| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -13,695,181 | 41,767,993 | -14,594,052 | 3,920,575 | 436 | 395,427,463 | 0.106 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -27,731,587 | 27,731,587 | -29,373,759 | 2,619,354 |
| 1.0000 | 14,036,406 | 14,036,406 | 14,779,707 | 1,301,220 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 55 | -450,217 | -1,244,110 | 152,708 | 2,762,987 | 0.49 | 0.071 | 130,618 |
| CN | 268 | -18,335,072 | -20,638,493 | -20,044,673 | 29,322,720 | 1.36 | 0.098 | 2,800,220 |
| HK | 62 | 2,521,606 | -23,071 | 3,819,688 | 3,490,017 | 1.75 | 0.204 | 778,012 |
| ID | 1 | -91,416 | 0 | -10,084 | 91,416 | 0.11 | 0.089 | -8,132 |
| IN | 7 | -903,958 | 0 | -258,588 | 903,958 | 0.26 | 0.086 | -40,875 |
| NZ | 2 | -62,218 | -91,487 | -28,691 | 120,756 | 0.07 | 0.328 | 22,329 |
| SG | 6 | 302,706 | 0 | 141,496 | 302,706 | 0.55 | 0.030 | 4,873 |
| TH | 13 | 1,215,602 | -317,233 | 202,903 | 2,409,258 | 0.32 | 0.074 | -225,951 |
| TW | 22 | 2,107,787 | 0 | 1,431,189 | 2,364,176 | 0.78 | 0.156 | 459,481 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 27 | -1,606,602 | -1,244,110 | -363,428 | 1,606,602 | 0.36 | -0.053 | 91,356 |
| 1.0000 | 28 | 1,156,385 | 0 | 516,136 | 1,156,385 | 0.61 | -0.037 | 39,262 | |
| CN | -1.0000 | 191 | -23,828,896 | -20,638,493 | -27,864,300 | 23,828,896 | 1.34 | -0.085 | 2,569,478 |
| 1.0000 | 77 | 5,493,824 | 0 | 7,819,627 | 5,493,824 | 1.42 | 0.034 | 230,742 | |
| HK | -1.0000 | 7 | -484,206 | -23,071 | -577,993 | 484,206 | 1.01 | 0.029 | -33,979 |
| 1.0000 | 55 | 3,005,811 | 0 | 4,397,681 | 3,005,811 | 1.84 | 0.219 | 811,991 | |
| ID | -1.0000 | 1 | -91,416 | 0 | -10,084 | 91,416 | 0.11 | 0.089 | -8,132 |
| IN | -1.0000 | 7 | -903,958 | 0 | -258,588 | 903,958 | 0.26 | -0.002 | -40,875 |
| NZ | -1.0000 | 1 | -91,487 | -91,487 | -24,906 | 91,487 | 0.27 | -0.344 | 31,451 |
| 1.0000 | 1 | 29,269 | 0 | -3,785 | 29,269 | -0.13 | -0.312 | -9,121 | |
| SG | 1.0000 | 6 | 302,706 | 0 | 141,496 | 302,706 | 0.55 | 0.005 | 4,873 |
| TH | -1.0000 | 8 | -596,828 | -317,233 | -156,954 | 596,828 | 0.33 | -0.035 | 4,576 |
| 1.0000 | 5 | 1,812,430 | 0 | 359,857 | 1,812,430 | 0.31 | -0.042 | -230,528 | |
| TW | -1.0000 | 1 | -128,194 | 0 | -117,505 | 128,194 | 0.92 | -0.043 | 5,479 |
| 1.0000 | 21 | 2,235,981 | 0 | 1,548,695 | 2,235,981 | 0.77 | 0.161 | 454,002 |