| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 213,681 | 7,284,666 | 1,098,656 | 242,829 | 344 | 42,154,903 | 0.173 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,535,493 | 3,535,493 | -3,974,445 | 163,099 |
| 1 | 3,749,173 | 3,749,173 | 5,073,102 | 79,731 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 80 | 68,963 | -47,570 | 164,445 | 880,394 | 0.62 | 0.067 | -22,075 |
| CN | 180 | -386,618 | -1,307,907 | -298,918 | 4,703,362 | 1.41 | 0.123 | 148,539 |
| HK | 43 | 374,056 | -12,700 | 1,149,628 | 1,076,382 | 1.44 | 0.199 | 105,072 |
| IN | 5 | 25,014 | 0 | 15,506 | 25,014 | 0.61 | 0.136 | 3,625 |
| NZ | 2 | -1,030 | -1,301 | 134 | 1,573 | 0.28 | 0.094 | 120 |
| PH | 1 | 11,413 | 0 | -386 | 11,413 | -0.03 | 0.009 | -105 |
| SG | 4 | 39,589 | 0 | 24,081 | 68,927 | 0.56 | 0.041 | -9 |
| TH | 16 | 11,979 | 0 | -33,462 | 273,033 | 0.49 | 0.147 | -5,558 |
| TW | 13 | 70,314 | 0 | 77,629 | 244,568 | 0.88 | 0.056 | 13,220 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 42 | -405,716 | -47,570 | -221,134 | 405,716 | 0.50 | -0.022 | 2,578 |
| 1 | 38 | 474,678 | 0 | 385,578 | 474,678 | 0.76 | -0.027 | -24,653 | |
| CN | -1 | 84 | -2,544,990 | -1,307,907 | -3,279,665 | 2,544,990 | 1.29 | -0.069 | 253,556 |
| 1 | 96 | 2,158,372 | 0 | 2,980,747 | 2,158,372 | 1.52 | -0.037 | -105,017 | |
| HK | -1 | 22 | -351,163 | -12,700 | -325,028 | 351,163 | 0.95 | 0.156 | -71,252 |
| 1 | 21 | 725,219 | 0 | 1,474,656 | 725,219 | 1.95 | 0.233 | 176,324 | |
| IN | 1 | 5 | 25,014 | 0 | 15,506 | 25,014 | 0.61 | 0.136 | 3,625 |
| NZ | -1 | 1 | -1,301 | -1,301 | -16 | 1,301 | 0.01 | -0.109 | 142 |
| 1 | 1 | 272 | 0 | 150 | 272 | 0.55 | -0.080 | -22 | |
| PH | 1 | 1 | 11,413 | 0 | -386 | 11,413 | -0.03 | -0.009 | -105 |
| SG | -1 | 1 | -14,669 | 0 | -3,381 | 14,669 | 0.23 | 0.076 | -1,109 |
| 1 | 3 | 54,258 | 0 | 27,463 | 54,258 | 0.68 | 0.029 | 1,100 | |
| TH | -1 | 11 | -130,527 | 0 | -73,087 | 130,527 | 0.59 | 0.144 | -22,769 |
| 1 | 5 | 142,506 | 0 | 39,625 | 142,506 | 0.27 | 0.154 | 17,211 | |
| TW | -1 | 3 | -87,127 | 0 | -72,133 | 87,127 | 0.83 | -0.013 | 1,954 |
| 1 | 10 | 157,441 | 0 | 149,762 | 157,441 | 0.90 | 0.053 | 11,267 |