| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 432,930 | 26,787,863 | -462,776 | 1,209,591 | 463 | 399,423,308 | 0.067 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -13,177,467 | 13,177,467 | -11,039,955 | 590,935 |
| 1 | 13,610,397 | 13,610,397 | 10,577,180 | 618,656 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 55 | 21,825 | -1,334,270 | -310,296 | 3,516,496 | 0.52 | 0.084 | 75,768 |
| CN | 122 | 794,002 | -2,233,494 | 452,542 | 6,965,581 | 1.34 | 0.098 | 405,021 |
| HK | 21 | -1,013,619 | -999,168 | -1,852,604 | 3,218,921 | 1.36 | 0.167 | 232,564 |
| IN | 11 | -1,939,309 | 0 | -659,304 | 1,939,309 | 0.40 | 0.035 | -35,399 |
| JP | 197 | 2,148,490 | -2,289,286 | 1,939,777 | 9,180,953 | 0.65 | 0.054 | 445,424 |
| KR | 20 | -7,644 | -205,355 | -107,772 | 403,067 | 0.46 | 0.226 | -13,815 |
| NZ | 1 | 5,096 | 0 | 1,387 | 5,096 | 0.27 | 0.271 | -1,382 |
| SG | 11 | 568,846 | 0 | 253,616 | 568,846 | 0.50 | 0.053 | 38,599 |
| TH | 12 | 268,896 | -60,648 | 77,641 | 575,943 | 0.33 | 0.070 | 30,142 |
| TW | 13 | -413,653 | -303,278 | -257,764 | 413,653 | 0.89 | 0.088 | 32,668 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 45 | -1,747,335 | -1,334,270 | -883,521 | 1,747,335 | 0.54 | -0.075 | 105,183 |
| 1 | 10 | 1,769,161 | 0 | 573,224 | 1,769,161 | 0.44 | -0.023 | -29,415 | |
| CN | -1 | 52 | -3,085,790 | -2,233,494 | -3,944,264 | 3,085,790 | 1.37 | -0.062 | 440,683 |
| 1 | 70 | 3,879,791 | 0 | 4,396,806 | 3,879,791 | 1.32 | -0.032 | -35,661 | |
| HK | -1 | 10 | -2,116,270 | -999,168 | -2,983,448 | 2,116,270 | 1.34 | 0.044 | -58,638 |
| 1 | 11 | 1,102,651 | 0 | 1,130,844 | 1,102,651 | 1.37 | 0.246 | 291,202 | |
| IN | -1 | 11 | -1,939,309 | 0 | -659,304 | 1,939,309 | 0.40 | 0.003 | -35,399 |
| JP | -1 | 121 | -3,516,231 | -2,289,286 | -2,198,732 | 3,516,231 | 0.68 | -0.012 | 58,266 |
| 1 | 76 | 5,664,721 | 0 | 4,138,510 | 5,664,721 | 0.62 | 0.057 | 387,158 | |
| KR | -1 | 18 | -205,355 | -205,355 | -76,131 | 205,355 | 0.51 | -0.219 | 48,738 |
| 1 | 2 | 197,712 | 0 | -31,641 | 197,712 | -0.03 | -0.291 | -62,553 | |
| NZ | 1 | 1 | 5,096 | 0 | 1,387 | 5,096 | 0.27 | -0.271 | -1,382 |
| SG | 1 | 11 | 568,846 | 0 | 253,616 | 568,846 | 0.50 | 0.049 | 38,599 |
| TH | -1 | 7 | -153,523 | -60,648 | -36,793 | 153,523 | 0.38 | -0.036 | -565 |
| 1 | 5 | 422,419 | 0 | 114,434 | 422,419 | 0.26 | 0.057 | 30,708 | |
| TW | -1 | 13 | -413,653 | -303,278 | -257,764 | 413,653 | 0.89 | -0.088 | 32,668 |