| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,222,373 | 17,740,020 | -1,929,861 | 1,018,476 | 388 | 200,816,030 | 0.088 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -9,481,196 | 9,481,196 | -8,544,181 | 640,504 |
| 1.0 | 8,258,823 | 8,258,823 | 6,614,320 | 377,972 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | 81,728 | -233,588 | 31,026 | 1,111,789 | 0.34 | 0.094 | 11,779 |
| CN | 182 | -621,430 | -1,839,747 | -1,604,354 | 6,512,001 | 1.50 | 0.099 | 583,313 |
| HK | 15 | 171,864 | -49,222 | 283,387 | 280,728 | 1.31 | 0.128 | 40,199 |
| ID | 1 | -2,631 | 0 | 1,354 | 2,631 | -0.51 | 0.039 | 102 |
| IN | 7 | -523,646 | 0 | -21,428 | 764,461 | 0.23 | 0.087 | -9,494 |
| JP | 126 | -1,157,113 | -3,404,844 | -1,080,831 | 7,295,434 | 0.55 | 0.071 | 480,332 |
| MY | 2 | -150,026 | 0 | -10,296 | 150,026 | 0.18 | 0.049 | 4,525 |
| NZ | 1 | 17,202 | 0 | 157 | 17,202 | 0.01 | 0.082 | -1,415 |
| SG | 1 | 8,938 | 0 | 1,984 | 8,938 | 0.22 | 0.026 | -237 |
| TH | 8 | 291,408 | -92,618 | 5,135 | 476,644 | 0.14 | 0.105 | -5,746 |
| TW | 10 | 661,334 | -146,208 | 464,005 | 1,120,165 | 0.43 | 0.145 | -84,883 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 25 | -515,031 | -233,588 | -97,558 | 515,031 | 0.30 | -0.096 | 34,620 |
| 1.0 | 10 | 596,759 | 0 | 128,583 | 596,759 | 0.43 | -0.044 | -22,841 | |
| CN | -1.0 | 104 | -3,566,715 | -1,839,747 | -5,580,983 | 3,566,715 | 1.44 | -0.018 | 80,070 |
| 1.0 | 78 | 2,945,286 | 0 | 3,976,629 | 2,945,286 | 1.59 | 0.117 | 503,243 | |
| HK | -1.0 | 4 | -54,432 | -49,222 | -48,025 | 54,432 | 1.00 | -0.046 | 4,523 |
| 1.0 | 11 | 226,296 | 0 | 331,412 | 226,296 | 1.42 | 0.140 | 35,676 | |
| ID | -1.0 | 1 | -2,631 | 0 | 1,354 | 2,631 | -0.51 | -0.039 | 102 |
| IN | -1.0 | 5 | -644,054 | 0 | -68,933 | 644,054 | 0.16 | 0.058 | -28,247 |
| 1.0 | 2 | 120,408 | 0 | 47,505 | 120,408 | 0.39 | 0.160 | 18,753 | |
| JP | -1.0 | 66 | -4,226,273 | -3,404,844 | -2,632,083 | 4,226,273 | 0.55 | -0.070 | 506,108 |
| 1.0 | 60 | 3,069,160 | 0 | 1,551,252 | 3,069,160 | 0.56 | -0.025 | -25,775 | |
| MY | -1.0 | 2 | -150,026 | 0 | -10,296 | 150,026 | 0.18 | -0.049 | 4,525 |
| NZ | 1.0 | 1 | 17,202 | 0 | 157 | 17,202 | 0.01 | -0.082 | -1,415 |
| SG | 1.0 | 1 | 8,938 | 0 | 1,984 | 8,938 | 0.22 | -0.026 | -237 |
| TH | -1.0 | 4 | -92,618 | -92,618 | -17,827 | 92,618 | 0.15 | -0.165 | 15,852 |
| 1.0 | 4 | 384,026 | 0 | 22,962 | 384,026 | 0.13 | -0.038 | -21,598 | |
| TW | -1.0 | 8 | -229,415 | -146,208 | -89,831 | 229,415 | 0.40 | -0.138 | 22,952 |
| 1.0 | 2 | 890,749 | 0 | 553,837 | 890,749 | 0.56 | -0.134 | -107,834 |