| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 865,995 | 16,868,967 | 166,369 | 1,702,470 | 564 | 304,324,454 | 0.055 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,001,486 | 8,001,486 | -6,995,607 | 994,021 |
| 1 | 8,867,481 | 8,867,481 | 7,161,976 | 708,448 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 55 | -171,152 | -1,182,444 | -140,117 | 2,359,252 | 0.33 | 0.136 | 186,837 |
| CN | 230 | 474,071 | -2,576,204 | -101,678 | 6,034,090 | 1.61 | 0.101 | 673,021 |
| HK | 16 | 661,671 | -21,449 | 954,167 | 719,349 | 1.18 | 0.192 | 211,586 |
| ID | 1 | -90,414 | 0 | 22,457 | 90,414 | -0.25 | 0.094 | 8,524 |
| JP | 213 | 1,058,841 | -2,426,967 | 12,479 | 6,571,268 | 0.50 | 0.065 | 338,804 |
| KR | 32 | -622,705 | -622,705 | -397,990 | 622,705 | 0.65 | 0.290 | 197,284 |
| NZ | 1 | -61,881 | -61,881 | 1,369 | 61,881 | -0.02 | 0.214 | 13,264 |
| SG | 5 | -8,561 | -19,731 | -12,379 | 30,901 | 0.36 | 0.086 | 2,662 |
| TW | 11 | -373,875 | -376,491 | -171,940 | 379,107 | 0.48 | 0.174 | 70,487 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 35 | -1,265,202 | -1,182,444 | -322,425 | 1,265,202 | 0.41 | -0.181 | 233,219 |
| 1 | 20 | 1,094,050 | 0 | 182,309 | 1,094,050 | 0.19 | -0.055 | -46,382 | |
| CN | -1 | 111 | -2,780,009 | -2,576,204 | -4,592,688 | 2,780,009 | 1.70 | -0.059 | 181,327 |
| 1 | 119 | 3,254,080 | 0 | 4,491,010 | 3,254,080 | 1.53 | 0.123 | 491,694 | |
| HK | -1 | 5 | -28,839 | -21,449 | -36,876 | 28,839 | 1.11 | 0.029 | -1,210 |
| 1 | 11 | 690,510 | 0 | 991,042 | 690,510 | 1.21 | 0.245 | 212,796 | |
| ID | -1 | 1 | -90,414 | 0 | 22,457 | 90,414 | -0.25 | -0.094 | 8,524 |
| JP | -1 | 105 | -2,756,213 | -2,426,967 | -1,485,237 | 2,756,213 | 0.56 | -0.099 | 288,572 |
| 1 | 108 | 3,815,055 | 0 | 1,497,717 | 3,815,055 | 0.44 | -0.006 | 50,232 | |
| KR | -1 | 32 | -622,705 | -622,705 | -397,990 | 622,705 | 0.65 | -0.290 | 197,284 |
| NZ | -1 | 1 | -61,881 | -61,881 | 1,369 | 61,881 | -0.02 | -0.214 | 13,264 |
| SG | -1 | 4 | -19,731 | -19,731 | -12,891 | 19,731 | 0.44 | -0.107 | 2,705 |
| 1 | 1 | 11,170 | 0 | 512 | 11,170 | 0.05 | -0.004 | -43 | |
| TW | -1 | 10 | -376,491 | -376,491 | -171,326 | 376,491 | 0.55 | -0.185 | 70,335 |
| 1 | 1 | 2,616 | 0 | -614 | 2,616 | -0.23 | 0.058 | 152 |