| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -739,120 | 15,044,610 | -836,084 | 402,211 | 357 | 249,491,733 | 0.060 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -7,891,865 | 7,891,865 | -5,898,910 | 265,078 |
| 1.0 | 7,152,745 | 7,152,745 | 5,062,826 | 137,133 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | -60,215 | -901,087 | 101,093 | 1,886,117 | 0.31 | 0.129 | 154,727 |
| CN | 103 | -994,146 | -265,109 | -1,041,235 | 5,036,691 | 1.43 | 0.094 | -248,636 |
| HK | 18 | 31,966 | -100,489 | 119,769 | 478,409 | 1.32 | 0.158 | 39,038 |
| IN | 5 | -87,108 | 0 | -35,805 | 385,326 | 0.20 | 0.100 | 22,035 |
| JP | 167 | 865,900 | -1,917,706 | 136,330 | 6,647,939 | 0.50 | 0.072 | 348,151 |
| KR | 12 | -128,167 | -128,167 | -45,066 | 128,167 | 0.59 | 0.272 | 42,191 |
| NZ | 1 | 16,999 | 0 | -376 | 16,999 | -0.02 | 0.188 | -3,191 |
| SG | 3 | -69,419 | -69,419 | -21,890 | 69,419 | 0.50 | 0.113 | 7,159 |
| TH | 14 | -314,929 | -273,232 | -48,905 | 395,543 | 0.23 | 0.106 | 40,737 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 7 | -973,166 | -901,087 | -67,079 | 973,166 | 0.22 | -0.161 | 192,114 |
| 1.0 | 27 | 912,951 | 0 | 168,172 | 912,951 | 0.33 | -0.118 | -37,387 | |
| CN | -1.0 | 59 | -3,015,419 | -265,109 | -3,619,710 | 3,015,419 | 1.42 | 0.098 | -284,663 |
| 1.0 | 44 | 2,021,272 | 0 | 2,578,475 | 2,021,272 | 1.45 | 0.018 | 36,027 | |
| HK | -1.0 | 6 | -223,221 | -100,489 | -252,900 | 223,221 | 1.11 | -0.005 | -4,586 |
| 1.0 | 12 | 255,187 | 0 | 372,669 | 255,187 | 1.42 | 0.173 | 43,624 | |
| IN | -1.0 | 2 | -236,217 | 0 | -52,343 | 236,217 | 0.23 | -0.008 | -5,495 |
| 1.0 | 3 | 149,109 | 0 | 16,539 | 149,109 | 0.18 | 0.140 | 27,529 | |
| JP | -1.0 | 60 | -2,891,020 | -1,917,706 | -1,783,839 | 2,891,020 | 0.53 | -0.097 | 276,837 |
| 1.0 | 107 | 3,756,920 | 0 | 1,920,169 | 3,756,920 | 0.49 | -0.040 | 71,314 | |
| KR | -1.0 | 12 | -128,167 | -128,167 | -45,066 | 128,167 | 0.59 | -0.272 | 42,191 |
| NZ | 1.0 | 1 | 16,999 | 0 | -376 | 16,999 | -0.02 | -0.188 | -3,191 |
| SG | -1.0 | 3 | -69,419 | -69,419 | -21,890 | 69,419 | 0.50 | -0.113 | 7,159 |
| TH | -1.0 | 9 | -355,236 | -273,232 | -56,083 | 355,236 | 0.23 | -0.135 | 41,520 |
| 1.0 | 5 | 40,307 | 0 | 7,178 | 40,307 | 0.25 | -0.054 | -783 |