| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,753,850 | 18,288,898 | -3,194,865 | 1,369,589 | 417 | 249,289,963 | 0.073 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,521,374 | 10,521,374 | -9,768,197 | 722,467 |
| 1 | 7,767,524 | 7,767,524 | 6,573,332 | 647,121 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | -160,554 | -628,001 | 98,116 | 1,258,678 | 0.35 | 0.137 | 71,617 |
| CN | 170 | -2,137,277 | -3,481,529 | -4,098,933 | 7,871,620 | 1.57 | 0.098 | 591,630 |
| HK | 23 | 658,694 | -381,541 | 741,814 | 1,733,932 | 1.26 | 0.144 | 310,405 |
| IN | 3 | -275,084 | 0 | -90,080 | 369,366 | 0.29 | 0.055 | 17,977 |
| JP | 141 | 495,694 | -1,831,042 | 553,183 | 5,098,153 | 0.51 | 0.085 | 158,568 |
| KR | 5 | -109,415 | -109,415 | -84,532 | 109,415 | 0.73 | 0.237 | 24,895 |
| NZ | 1 | -445 | -445 | 10 | 445 | -0.02 | 0.170 | 76 |
| SG | 8 | -685,701 | -685,701 | -222,333 | 685,701 | 0.32 | 0.123 | 63,986 |
| TH | 21 | -398,063 | -584,531 | -68,970 | 950,734 | 0.17 | 0.083 | 99,380 |
| TW | 6 | -141,699 | -176,276 | -23,141 | 210,854 | 0.42 | 0.160 | 31,056 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -709,616 | -628,001 | -27,186 | 709,616 | 0.22 | -0.165 | 113,027 |
| 1 | 28 | 549,062 | 0 | 125,302 | 549,062 | 0.40 | -0.124 | -41,409 | |
| CN | -1 | 121 | -5,004,449 | -3,481,529 | -7,734,546 | 5,004,449 | 1.56 | -0.019 | 113,171 |
| 1 | 49 | 2,867,171 | 0 | 3,635,613 | 2,867,171 | 1.58 | 0.125 | 478,459 | |
| HK | -1 | 10 | -537,619 | -381,541 | -362,808 | 537,619 | 0.98 | -0.011 | 21,081 |
| 1 | 13 | 1,196,313 | 0 | 1,104,622 | 1,196,313 | 1.48 | 0.179 | 289,323 | |
| IN | -1 | 2 | -322,225 | 0 | -103,450 | 322,225 | 0.29 | -0.049 | 14,825 |
| 1 | 1 | 47,141 | 0 | 13,371 | 47,141 | 0.28 | 0.067 | 3,152 | |
| JP | -1 | 66 | -2,301,230 | -1,831,042 | -1,080,093 | 2,301,230 | 0.48 | -0.101 | 241,840 |
| 1 | 75 | 2,796,924 | 0 | 1,633,277 | 2,796,924 | 0.54 | -0.056 | -83,273 | |
| KR | -1 | 5 | -109,415 | -109,415 | -84,532 | 109,415 | 0.73 | -0.237 | 24,895 |
| NZ | -1 | 1 | -445 | -445 | 10 | 445 | -0.02 | -0.170 | 76 |
| SG | -1 | 8 | -685,701 | -685,701 | -222,333 | 685,701 | 0.32 | -0.123 | 63,986 |
| TH | -1 | 11 | -674,398 | -584,531 | -108,405 | 674,398 | 0.14 | -0.101 | 100,298 |
| 1 | 10 | 276,336 | 0 | 39,436 | 276,336 | 0.20 | -0.027 | -919 | |
| TW | -1 | 5 | -176,276 | -176,276 | -44,853 | 176,276 | 0.38 | -0.182 | 29,268 |
| 1 | 1 | 34,577 | 0 | 21,712 | 34,577 | 0.63 | 0.052 | 1,787 |