| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -143,521 | 4,455,289 | -224,418 | 219,458 | 242 | 42,075,938 | 0.106 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,299,405 | 2,299,405 | -1,844,074 | 94,075 |
| 1.0000 | 2,155,884 | 2,155,884 | 1,619,657 | 125,383 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | 7,224 | -36,270 | 6,980 | 430,455 | 0.68 | 0.084 | 6,495 |
| CN | 58 | -102,138 | -563,478 | 18,473 | 1,858,950 | 1.18 | 0.091 | 162,856 |
| HK | 17 | -49,994 | -34,681 | -56,640 | 153,763 | 1.51 | 0.142 | -4,205 |
| ID | 1 | -28,168 | 0 | -6,248 | 28,168 | 0.22 | 0.018 | -509 |
| IN | 2 | -10,203 | 0 | -2,798 | 10,203 | 0.26 | 0.016 | -110 |
| JP | 91 | -247,546 | -511,502 | -209,152 | 1,396,903 | 0.77 | 0.053 | 38,890 |
| KR | 14 | 34,992 | 0 | 18,218 | 96,355 | 0.49 | 0.165 | -9,997 |
| SG | 7 | -72,161 | -71,494 | -43,443 | 72,161 | 0.47 | 0.038 | 3,183 |
| TH | 12 | 311,489 | 0 | 35,626 | 395,348 | 0.26 | 0.101 | 23,805 |
| TW | 2 | 12,983 | 0 | 14,565 | 12,983 | 1.10 | 0.113 | -949 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 11 | -211,615 | -36,270 | -80,422 | 211,615 | 0.53 | -0.102 | 17,868 |
| 1.0000 | 27 | 218,839 | 0 | 87,402 | 218,839 | 0.75 | -0.055 | -11,373 | |
| CN | -1.0000 | 33 | -980,544 | -563,478 | -864,212 | 980,544 | 1.19 | -0.048 | 75,382 |
| 1.0000 | 25 | 878,406 | 0 | 882,685 | 878,406 | 1.16 | 0.036 | 87,474 | |
| HK | -1.0000 | 13 | -101,878 | -34,681 | -141,234 | 101,878 | 1.53 | 0.107 | -16,437 |
| 1.0000 | 4 | 51,884 | 0 | 84,594 | 51,884 | 1.43 | 0.194 | 12,231 | |
| ID | -1.0000 | 1 | -28,168 | 0 | -6,248 | 28,168 | 0.22 | 0.018 | -509 |
| IN | -1.0000 | 2 | -10,203 | 0 | -2,798 | 10,203 | 0.26 | 0.016 | -110 |
| JP | -1.0000 | 48 | -822,225 | -511,502 | -672,305 | 822,225 | 0.78 | -0.021 | 17,944 |
| 1.0000 | 43 | 574,679 | 0 | 463,153 | 574,679 | 0.76 | 0.002 | 20,945 | |
| KR | -1.0000 | 3 | -30,681 | 0 | -11,428 | 30,681 | 0.55 | -0.066 | 1,901 |
| 1.0000 | 11 | 65,674 | 0 | 29,645 | 65,674 | 0.47 | -0.192 | -11,898 | |
| SG | -1.0000 | 7 | -72,161 | -71,494 | -43,443 | 72,161 | 0.47 | -0.032 | 3,183 |
| TH | -1.0000 | 5 | -41,929 | 0 | -21,986 | 41,929 | 0.42 | 0.118 | -5,148 |
| 1.0000 | 7 | 353,419 | 0 | 57,612 | 353,419 | 0.16 | 0.083 | 28,953 | |
| TW | 1.0000 | 2 | 12,983 | 0 | 14,565 | 12,983 | 1.10 | -0.102 | -949 |