| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,022,249 | 17,537,419 | -921,792 | 1,037,247 | 434 | 249,560,854 | 0.070 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,279,834 | 9,279,834 | -8,939,061 | 542,357 |
| 1 | 8,257,585 | 8,257,585 | 8,017,268 | 494,890 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 42 | -195,180 | -540,320 | -183,940 | 1,071,630 | 0.38 | 0.138 | 44,366 |
| CN | 155 | -2,966,438 | -3,648,341 | -3,259,621 | 7,463,484 | 1.55 | 0.090 | 180,269 |
| HK | 34 | 2,058,762 | 0 | 2,220,541 | 2,457,544 | 1.53 | 0.155 | 405,296 |
| IN | 2 | -73,727 | 0 | -7,188 | 73,727 | 0.14 | 0.136 | -11,086 |
| JP | 164 | 1,942,335 | -217,571 | 1,362,954 | 4,670,800 | 0.55 | 0.061 | 42,262 |
| KR | 22 | -850,402 | -856,518 | -677,445 | 862,635 | 0.62 | 0.300 | 281,144 |
| MY | 1 | -4,028 | 0 | -719 | 4,028 | 0.18 | 0.065 | 263 |
| NZ | 1 | -57,295 | -57,295 | 1,267 | 57,295 | -0.02 | 0.204 | 11,685 |
| SG | 1 | -1,905 | -1,905 | -400 | 1,905 | 0.21 | 0.112 | 214 |
| TW | 12 | -874,371 | -288,883 | -377,242 | 874,371 | 0.66 | 0.175 | 82,833 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 25 | -633,405 | -540,320 | -229,871 | 633,405 | 0.38 | -0.130 | 73,776 |
| 1 | 17 | 438,225 | 0 | 45,931 | 438,225 | 0.38 | -0.141 | -29,410 | |
| CN | -1 | 88 | -5,214,961 | -3,648,341 | -6,804,649 | 5,214,961 | 1.54 | -0.036 | 69,896 |
| 1 | 67 | 2,248,523 | 0 | 3,545,028 | 2,248,523 | 1.56 | 0.094 | 110,373 | |
| HK | -1 | 1 | -199,391 | 0 | -280,143 | 199,391 | 1.40 | 0.149 | -29,789 |
| 1 | 33 | 2,258,153 | 0 | 2,500,684 | 2,258,153 | 1.53 | 0.155 | 435,085 | |
| IN | -1 | 2 | -73,727 | 0 | -7,188 | 73,727 | 0.14 | 0.136 | -11,086 |
| JP | -1 | 36 | -1,364,233 | -217,571 | -557,649 | 1,364,233 | 0.50 | -0.038 | 61,942 |
| 1 | 128 | 3,306,567 | 0 | 1,920,603 | 3,306,567 | 0.56 | -0.037 | -19,680 | |
| KR | -1 | 21 | -856,518 | -856,518 | -682,467 | 856,518 | 0.61 | -0.303 | 282,623 |
| 1 | 1 | 6,116 | 0 | 5,022 | 6,116 | 0.82 | -0.242 | -1,479 | |
| MY | -1 | 1 | -4,028 | 0 | -719 | 4,028 | 0.18 | -0.065 | 263 |
| NZ | -1 | 1 | -57,295 | -57,295 | 1,267 | 57,295 | -0.02 | -0.204 | 11,685 |
| SG | -1 | 1 | -1,905 | -1,905 | -400 | 1,905 | 0.21 | -0.112 | 214 |
| TW | -1 | 12 | -874,371 | -288,883 | -377,242 | 874,371 | 0.66 | -0.175 | 82,833 |