| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -318,419 | 17,663,131 | -1,383,860 | 1,752,607 | 582 | 320,808,535 | 0.055 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,990,775 | 8,990,775 | -8,560,262 | 961,706 |
| 1 | 8,672,356 | 8,672,356 | 7,176,402 | 790,901 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 56 | -204,637 | -655,786 | -189,680 | 1,368,152 | 0.38 | 0.151 | 99,265 |
| CN | 232 | -57,632 | -3,883,553 | -647,753 | 7,736,968 | 1.63 | 0.100 | 877,868 |
| HK | 18 | -221,994 | -325,897 | -184,942 | 444,039 | 1.34 | 0.118 | 34,398 |
| ID | 1 | -114,461 | 0 | 28,430 | 114,461 | -0.25 | 0.118 | 13,521 |
| IN | 7 | 1,014,592 | 0 | 162,580 | 1,014,592 | 0.21 | 0.135 | 210,239 |
| JP | 222 | 70,182 | -2,834,074 | -93,926 | 6,030,613 | 0.50 | 0.064 | 330,263 |
| KR | 27 | -329,202 | -368,172 | -170,873 | 407,141 | 0.69 | 0.284 | 98,020 |
| NZ | 1 | -4,892 | -4,892 | 108 | 4,892 | -0.02 | 0.226 | 1,104 |
| SG | 5 | -50,289 | -62,474 | -36,713 | 74,660 | 0.36 | 0.095 | 8,213 |
| TW | 13 | -420,085 | -443,849 | -251,092 | 467,613 | 0.43 | 0.161 | 79,717 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 40 | -786,394 | -655,786 | -285,917 | 786,394 | 0.44 | -0.186 | 142,416 |
| 1 | 16 | 581,757 | 0 | 96,237 | 581,757 | 0.22 | -0.062 | -43,151 | |
| CN | -1 | 111 | -3,897,300 | -3,883,553 | -5,987,762 | 3,897,300 | 1.74 | -0.058 | 301,716 |
| 1 | 121 | 3,839,668 | 0 | 5,340,009 | 3,839,668 | 1.54 | 0.125 | 576,152 | |
| HK | -1 | 10 | -333,016 | -325,897 | -328,052 | 333,016 | 1.41 | 0.005 | 9,669 |
| 1 | 8 | 111,022 | 0 | 143,110 | 111,022 | 1.25 | 0.204 | 24,729 | |
| ID | -1 | 1 | -114,461 | 0 | 28,430 | 114,461 | -0.25 | -0.118 | 13,521 |
| IN | 1 | 7 | 1,014,592 | 0 | 162,580 | 1,014,592 | 0.21 | 0.135 | 210,239 |
| JP | -1 | 121 | -2,980,216 | -2,834,074 | -1,496,616 | 2,980,216 | 0.51 | -0.093 | 294,615 |
| 1 | 101 | 3,050,398 | 0 | 1,402,690 | 3,050,398 | 0.48 | -0.005 | 35,649 | |
| KR | -1 | 26 | -368,172 | -368,172 | -205,889 | 368,172 | 0.68 | -0.281 | 111,819 |
| 1 | 1 | 38,969 | 0 | 35,016 | 38,969 | 0.90 | -0.354 | -13,799 | |
| NZ | -1 | 1 | -4,892 | -4,892 | 108 | 4,892 | -0.02 | -0.226 | 1,104 |
| SG | -1 | 4 | -62,474 | -62,474 | -37,272 | 62,474 | 0.44 | -0.116 | 8,372 |
| 1 | 1 | 12,186 | 0 | 558 | 12,186 | 0.05 | -0.013 | -159 | |
| TW | -1 | 11 | -443,849 | -443,849 | -247,293 | 443,849 | 0.54 | -0.180 | 78,475 |
| 1 | 2 | 23,764 | 0 | -3,799 | 23,764 | -0.17 | 0.053 | 1,241 |