| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,779,166 | 24,983,747 | -4,810,464 | 1,134,809 | 410 | 401,504,390 | 0.062 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -13,881,457 | 13,881,457 | -14,127,737 | 634,620 |
| 1.0000 | 11,102,290 | 11,102,290 | 9,317,273 | 500,189 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 56 | -138,946 | -671,094 | 57,143 | 2,661,931 | 0.54 | 0.072 | 90,938 |
| CN | 112 | -1,525,258 | -4,076,889 | -2,574,124 | 8,779,353 | 1.36 | 0.106 | 712,680 |
| HK | 24 | -1,574,702 | -659,710 | -2,478,872 | 1,915,069 | 1.44 | 0.112 | -64,179 |
| IN | 1 | -4,760 | 0 | -1,620 | 4,760 | 0.34 | 0.013 | -61 |
| JP | 180 | -534,524 | -2,762,064 | 2,808 | 10,212,316 | 0.73 | 0.046 | 291,185 |
| KR | 13 | 232,802 | -18,431 | 133,421 | 269,664 | 0.75 | 0.100 | 2,594 |
| NZ | 1 | -2,676 | -2,676 | -728 | 2,676 | 0.27 | 0.169 | 453 |
| SG | 6 | 79,183 | 0 | 44,981 | 79,183 | 0.50 | 0.064 | 3,119 |
| TH | 17 | 689,714 | -74,038 | 6,529 | 1,058,795 | 0.29 | 0.087 | 98,080 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 22 | -1,400,438 | -671,094 | -557,992 | 1,400,438 | 0.43 | -0.084 | 97,636 |
| 1.0000 | 34 | 1,261,493 | 0 | 615,135 | 1,261,493 | 0.61 | -0.032 | -6,698 | |
| CN | -1.0000 | 76 | -5,152,305 | -4,076,889 | -6,702,323 | 5,152,305 | 1.38 | -0.057 | 506,345 |
| 1.0000 | 36 | 3,627,047 | 0 | 4,128,199 | 3,627,047 | 1.33 | 0.006 | 206,336 | |
| HK | -1.0000 | 14 | -1,744,886 | -659,710 | -2,701,258 | 1,744,886 | 1.45 | 0.053 | -89,381 |
| 1.0000 | 10 | 170,183 | 0 | 222,386 | 170,183 | 1.42 | 0.157 | 25,202 | |
| IN | -1.0000 | 1 | -4,760 | 0 | -1,620 | 4,760 | 0.34 | 0.013 | -61 |
| JP | -1.0000 | 95 | -5,373,420 | -2,762,064 | -4,066,381 | 5,373,420 | 0.72 | -0.024 | 121,311 |
| 1.0000 | 85 | 4,838,896 | 0 | 4,069,189 | 4,838,896 | 0.74 | 0.028 | 169,874 | |
| KR | -1.0000 | 2 | -18,431 | -18,431 | -21,453 | 18,431 | 1.18 | -0.304 | 5,556 |
| 1.0000 | 11 | 251,233 | 0 | 154,873 | 251,233 | 0.67 | -0.050 | -2,963 | |
| NZ | -1.0000 | 1 | -2,676 | -2,676 | -728 | 2,676 | 0.27 | -0.169 | 453 |
| SG | 1.0000 | 6 | 79,183 | 0 | 44,981 | 79,183 | 0.50 | 0.046 | 3,119 |
| TH | -1.0000 | 11 | -184,540 | -74,038 | -75,981 | 184,540 | 0.32 | 0.025 | -7,239 |
| 1.0000 | 6 | 874,254 | 0 | 82,510 | 874,254 | 0.21 | 0.111 | 105,319 |