778 | 0.16 | 0.162 | 101,072 |
| JP | 138 | -85,769 | -1,526,943 | 77,652 | 4,939,615 | 0.51 | 0.086 | 258,899 |
| NZ | 1 | 7,033 | 0 | -231 | 7,033 | -0.03 | 0.187 | -1,314 |
| PH | 1 | -38,589 | 0 | -7,717 | 38,589 | 0.20 | 0.134 | 5,183 |
| SG | 4 | 37,930 | -4,192 | 18,237 | 46,314 | 0.44 | 0.119 | -1,345 |
| TH | 21 | -87,413 | -298,962 | -27,472 | 695,391 | 0.23 | 0.133 | 66,574 |
| TW | 5 | 3,721 | -156,324 | 34,553 | 316,369 | 0.50 | 0.187 | 8,699 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 20 | -859,475 | -784,677 | -109,739 | 859,475 | 0.39 | -0.130 | 156,481 |
| 1.0 | 18 | 762,072 | 0 | 110,251 | 762,072 | 0.29 | -0.067 | -28,579 | |
| CN | -1.0 | 68 | -3,218,275 | -2,173,151 | -5,402,059 | 3,218,275 | 1.63 | -0.018 | 27,764 |
| 1.0 | 46 | 1,719,009 | 0 | 2,662,845 | 1,719,009 | 1.51 | 0.136 | 289,254 | |
| HK | -1.0 | 6 | -278,968 | -209,756 | -218,903 | 278,968 | 0.96 | -0.105 | 29,577 |
| 1.0 | 4 | 82,010 | 0 | 106,066 | 82,010 | 2.13 | 0.163 | 14,464 | |
| ID | -1.0 | 1 | -44,238 | 0 | 5,798 | 44,238 | -0.13 | -0.058 | 2,587 |
| IN | -1.0 | 2 | -95,212 | 0 | -25,554 | 95,212 | 0.23 | 0.099 | -5,601 |
| 1.0 | 3 | 506,566 | 0 | 39,096 | 506,566 | 0.11 | 0.204 | 106,673 | |
| JP | -1.0 | 77 | -2,512,692 | -1,526,943 | -1,317,475 | 2,512,692 | 0.46 | -0.099 | 261,870 |
| 1.0 | 61 | 2,426,923 | 0 | 1,395,127 | 2,426,923 | 0.57 | -0.028 | -2,971 | |
| NZ | 1.0 | 1 | 7,033 | 0 | -231 | 7,033 | -0.03 | -0.187 | -1,314 |
| PH | -1.0 | 1 | -38,589 | 0 | -7,717 | 38,589 | 0.20 | -0.134 | 5,183 |
| SG | -1.0 | 1 | -4,192 | -4,192 | -1,147 | 4,192 | 0.27 | -0.211 | 885 |
| 1.0 | 3 | 42,122 | 0 | 19,384 | 42,122 | 0.49 | -0.088 | -2,230 | |
| TH | -1.0 | 16 | -391,402 | -298,962 | -70,994 | 391,402 | 0.26 | -0.141 | 73,301 |
| 1.0 | 5 | 303,989 | 0 | 43,523 | 303,989 | 0.13 | -0.053 | -6,728 | |
| TW | -1.0 | 2 | -156,324 | -156,324 | -48,615 | 156,324 | 0.33 | -0.214 | 41,571 |
| 1.0 | 3 | 160,045 | 0 | 83,168 | 160,045 | 0.62 | -0.170 | -32,872 |