| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 80,915 | 17,746,444 | -635,833 | 514,609 | 391 | 249,367,804 | 0.071 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,832,765 | 8,832,765 | -6,999,915 | 269,502 |
| 1 | 8,913,680 | 8,913,680 | 6,364,082 | 245,107 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 45 | 5,916 | -1,157,495 | 254,909 | 2,376,124 | 0.37 | 0.139 | 127,137 |
| CN | 133 | -360,817 | -451,087 | -1,250,180 | 7,015,696 | 1.44 | 0.099 | -199,959 |
| HK | 14 | 637,093 | 0 | 544,826 | 678,012 | 1.33 | 0.172 | 153,073 |
| IN | 5 | 341,917 | 0 | -5,823 | 566,019 | 0.22 | 0.106 | 83,301 |
| JP | 160 | 216,096 | -2,087,647 | 175,852 | 6,060,360 | 0.49 | 0.075 | 238,154 |
| KR | 9 | -299,997 | -299,997 | -276,511 | 299,997 | 0.75 | 0.271 | 76,144 |
| NZ | 1 | -33,592 | -33,592 | 743 | 33,592 | -0.02 | 0.182 | 6,112 |
| SG | 4 | -225,211 | -225,211 | -68,598 | 225,211 | 0.31 | 0.117 | 28,370 |
| TH | 18 | -178,531 | -18,933 | -10,415 | 418,072 | 0.12 | 0.080 | -3,486 |
| TW | 2 | -21,959 | -47,660 | -636 | 73,361 | 0.49 | 0.068 | 5,763 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 6 | -1,185,104 | -1,157,495 | -54,327 | 1,185,104 | 0.19 | -0.173 | 218,440 |
| 1 | 39 | 1,191,020 | 0 | 309,235 | 1,191,020 | 0.40 | -0.132 | -91,303 | |
| CN | -1 | 79 | -3,688,256 | -451,087 | -4,997,131 | 3,688,256 | 1.43 | 0.087 | -333,045 |
| 1 | 54 | 3,327,439 | 0 | 3,746,951 | 3,327,439 | 1.45 | 0.022 | 133,086 | |
| HK | -1 | 2 | -20,459 | 0 | -27,718 | 20,459 | 1.30 | 0.097 | -2,564 |
| 1 | 12 | 657,553 | 0 | 572,544 | 657,553 | 1.34 | 0.185 | 155,637 | |
| IN | -1 | 2 | -112,051 | 0 | -43,064 | 112,051 | 0.34 | 0.018 | -4,997 |
| 1 | 3 | 453,968 | 0 | 37,241 | 453,968 | 0.14 | 0.143 | 88,298 | |
| JP | -1 | 60 | -2,922,132 | -2,087,647 | -1,499,821 | 2,922,132 | 0.47 | -0.100 | 276,077 |
| 1 | 100 | 3,138,228 | 0 | 1,675,672 | 3,138,228 | 0.50 | -0.045 | -37,923 | |
| KR | -1 | 9 | -299,997 | -299,997 | -276,511 | 299,997 | 0.75 | -0.271 | 76,144 |
| NZ | -1 | 1 | -33,592 | -33,592 | 743 | 33,592 | -0.02 | -0.182 | 6,112 |
| SG | -1 | 4 | -225,211 | -225,211 | -68,598 | 225,211 | 0.31 | -0.117 | 28,370 |
| TH | -1 | 8 | -298,302 | -18,933 | -16,689 | 298,302 | 0.13 | -0.077 | 42 |
| 1 | 10 | 119,770 | 0 | 6,273 | 119,770 | 0.12 | -0.057 | -3,528 | |
| TW | -1 | 1 | -47,660 | -47,660 | -16,801 | 47,660 | 0.35 | -0.103 | 4,923 |
| 1 | 1 | 25,701 | 0 | 16,165 | 25,701 | 0.63 | 0.033 | 840 |