| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 24,780 | 21,451,546 | -2,353,715 | 1,221,795 | 454 | 200,733,186 | 0.107 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,713,383 | 10,713,383 | -10,392,803 | 475,478 |
| 1 | 10,738,163 | 10,738,163 | 8,039,088 | 746,318 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | -5,869 | -162,304 | 20,551 | 837,679 | 0.35 | 0.083 | 34,668 |
| CN | 232 | -1,113,314 | -3,024,485 | -2,695,579 | 10,854,140 | 1.55 | 0.098 | 932,981 |
| HK | 11 | -224,812 | -48,107 | -368,582 | 244,141 | 1.77 | 0.103 | -10,078 |
| IN | 5 | -199,231 | 0 | -17,104 | 289,186 | 0.23 | 0.065 | -6,650 |
| JP | 136 | 1,552,771 | -867,042 | 865,313 | 7,487,878 | 0.54 | 0.060 | 147,955 |
| MY | 2 | -67,128 | 0 | -8,177 | 67,128 | 0.18 | 0.036 | 1,796 |
| NZ | 1 | 7,413 | 0 | 68 | 7,413 | 0.01 | 0.084 | -623 |
| SG | 3 | 47,300 | 0 | 15,993 | 47,300 | 0.28 | 0.038 | -1,332 |
| TH | 11 | 204,588 | -217,631 | -9,602 | 639,849 | 0.21 | 0.121 | 25,822 |
| TW | 19 | -176,938 | -273,647 | -156,596 | 976,832 | 0.40 | 0.147 | 97,257 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 22 | -421,774 | -162,304 | -97,077 | 421,774 | 0.39 | -0.087 | 31,401 |
| 1 | 12 | 415,905 | 0 | 117,628 | 415,905 | 0.28 | -0.035 | 3,267 | |
| CN | -1 | 105 | -5,983,727 | -3,024,485 | -8,332,588 | 5,983,727 | 1.59 | -0.019 | 224,118 |
| 1 | 127 | 4,870,413 | 0 | 5,637,009 | 4,870,413 | 1.51 | 0.097 | 708,863 | |
| HK | -1 | 9 | -234,477 | -48,107 | -378,453 | 234,477 | 1.92 | 0.012 | -11,394 |
| 1 | 2 | 9,665 | 0 | 9,871 | 9,665 | 1.09 | 0.117 | 1,316 | |
| IN | -1 | 3 | -244,209 | 0 | -31,424 | 244,209 | 0.22 | 0.044 | -12,570 |
| 1 | 2 | 44,978 | 0 | 14,320 | 44,978 | 0.23 | 0.097 | 5,920 | |
| JP | -1 | 71 | -2,967,553 | -867,042 | -1,291,942 | 2,967,553 | 0.55 | -0.045 | 136,434 |
| 1 | 65 | 4,520,325 | 0 | 2,157,255 | 4,520,325 | 0.52 | -0.012 | 11,522 | |
| MY | -1 | 2 | -67,128 | 0 | -8,177 | 67,128 | 0.18 | -0.036 | 1,796 |
| NZ | 1 | 1 | 7,413 | 0 | 68 | 7,413 | 0.01 | -0.084 | -623 |
| SG | 1 | 3 | 47,300 | 0 | 15,993 | 47,300 | 0.28 | -0.004 | -1,332 |
| TH | -1 | 7 | -217,631 | -217,631 | -52,937 | 217,631 | 0.25 | -0.164 | 38,844 |
| 1 | 4 | 422,218 | 0 | 43,335 | 422,218 | 0.13 | -0.039 | -13,022 | |
| TW | -1 | 17 | -576,885 | -273,647 | -200,206 | 576,885 | 0.43 | -0.135 | 66,851 |
| 1 | 2 | 399,947 | 0 | 43,609 | 399,947 | 0.22 | -0.023 | 30,407 |