| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,396,797 | 14,630,343 | -2,062,849 | 427,501 | 408 | 200,616,714 | 0.073 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,013,570 | 8,013,570 | -7,391,023 | 241,807 |
| 1 | 6,616,773 | 6,616,773 | 5,328,174 | 185,694 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | 16,978 | -159,633 | 25,285 | 485,882 | 0.33 | 0.081 | 16,102 |
| CN | 209 | -329,635 | -1,500,383 | -1,178,824 | 5,848,115 | 1.54 | 0.094 | 265,718 |
| HK | 12 | -126,389 | -48,624 | -281,335 | 307,476 | 1.82 | 0.085 | -5,230 |
| IN | 3 | 11,499 | 0 | 11,862 | 53,567 | 0.30 | 0.102 | 3,057 |
| JP | 119 | -133,482 | -947,754 | -429,475 | 6,104,001 | 0.54 | 0.058 | 71,230 |
| MY | 2 | -117,386 | 0 | -7,965 | 117,386 | 0.18 | 0.040 | 2,592 |
| NZ | 2 | 4,529 | -371 | 96 | 5,271 | -0.06 | 0.106 | -367 |
| SG | 3 | 94,466 | 0 | 29,591 | 94,466 | 0.28 | 0.036 | -1,273 |
| TH | 15 | -229,779 | -290,989 | -34,514 | 824,527 | 0.16 | 0.133 | 45,418 |
| TW | 13 | -587,598 | -264,533 | -197,569 | 789,652 | 0.40 | 0.138 | 30,254 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 18 | -234,452 | -159,633 | -46,819 | 234,452 | 0.35 | -0.079 | 19,565 |
| 1 | 12 | 251,430 | 0 | 72,104 | 251,430 | 0.30 | -0.043 | -3,462 | |
| CN | -1 | 98 | -3,088,875 | -1,500,383 | -4,869,642 | 3,088,875 | 1.56 | 0.001 | 9,142 |
| 1 | 111 | 2,759,240 | 0 | 3,690,818 | 2,759,240 | 1.52 | 0.076 | 256,575 | |
| HK | -1 | 7 | -216,933 | -48,624 | -398,594 | 216,933 | 1.96 | 0.031 | -9,843 |
| 1 | 5 | 90,544 | 0 | 117,259 | 90,544 | 1.63 | 0.043 | 4,613 | |
| IN | -1 | 1 | -21,034 | 0 | -2,663 | 21,034 | 0.13 | 0.057 | -1,206 |
| 1 | 2 | 32,533 | 0 | 14,525 | 32,533 | 0.39 | 0.124 | 4,263 | |
| JP | -1 | 53 | -3,118,741 | -947,754 | -1,762,089 | 3,118,741 | 0.56 | -0.037 | 111,761 |
| 1 | 66 | 2,985,259 | 0 | 1,332,614 | 2,985,259 | 0.52 | -0.029 | -40,531 | |
| MY | -1 | 2 | -117,386 | 0 | -7,965 | 117,386 | 0.18 | -0.040 | 2,592 |
| NZ | -1 | 1 | -371 | -371 | 51 | 371 | -0.14 | -0.127 | 47 |
| 1 | 1 | 4,900 | 0 | 45 | 4,900 | 0.01 | -0.084 | -414 | |
| SG | 1 | 3 | 94,466 | 0 | 29,591 | 94,466 | 0.28 | -0.003 | -1,273 |
| TH | -1 | 13 | -527,153 | -290,989 | -61,192 | 527,153 | 0.18 | -0.143 | 57,905 |
| 1 | 2 | 297,374 | 0 | 26,678 | 297,374 | 0.06 | -0.071 | -12,487 | |
| TW | -1 | 12 | -688,625 | -264,533 | -242,110 | 688,625 | 0.39 | -0.124 | 51,844 |
| 1 | 1 | 101,027 | 0 | 44,541 | 101,027 | 0.44 | -0.214 | -21,590 |