| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,854,111 | 14,825,892 | -2,530,216 | 901,032 | 367 | 248,804,640 | 0.060 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,340,001 | 8,340,001 | -7,348,359 | 607,278 |
| 1 | 6,485,891 | 6,485,891 | 4,818,143 | 293,754 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | -42,697 | -888,922 | -173,954 | 1,870,673 | 0.42 | 0.126 | 118,140 |
| CN | 143 | -1,641,271 | -2,081,006 | -3,394,434 | 4,196,935 | 1.62 | 0.102 | 295,671 |
| HK | 21 | 298,467 | -135,465 | 795,184 | 744,064 | 1.36 | 0.111 | 58,601 |
| ID | 1 | 841 | 0 | -42 | 841 | -0.05 | 0.081 | 68 |
| IN | 3 | -346,286 | 0 | -33,059 | 346,286 | 0.18 | 0.067 | -23,679 |
| JP | 131 | -509,909 | -1,651,941 | 141,792 | 6,459,255 | 0.49 | 0.086 | 418,128 |
| NZ | 1 | -33,620 | -33,620 | 1,104 | 33,620 | -0.03 | 0.201 | 6,755 |
| SG | 4 | 370,256 | -2,982 | 106,836 | 376,219 | 0.32 | 0.081 | -5,230 |
| TH | 19 | -94,385 | -293,549 | -14,749 | 639,167 | 0.21 | 0.126 | 61,920 |
| TW | 4 | 144,494 | -7,169 | 41,106 | 158,832 | 0.40 | 0.172 | -29,342 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 22 | -956,685 | -888,922 | -258,162 | 956,685 | 0.54 | -0.143 | 147,259 |
| 1 | 18 | 913,988 | 0 | 84,208 | 913,988 | 0.26 | -0.076 | -29,119 | |
| CN | -1 | 84 | -2,919,103 | -2,081,006 | -5,377,770 | 2,919,103 | 1.67 | -0.023 | 90,751 |
| 1 | 59 | 1,277,832 | 0 | 1,983,337 | 1,277,832 | 1.56 | 0.133 | 204,920 | |
| HK | -1 | 9 | -222,798 | -135,465 | -152,572 | 222,798 | 0.85 | -0.098 | 17,187 |
| 1 | 12 | 521,265 | 0 | 947,756 | 521,265 | 1.73 | 0.113 | 41,414 | |
| ID | 1 | 1 | 841 | 0 | -42 | 841 | -0.05 | 0.081 | 68 |
| IN | -1 | 3 | -346,286 | 0 | -33,059 | 346,286 | 0.18 | 0.067 | -23,679 |
| JP | -1 | 71 | -3,484,582 | -1,651,941 | -1,462,793 | 3,484,582 | 0.47 | -0.104 | 323,227 |
| 1 | 60 | 2,974,673 | 0 | 1,604,585 | 2,974,673 | 0.51 | -0.014 | 94,901 | |
| NZ | -1 | 1 | -33,620 | -33,620 | 1,104 | 33,620 | -0.03 | -0.201 | 6,755 |
| SG | -1 | 1 | -2,982 | -2,982 | -816 | 2,982 | 0.27 | -0.204 | 607 |
| 1 | 3 | 373,237 | 0 | 107,652 | 373,237 | 0.34 | -0.040 | -5,837 | |
| TH | -1 | 17 | -366,776 | -293,549 | -58,451 | 366,776 | 0.22 | -0.122 | 43,971 |
| 1 | 2 | 272,391 | 0 | 43,702 | 272,391 | 0.16 | -0.001 | 17,949 | |
| TW | -1 | 1 | -7,169 | -7,169 | -5,840 | 7,169 | 0.81 | -0.167 | 1,200 |
| 1 | 3 | 151,663 | 0 | 46,946 | 151,663 | 0.27 | -0.174 | -30,541 |