| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,947,875 | 19,247,074 | -6,578,828 | 1,090,843 | 380 | 250,692,761 | 0.077 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -11,597,474 | 11,597,474 | -12,630,976 | 663,284 |
| 1.0 | 7,649,599 | 7,649,599 | 6,052,147 | 427,559 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | -5,366 | -354,036 | -150,748 | 803,967 | 0.41 | 0.119 | 36,195 |
| CN | 149 | -3,904,335 | -4,729,621 | -6,707,346 | 8,643,476 | 1.67 | 0.099 | 519,155 |
| HK | 13 | -997 | -261,077 | 152,612 | 599,914 | 1.32 | 0.112 | 62,272 |
| IN | 3 | -875,890 | 0 | -104,096 | 875,890 | 0.17 | 0.072 | -87,829 |
| JP | 151 | 41,685 | -2,636,617 | 117,252 | 7,160,529 | 0.48 | 0.088 | 494,560 |
| NZ | 1 | 3,593 | 0 | -118 | 3,593 | -0.03 | 0.206 | -741 |
| PH | 1 | -69,561 | 0 | -13,911 | 69,561 | 0.20 | 0.193 | 13,398 |
| SG | 3 | -27,042 | -35,166 | -5,487 | 43,291 | 0.35 | 0.122 | 7,663 |
| TH | 17 | 888,801 | -20,836 | 131,291 | 1,027,864 | 0.17 | 0.100 | 47,468 |
| TW | 5 | 1,236 | -4,369 | 1,723 | 18,988 | 0.57 | 0.142 | -1,298 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 20 | -404,666 | -354,036 | -198,075 | 404,666 | 0.57 | -0.125 | 61,224 |
| 1.0 | 17 | 399,301 | 0 | 47,326 | 399,301 | 0.23 | -0.100 | -25,029 | |
| CN | -1.0 | 95 | -6,273,906 | -4,729,621 | -10,232,408 | 6,273,906 | 1.64 | -0.004 | 119,169 |
| 1.0 | 54 | 2,369,571 | 0 | 3,525,062 | 2,369,571 | 1.70 | 0.111 | 399,985 | |
| HK | -1.0 | 7 | -300,456 | -261,077 | -196,831 | 300,456 | 0.83 | -0.078 | 29,735 |
| 1.0 | 6 | 299,458 | 0 | 349,443 | 299,458 | 1.89 | 0.123 | 32,537 | |
| IN | -1.0 | 3 | -875,890 | 0 | -104,096 | 875,890 | 0.17 | 0.072 | -87,829 |
| JP | -1.0 | 78 | -3,559,422 | -2,636,617 | -1,863,534 | 3,559,422 | 0.44 | -0.109 | 514,314 |
| 1.0 | 73 | 3,601,107 | 0 | 1,980,787 | 3,601,107 | 0.51 | -0.025 | -19,754 | |
| NZ | 1.0 | 1 | 3,593 | 0 | -118 | 3,593 | -0.03 | -0.206 | -741 |
| PH | -1.0 | 1 | -69,561 | 0 | -13,911 | 69,561 | 0.20 | -0.193 | 13,398 |
| SG | -1.0 | 1 | -35,166 | -35,166 | -9,622 | 35,166 | 0.27 | -0.226 | 7,957 |
| 1.0 | 2 | 8,125 | 0 | 4,135 | 8,125 | 0.39 | -0.070 | -295 | |
| TH | -1.0 | 7 | -69,531 | -20,836 | -8,072 | 69,531 | 0.23 | -0.142 | 4,637 |
| 1.0 | 10 | 958,333 | 0 | 139,363 | 958,333 | 0.13 | -0.018 | 42,830 | |
| TW | -1.0 | 2 | -8,876 | -4,369 | -4,427 | 8,876 | 0.50 | -0.077 | 678 |
| 1.0 | 3 | 10,112 | 0 | 6,150 | 10,112 | 0.62 | -0.186 | -1,976 |