| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,369,240 | 23,541,731 | -4,628,142 | 1,345,270 | 422 | 249,779,715 | 0.094 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -12,955,485 | 12,955,485 | -11,699,283 | 865,937 |
| 1.0 | 10,586,246 | 10,586,246 | 7,071,141 | 479,333 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | -143,689 | -155,693 | 274,126 | 2,591,589 | 0.32 | 0.114 | 26,954 |
| CN | 185 | -2,381,667 | -3,200,175 | -5,437,129 | 8,965,530 | 1.52 | 0.099 | 495,674 |
| HK | 17 | 433,964 | -337,561 | 289,989 | 1,315,722 | 1.20 | 0.122 | 170,261 |
| ID | 1 | 6,335 | 0 | -1,256 | 6,335 | -0.20 | 0.105 | 665 |
| IN | 4 | -133,390 | 0 | -17,486 | 298,657 | 0.14 | 0.094 | 2,148 |
| JP | 145 | 465,482 | -3,327,044 | 450,560 | 9,189,254 | 0.53 | 0.086 | 489,146 |
| NZ | 1 | 4,559 | 0 | -150 | 4,559 | -0.03 | 0.159 | -725 |
| SG | 1 | -18,840 | -18,840 | -13,338 | 18,840 | 0.71 | 0.183 | 3,444 |
| TH | 19 | -516,082 | -693,127 | -76,881 | 913,472 | 0.17 | 0.118 | 135,409 |
| TW | 10 | -85,912 | -161,843 | -96,578 | 237,773 | 0.60 | 0.219 | 22,293 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 9 | -1,367,639 | -155,693 | -102,000 | 1,367,639 | 0.31 | -0.164 | 126,866 |
| 1.0 | 30 | 1,223,950 | 0 | 376,126 | 1,223,950 | 0.32 | -0.094 | -99,912 | |
| CN | -1.0 | 113 | -5,673,598 | -3,200,175 | -8,719,244 | 5,673,598 | 1.50 | -0.006 | -26,029 |
| 1.0 | 72 | 3,291,932 | 0 | 3,282,115 | 3,291,932 | 1.55 | 0.127 | 521,703 | |
| HK | -1.0 | 11 | -440,879 | -337,561 | -318,571 | 440,879 | 1.35 | -0.031 | 36,896 |
| 1.0 | 6 | 874,843 | 0 | 608,559 | 874,843 | 0.93 | 0.176 | 133,365 | |
| ID | 1.0 | 1 | 6,335 | 0 | -1,256 | 6,335 | -0.20 | 0.105 | 665 |
| IN | -1.0 | 2 | -216,023 | 0 | -21,033 | 216,023 | 0.15 | 0.071 | -13,280 |
| 1.0 | 2 | 82,633 | 0 | 3,547 | 82,633 | 0.13 | 0.118 | 15,427 | |
| JP | -1.0 | 64 | -4,361,886 | -3,327,044 | -2,300,207 | 4,361,886 | 0.56 | -0.112 | 569,285 |
| 1.0 | 81 | 4,827,368 | 0 | 2,750,767 | 4,827,368 | 0.51 | -0.046 | -80,139 | |
| NZ | 1.0 | 1 | 4,559 | 0 | -150 | 4,559 | -0.03 | -0.159 | -725 |
| SG | -1.0 | 1 | -18,840 | -18,840 | -13,338 | 18,840 | 0.71 | -0.183 | 3,444 |
| TH | -1.0 | 12 | -714,777 | -693,127 | -93,731 | 714,777 | 0.16 | -0.149 | 133,017 |
| 1.0 | 7 | 198,695 | 0 | 16,851 | 198,695 | 0.18 | -0.011 | 2,393 | |
| TW | -1.0 | 8 | -161,843 | -161,843 | -131,159 | 161,843 | 0.64 | -0.229 | 35,738 |
| 1.0 | 2 | 75,930 | 0 | 34,581 | 75,930 | 0.45 | -0.177 | -13,445 |