| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 325,897 | 25,987,214 | -1,779,665 | 1,650,120 | 372 | 399,747,771 | 0.065 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -12,830,658 | 12,830,658 | -12,810,212 | 637,022 |
| 1 | 13,156,556 | 13,156,556 | 11,030,547 | 1,013,098 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 49 | 122,100 | -826,797 | 253,347 | 3,985,813 | 0.55 | 0.083 | 202,473 |
| CN | 106 | 510,544 | -4,098,532 | -2,559,264 | 10,159,362 | 1.28 | 0.121 | 1,011,082 |
| HK | 22 | -76,315 | -281,395 | 28,880 | 2,232,390 | 1.43 | 0.137 | 91,446 |
| IN | 1 | 737 | 0 | 247 | 737 | 0.34 | 0.057 | 42 |
| JP | 161 | -982,767 | -2,237,667 | -36,961 | 8,540,472 | 0.71 | 0.057 | 295,738 |
| KR | 10 | 48,544 | -594 | 26,464 | 49,732 | 0.52 | 0.067 | -1,371 |
| NZ | 1 | 89,531 | 0 | 28,682 | 89,531 | 0.32 | 0.166 | -14,885 |
| SG | 1 | -607 | 0 | -394 | 607 | 0.65 | 0.115 | -70 |
| TH | 15 | 292,354 | 0 | 182,738 | 538,522 | 0.46 | 0.111 | 31,637 |
| TW | 6 | 321,777 | -17,509 | 296,596 | 390,048 | 1.08 | 0.132 | 34,028 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 16 | -1,931,857 | -826,797 | -489,013 | 1,931,857 | 0.44 | -0.054 | 118,406 |
| 1 | 33 | 2,053,956 | 0 | 742,359 | 2,053,956 | 0.60 | -0.043 | 84,067 | |
| CN | -1 | 60 | -4,824,409 | -4,098,532 | -7,457,246 | 4,824,409 | 1.40 | -0.091 | 628,705 |
| 1 | 46 | 5,334,953 | 0 | 4,897,983 | 5,334,953 | 1.12 | 0.022 | 382,377 | |
| HK | -1 | 8 | -1,154,352 | -281,395 | -1,712,147 | 1,154,352 | 1.57 | 0.070 | -124,067 |
| 1 | 14 | 1,078,038 | 0 | 1,741,027 | 1,078,038 | 1.35 | 0.157 | 215,513 | |
| IN | 1 | 1 | 737 | 0 | 247 | 737 | 0.34 | 0.057 | 42 |
| JP | -1 | 89 | -4,761,619 | -2,237,667 | -3,108,029 | 4,761,619 | 0.70 | -0.020 | 19,691 |
| 1 | 72 | 3,778,852 | 0 | 3,071,068 | 3,778,852 | 0.72 | 0.005 | 276,046 | |
| KR | -1 | 1 | -594 | -594 | -76 | 594 | 0.13 | -0.245 | 146 |
| 1 | 9 | 49,138 | 0 | 26,540 | 49,138 | 0.57 | -0.017 | -1,516 | |
| NZ | 1 | 1 | 89,531 | 0 | 28,682 | 89,531 | 0.32 | -0.166 | -14,885 |
| SG | -1 | 1 | -607 | 0 | -394 | 607 | 0.65 | 0.115 | -70 |
| TH | -1 | 1 | -123,084 | 0 | -1,394 | 123,084 | 0.01 | 0.056 | -6,943 |
| 1 | 14 | 415,438 | 0 | 184,133 | 415,438 | 0.49 | 0.115 | 38,580 | |
| TW | -1 | 2 | -34,135 | -17,509 | -41,912 | 34,135 | 1.22 | -0.031 | 1,155 |
| 1 | 4 | 355,913 | 0 | 338,508 | 355,913 | 1.01 | 0.061 | 32,874 |