| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 683,863 | 19,958,386 | -735,504 | 1,089,575 | 381 | 399,654,477 | 0.050 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,637,262 | 9,637,262 | -8,887,651 | 757,926 |
| 1 | 10,321,124 | 10,321,124 | 8,152,147 | 331,649 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 51 | -10,687 | -479,421 | 30,149 | 1,768,410 | 0.53 | 0.090 | 60,277 |
| CN | 106 | 596,101 | -3,302,321 | -1,064,388 | 9,400,956 | 1.41 | 0.117 | 549,899 |
| HK | 15 | 158,317 | -159,585 | 150,866 | 1,100,644 | 1.51 | 0.143 | 150,948 |
| IN | 1 | -7,079 | 0 | -2,618 | 7,079 | 0.37 | 0.018 | -130 |
| JP | 162 | 628,698 | -1,182,353 | 415,460 | 5,830,952 | 0.72 | 0.052 | 201,448 |
| KR | 20 | -395,454 | -700,717 | -17,965 | 1,005,979 | 0.51 | 0.210 | 96,266 |
| NZ | 1 | 54,728 | 0 | 14,812 | 54,728 | 0.27 | 0.180 | -9,857 |
| SG | 1 | -8,327 | 0 | -3,934 | 8,327 | 0.47 | 0.102 | -849 |
| TH | 15 | -23,478 | -28,643 | -8,328 | 456,958 | 0.28 | 0.117 | 20,534 |
| TW | 9 | -308,957 | -181,989 | -249,559 | 324,353 | 0.88 | 0.127 | 21,038 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 31 | -889,548 | -479,421 | -274,980 | 889,548 | 0.59 | -0.076 | 38,829 |
| 1 | 20 | 878,861 | 0 | 305,129 | 878,861 | 0.44 | -0.031 | 21,448 | |
| CN | -1 | 59 | -4,402,427 | -3,302,321 | -5,082,782 | 4,402,427 | 1.54 | -0.088 | 556,964 |
| 1 | 47 | 4,998,528 | 0 | 4,018,394 | 4,998,528 | 1.25 | 0.023 | -7,065 | |
| HK | -1 | 10 | -471,163 | -159,585 | -746,921 | 471,163 | 1.64 | -0.000 | -18,930 |
| 1 | 5 | 629,481 | 0 | 897,787 | 629,481 | 1.25 | 0.251 | 169,878 | |
| IN | -1 | 1 | -7,079 | 0 | -2,618 | 7,079 | 0.37 | 0.018 | -130 |
| JP | -1 | 106 | -2,601,127 | -1,182,353 | -2,120,205 | 2,601,127 | 0.75 | -0.026 | 25,330 |
| 1 | 56 | 3,229,825 | 0 | 2,535,665 | 3,229,825 | 0.66 | 0.041 | 176,118 | |
| KR | -1 | 17 | -700,717 | -700,717 | -350,330 | 700,717 | 0.48 | -0.209 | 157,123 |
| 1 | 3 | 305,263 | 0 | 332,366 | 305,263 | 0.67 | -0.112 | -60,857 | |
| NZ | 1 | 1 | 54,728 | 0 | 14,812 | 54,728 | 0.27 | -0.180 | -9,857 |
| SG | -1 | 1 | -8,327 | 0 | -3,934 | 8,327 | 0.47 | 0.102 | -849 |
| TH | -1 | 8 | -240,218 | -28,643 | -46,139 | 240,218 | 0.26 | 0.067 | -22,770 |
| 1 | 7 | 216,740 | 0 | 37,811 | 216,740 | 0.31 | 0.140 | 43,305 | |
| TW | -1 | 8 | -316,655 | -181,989 | -259,743 | 316,655 | 0.83 | -0.073 | 22,360 |
| 1 | 1 | 7,698 | 0 | 10,183 | 7,698 | 1.32 | -0.172 | -1,322 |