| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,883,633 | 23,244,769 | -3,432,880 | 1,476,053 | 382 | 400,467,353 | 0.058 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -12,564,201 | 12,564,201 | -13,053,892 | 584,276 |
| 1 | 10,680,568 | 10,680,568 | 9,621,012 | 891,777 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 45 | 238,453 | -665,788 | -189,746 | 2,170,202 | 0.52 | 0.074 | 58,274 |
| CN | 106 | -1,010,133 | -3,756,683 | -1,960,055 | 7,439,717 | 1.37 | 0.113 | 818,713 |
| HK | 42 | 3,741 | -708,548 | -1,010,285 | 3,113,008 | 1.58 | 0.119 | 262,243 |
| IN | 2 | -531,569 | 0 | -197,152 | 531,569 | 0.35 | 0.055 | -53,974 |
| JP | 154 | -184,385 | -2,502,197 | 31,456 | 8,323,502 | 0.73 | 0.053 | 387,722 |
| KR | 10 | 176,130 | 0 | 101,041 | 176,130 | 0.54 | 0.084 | -9,681 |
| SG | 6 | 119,160 | 0 | 86,154 | 119,160 | 0.57 | 0.087 | 3,484 |
| TH | 14 | -367,983 | -376,384 | -51,199 | 1,044,436 | 0.31 | 0.090 | 6,349 |
| TW | 3 | -327,046 | -3,167 | -243,093 | 327,046 | 0.92 | 0.056 | 2,925 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 28 | -965,874 | -665,788 | -459,784 | 965,874 | 0.59 | -0.074 | 62,243 |
| 1 | 17 | 1,204,327 | 0 | 270,038 | 1,204,327 | 0.41 | -0.016 | -3,970 | |
| CN | -1 | 79 | -4,224,925 | -3,756,683 | -6,053,123 | 4,224,925 | 1.47 | -0.073 | 508,248 |
| 1 | 27 | 3,214,792 | 0 | 4,093,068 | 3,214,792 | 1.06 | 0.051 | 310,465 | |
| HK | -1 | 27 | -1,554,634 | -708,548 | -2,409,588 | 1,554,634 | 1.86 | 0.028 | -69,591 |
| 1 | 15 | 1,558,374 | 0 | 1,399,303 | 1,558,374 | 1.09 | 0.188 | 331,834 | |
| IN | -1 | 2 | -531,569 | 0 | -197,152 | 531,569 | 0.35 | 0.050 | -53,974 |
| JP | -1 | 87 | -4,253,944 | -2,502,197 | -3,544,501 | 4,253,944 | 0.74 | -0.019 | 150,374 |
| 1 | 67 | 4,069,559 | 0 | 3,575,957 | 4,069,559 | 0.72 | 0.035 | 237,348 | |
| KR | 1 | 10 | 176,130 | 0 | 101,041 | 176,130 | 0.54 | -0.070 | -9,681 |
| SG | 1 | 6 | 119,160 | 0 | 86,154 | 119,160 | 0.57 | 0.069 | 3,484 |
| TH | -1 | 6 | -706,209 | -376,384 | -146,651 | 706,209 | 0.27 | 0.047 | -15,948 |
| 1 | 8 | 338,226 | 0 | 95,452 | 338,226 | 0.34 | 0.086 | 22,297 | |
| TW | -1 | 3 | -327,046 | -3,167 | -243,093 | 327,046 | 0.92 | -0.049 | 2,925 |