| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 139,964 | 11,406,258 | 82,275 | 494,050 | 409 | 195,845,303 | 0.058 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -5,633,147 | 5,633,147 | -4,979,738 | 290,559 |
| 1 | 5,773,111 | 5,773,111 | 5,062,014 | 203,491 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | 17,496 | -297,226 | 113,205 | 1,207,874 | 0.44 | -0.049 | 24,145 |
| CN | 202 | -195,305 | -1,801,361 | -278,907 | 4,743,062 | 1.35 | -0.012 | 398,670 |
| HK | 15 | -14,189 | -68,026 | -82,649 | 637,100 | 1.47 | 0.092 | 41,537 |
| ID | 1 | -5,939 | 0 | 6,357 | 5,939 | -1.07 | -0.062 | 369 |
| JP | 143 | -160,835 | -1,179,963 | 183,316 | 3,736,639 | 0.70 | 0.017 | 97,181 |
| MY | 1 | -7,116 | 0 | -644 | 7,116 | 0.09 | 0.031 | -222 |
| NZ | 2 | 8,268 | 0 | -90 | 8,268 | -0.08 | -0.181 | -1,521 |
| PH | 1 | 643,378 | 0 | 177,654 | 643,378 | 0.28 | -0.127 | -81,848 |
| SG | 1 | 7,851 | 0 | 5,958 | 7,851 | 0.76 | -0.087 | -685 |
| TH | 7 | -131,325 | -259,018 | -25,854 | 386,710 | 0.29 | -0.138 | 17,571 |
| TW | 2 | -22,319 | -5,225 | -16,071 | 22,319 | 0.85 | -0.001 | -1,147 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -595,189 | -297,226 | -30,503 | 595,189 | 0.21 | -0.034 | 37,550 |
| 1 | 23 | 612,685 | 0 | 143,707 | 612,685 | 0.55 | -0.056 | -13,405 | |
| CN | -1 | 101 | -2,469,184 | -1,801,361 | -3,175,984 | 2,469,184 | 1.32 | -0.085 | 228,999 |
| 1 | 101 | 2,273,879 | 0 | 2,897,077 | 2,273,879 | 1.37 | 0.061 | 169,671 | |
| HK | -1 | 6 | -325,645 | -68,026 | -524,373 | 325,645 | 1.37 | -0.007 | -25,955 |
| 1 | 9 | 311,455 | 0 | 441,724 | 311,455 | 1.54 | 0.159 | 67,492 | |
| ID | -1 | 1 | -5,939 | 0 | 6,357 | 5,939 | -1.07 | -0.062 | 369 |
| JP | -1 | 57 | -1,948,737 | -1,179,963 | -1,193,063 | 1,948,737 | 0.62 | -0.002 | 17,428 |
| 1 | 86 | 1,787,902 | 0 | 1,376,379 | 1,787,902 | 0.75 | 0.029 | 79,753 | |
| MY | -1 | 1 | -7,116 | 0 | -644 | 7,116 | 0.09 | 0.031 | -222 |
| NZ | 1 | 2 | 8,268 | 0 | -90 | 8,268 | -0.08 | -0.181 | -1,521 |
| PH | 1 | 1 | 643,378 | 0 | 177,654 | 643,378 | 0.28 | -0.127 | -81,848 |
| SG | 1 | 1 | 7,851 | 0 | 5,958 | 7,851 | 0.76 | -0.087 | -685 |
| TH | -1 | 4 | -259,018 | -259,018 | -45,459 | 259,018 | 0.39 | -0.161 | 33,536 |
| 1 | 3 | 127,693 | 0 | 19,605 | 127,693 | 0.17 | -0.106 | -15,966 | |
| TW | -1 | 2 | -22,319 | -5,225 | -16,071 | 22,319 | 0.85 | -0.001 | -1,147 |