| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 249,501 | 16,198,952 | 2,737,856 | 979,315 | 394 | 200,638,696 | 0.081 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,974,725 | 7,974,725 | -5,155,118 | 190,242 |
| 1 | 8,224,227 | 8,224,227 | 7,892,974 | 789,073 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -15,129 | -82,302 | -63,205 | 814,726 | 0.46 | 0.060 | -5,235 |
| CN | 194 | 1,685,256 | -1,066,452 | 3,379,365 | 6,870,042 | 1.55 | 0.101 | 697,129 |
| HK | 20 | -883,247 | -515,216 | -878,034 | 1,186,844 | 1.35 | 0.113 | -22,577 |
| ID | 1 | -400,637 | 0 | 82,051 | 400,637 | -0.20 | 0.070 | 28,158 |
| IN | 7 | 915,138 | 0 | 109,475 | 958,322 | 0.17 | 0.136 | 180,440 |
| JP | 125 | -969,579 | -1,280,276 | 103,342 | 5,282,937 | 0.52 | 0.064 | 85,646 |
| MY | 1 | -3,263 | 0 | 1 | 3,263 | -0.00 | 0.011 | -35 |
| NZ | 2 | -29,070 | -29,070 | 3,719 | 29,070 | -0.06 | 0.122 | 3,713 |
| TH | 10 | -196,114 | -241,498 | -53,286 | 474,207 | 0.22 | 0.134 | 29,567 |
| TW | 3 | 146,148 | -8,055 | 54,429 | 178,904 | 0.52 | 0.118 | -17,490 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 16 | -414,928 | -82,302 | -145,254 | 414,928 | 0.47 | -0.043 | 8,747 |
| 1 | 15 | 399,798 | 0 | 82,050 | 399,798 | 0.45 | -0.056 | -13,982 | |
| CN | -1 | 72 | -2,592,393 | -1,066,452 | -2,643,914 | 2,592,393 | 1.44 | -0.038 | 36,288 |
| 1 | 122 | 4,277,649 | 0 | 6,023,279 | 4,277,649 | 1.62 | 0.092 | 660,840 | |
| HK | -1 | 16 | -1,035,046 | -515,216 | -1,137,788 | 1,035,046 | 1.32 | 0.025 | -41,053 |
| 1 | 4 | 151,798 | 0 | 259,754 | 151,798 | 1.47 | 0.146 | 18,476 | |
| ID | -1 | 1 | -400,637 | 0 | 82,051 | 400,637 | -0.20 | -0.070 | 28,158 |
| IN | -1 | 2 | -21,592 | 0 | -3,229 | 21,592 | 0.14 | 0.070 | -1,506 |
| 1 | 5 | 936,730 | 0 | 112,703 | 936,730 | 0.19 | 0.163 | 181,946 | |
| JP | -1 | 76 | -3,126,258 | -1,280,276 | -1,244,613 | 3,126,258 | 0.45 | -0.048 | 112,772 |
| 1 | 49 | 2,156,679 | 0 | 1,347,955 | 2,156,679 | 0.62 | -0.019 | -27,126 | |
| MY | -1 | 1 | -3,263 | 0 | 1 | 3,263 | -0.00 | 0.011 | -35 |
| NZ | -1 | 2 | -29,070 | -29,070 | 3,719 | 29,070 | -0.06 | -0.122 | 3,713 |
| TH | -1 | 9 | -335,161 | -241,498 | -56,483 | 335,161 | 0.25 | -0.139 | 41,265 |
| 1 | 1 | 139,046 | 0 | 3,197 | 139,046 | 0.02 | -0.084 | -11,698 | |
| TW | -1 | 2 | -16,378 | -8,055 | -9,608 | 16,378 | 0.58 | -0.117 | 1,893 |
| 1 | 1 | 162,526 | 0 | 64,036 | 162,526 | 0.39 | -0.119 | -19,383 |