| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -637,325 | 28,755,111 | -2,424,685 | 1,374,873 | 571 | 399,157,978 | 0.072 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -14,696,218 | 14,696,218 | -13,372,826 | 488,965 |
| 1 | 14,058,893 | 14,058,893 | 10,948,141 | 885,908 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 50 | 543,135 | -382,003 | 157,957 | 2,363,024 | 0.55 | 0.081 | 17,850 |
| CN | 186 | -1,559,747 | -796,035 | -1,911,267 | 8,784,488 | 1.30 | 0.081 | -225,945 |
| HK | 45 | 890,399 | -301,149 | 1,553,972 | 1,699,775 | 1.78 | 0.207 | 369,868 |
| IN | 11 | -671,900 | 0 | -236,090 | 1,077,560 | 0.38 | 0.044 | 46,807 |
| JP | 215 | -293,466 | -5,106,837 | -1,624,415 | 12,297,814 | 0.67 | 0.059 | 904,865 |
| KR | 22 | -81,275 | -225,955 | -155,547 | 370,635 | 0.50 | 0.241 | 25,965 |
| NZ | 1 | -22,945 | -22,945 | -6,246 | 22,945 | 0.27 | 0.244 | 5,610 |
| SG | 11 | 937,771 | 0 | 376,720 | 937,771 | 0.52 | 0.070 | 103,219 |
| TH | 14 | 338,767 | -72,134 | 32,381 | 483,036 | 0.34 | 0.072 | 49,160 |
| TW | 16 | -718,064 | -718,064 | -612,148 | 718,064 | 0.94 | 0.105 | 77,474 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 23 | -909,945 | -382,003 | -371,164 | 909,945 | 0.47 | -0.050 | 17,875 |
| 1 | 27 | 1,453,079 | 0 | 529,121 | 1,453,079 | 0.61 | -0.048 | -25 | |
| CN | -1 | 95 | -5,172,118 | -796,035 | -5,872,860 | 5,172,118 | 1.32 | 0.031 | 38,587 |
| 1 | 91 | 3,612,371 | 0 | 3,961,593 | 3,612,371 | 1.27 | -0.082 | -264,532 | |
| HK | -1 | 8 | -404,688 | -301,149 | -446,848 | 404,688 | 0.99 | 0.002 | 9,886 |
| 1 | 37 | 1,295,087 | 0 | 2,000,820 | 1,295,087 | 1.95 | 0.233 | 359,982 | |
| IN | -1 | 9 | -874,730 | 0 | -307,802 | 874,730 | 0.39 | -0.014 | 14,276 |
| 1 | 2 | 202,830 | 0 | 71,712 | 202,830 | 0.35 | 0.113 | 32,531 | |
| JP | -1 | 122 | -6,295,640 | -5,106,837 | -5,535,484 | 6,295,640 | 0.74 | -0.036 | 259,187 |
| 1 | 93 | 6,002,174 | 0 | 3,911,069 | 6,002,174 | 0.58 | 0.075 | 645,678 | |
| KR | -1 | 19 | -225,955 | -225,955 | -179,773 | 225,955 | 0.56 | -0.240 | 61,123 |
| 1 | 3 | 144,680 | 0 | 24,226 | 144,680 | 0.15 | -0.250 | -35,158 | |
| NZ | -1 | 1 | -22,945 | -22,945 | -6,246 | 22,945 | 0.27 | -0.244 | 5,610 |
| SG | 1 | 11 | 937,771 | 0 | 376,720 | 937,771 | 0.52 | 0.067 | 103,219 |
| TH | -1 | 6 | -72,134 | -72,134 | -40,501 | 72,134 | 0.51 | -0.078 | 4,948 |
| 1 | 8 | 410,901 | 0 | 72,882 | 410,901 | 0.21 | 0.068 | 44,212 | |
| TW | -1 | 16 | -718,064 | -718,064 | -612,148 | 718,064 | 0.94 | -0.105 | 77,474 |