| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 57,730 | 20,926,867 | -2,299,630 | 1,343,034 | 335 | 250,509,758 | 0.084 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -10,434,568 | 10,434,568 | -10,601,682 | 768,075 |
| 1.0 | 10,492,298 | 10,492,298 | 8,302,052 | 574,959 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | 175,281 | -588,133 | -139,766 | 1,782,221 | 0.45 | 0.140 | 165,730 |
| CN | 130 | -241,384 | -4,116,699 | -1,848,372 | 9,649,693 | 1.51 | 0.109 | 845,208 |
| HK | 16 | 259,672 | -95,539 | 112,519 | 968,470 | 1.35 | 0.097 | 107,282 |
| ID | 4 | 351,271 | 0 | -3,409 | 363,526 | -0.17 | 0.134 | 61,857 |
| IN | 4 | -195,639 | 0 | -23,451 | 215,846 | 0.21 | 0.125 | -18,646 |
| JP | 119 | -169,951 | -1,386,941 | -321,893 | 5,856,098 | 0.53 | 0.087 | 136,748 |
| NZ | 1 | 24,018 | 0 | -788 | 24,018 | -0.03 | 0.175 | -4,206 |
| SG | 3 | -64,093 | -64,093 | -40,246 | 64,093 | 0.40 | 0.123 | 11,108 |
| TH | 21 | 123,076 | -539,830 | 75,411 | 1,608,167 | 0.19 | 0.117 | -5,774 |
| TW | 5 | -204,520 | -224,488 | -109,634 | 394,733 | 0.58 | 0.207 | 43,726 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 25 | -803,470 | -588,133 | -195,348 | 803,470 | 0.51 | -0.147 | 115,940 |
| 1.0 | 7 | 978,751 | 0 | 55,582 | 978,751 | 0.25 | -0.068 | 49,790 | |
| CN | -1.0 | 71 | -4,945,539 | -4,116,699 | -7,892,924 | 4,945,539 | 1.57 | -0.012 | 273,482 |
| 1.0 | 59 | 4,704,154 | 0 | 6,044,552 | 4,704,154 | 1.43 | 0.131 | 571,726 | |
| HK | -1.0 | 11 | -354,399 | -95,539 | -465,049 | 354,399 | 1.53 | -0.006 | -7,486 |
| 1.0 | 5 | 614,071 | 0 | 577,568 | 614,071 | 0.97 | 0.165 | 114,768 | |
| ID | -1.0 | 1 | -6,128 | 0 | 5,075 | 6,128 | -0.83 | 0.088 | -537 |
| 1.0 | 3 | 357,398 | 0 | -8,484 | 357,398 | 0.05 | 0.149 | 62,394 | |
| IN | -1.0 | 3 | -205,743 | 0 | -27,657 | 205,743 | 0.15 | 0.094 | -20,843 |
| 1.0 | 1 | 10,103 | 0 | 4,205 | 10,103 | 0.42 | 0.217 | 2,197 | |
| JP | -1.0 | 51 | -3,013,025 | -1,386,941 | -1,777,300 | 3,013,025 | 0.58 | -0.086 | 249,900 |
| 1.0 | 68 | 2,843,074 | 0 | 1,455,407 | 2,843,074 | 0.49 | -0.065 | -113,151 | |
| NZ | 1.0 | 1 | 24,018 | 0 | -788 | 24,018 | -0.03 | -0.175 | -4,206 |
| SG | -1.0 | 3 | -64,093 | -64,093 | -40,246 | 64,093 | 0.40 | -0.123 | 11,108 |
| TH | -1.0 | 12 | -742,545 | -539,830 | -47,942 | 742,545 | 0.18 | -0.128 | 90,132 |
| 1.0 | 9 | 865,621 | 0 | 123,353 | 865,621 | 0.20 | -0.053 | -95,906 | |
| TW | -1.0 | 4 | -299,627 | -224,488 | -160,292 | 299,627 | 0.60 | -0.226 | 56,379 |
| 1.0 | 1 | 95,107 | 0 | 50,658 | 95,107 | 0.53 | -0.133 | -12,653 |