| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,815,340 | 29,756,146 | -3,844,955 | 2,078,401 | 444 | 399,732,159 | 0.074 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -16,285,743 | 16,285,743 | -13,937,692 | 973,128 |
| 1 | 13,470,403 | 13,470,403 | 10,092,737 | 1,105,273 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 59 | -103,082 | -1,108,931 | -450,404 | 4,398,331 | 0.48 | 0.086 | 384,184 |
| CN | 121 | -1,878,731 | -4,754,513 | -2,002,804 | 8,878,667 | 1.28 | 0.113 | 911,664 |
| HK | 25 | -954,967 | -774,605 | -1,145,256 | 2,772,384 | 1.19 | 0.150 | 158,236 |
| IN | 10 | -46,046 | 0 | -69,875 | 626,990 | 0.36 | 0.110 | 57,544 |
| JP | 192 | 936,532 | -2,572,901 | 310,450 | 11,756,845 | 0.69 | 0.052 | 459,392 |
| KR | 22 | -134,042 | -370,738 | 91,343 | 607,435 | 0.52 | 0.219 | 52,631 |
| NZ | 1 | 40,245 | 0 | 10,956 | 40,245 | 0.27 | 0.283 | -11,391 |
| TW | 14 | -675,249 | -670,961 | -589,365 | 675,249 | 0.92 | 0.097 | 66,141 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 50 | -2,250,707 | -1,108,931 | -1,016,799 | 2,250,707 | 0.52 | -0.080 | 150,023 |
| 1 | 9 | 2,147,624 | 0 | 566,395 | 2,147,624 | 0.28 | 0.019 | 234,161 | |
| CN | -1 | 76 | -5,378,699 | -4,754,513 | -5,413,949 | 5,378,699 | 1.38 | -0.105 | 777,818 |
| 1 | 45 | 3,499,968 | 0 | 3,411,145 | 3,499,968 | 1.12 | 0.026 | 133,847 | |
| HK | -1 | 16 | -1,863,675 | -774,605 | -2,444,045 | 1,863,675 | 1.18 | 0.053 | -157,218 |
| 1 | 9 | 908,709 | 0 | 1,298,789 | 908,709 | 1.22 | 0.268 | 315,454 | |
| IN | -1 | 3 | -336,518 | 0 | -161,921 | 336,518 | 0.41 | -0.000 | 10,075 |
| 1 | 7 | 290,472 | 0 | 92,046 | 290,472 | 0.34 | 0.140 | 47,469 | |
| JP | -1 | 121 | -5,410,156 | -2,572,901 | -4,160,108 | 5,410,156 | 0.74 | -0.008 | 33,620 |
| 1 | 71 | 6,346,688 | 0 | 4,470,557 | 6,346,688 | 0.61 | 0.049 | 425,773 | |
| KR | -1 | 20 | -370,738 | -370,738 | -151,504 | 370,738 | 0.51 | -0.220 | 92,669 |
| 1 | 2 | 236,697 | 0 | 242,848 | 236,697 | 0.58 | -0.213 | -40,038 | |
| NZ | 1 | 1 | 40,245 | 0 | 10,956 | 40,245 | 0.27 | -0.283 | -11,391 |
| TW | -1 | 14 | -675,249 | -670,961 | -589,365 | 675,249 | 0.92 | -0.092 | 66,141 |