| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,273,382 | 15,869,211 | -2,793,610 | 706,447 | 388 | 200,891,772 | 0.079 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -8,571,297 | 8,571,297 | -8,475,749 | 425,924 |
| 1.0 | 7,297,915 | 7,297,915 | 5,682,139 | 280,523 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | -21,043 | -225,169 | -53,200 | 1,040,909 | 0.35 | 0.091 | 41,854 |
| CN | 177 | -1,955,198 | -2,250,661 | -3,215,440 | 6,152,906 | 1.50 | 0.095 | 255,826 |
| HK | 15 | 576,467 | -32,259 | 798,834 | 702,373 | 1.55 | 0.101 | 102,718 |
| IN | 5 | -100,740 | 0 | 14,345 | 312,615 | 0.23 | 0.086 | 7,429 |
| JP | 123 | -130,391 | -2,141,320 | -572,021 | 5,973,892 | 0.57 | 0.068 | 319,404 |
| MY | 3 | -38,785 | 0 | -2,950 | 38,785 | 0.14 | 0.044 | 1,338 |
| NZ | 1 | -3,343 | -3,343 | 460 | 3,343 | -0.14 | 0.114 | 380 |
| SG | 2 | -91,892 | -100,083 | -18,876 | 108,273 | 0.32 | 0.073 | 11,341 |
| TH | 13 | 386,062 | -65,932 | 77,550 | 517,926 | 0.17 | 0.085 | 595 |
| TW | 17 | 105,482 | -232,768 | 177,689 | 1,018,189 | 0.37 | 0.135 | -34,437 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 22 | -530,976 | -225,169 | -135,459 | 530,976 | 0.28 | -0.084 | 31,600 |
| 1.0 | 10 | 509,933 | 0 | 82,259 | 509,933 | 0.52 | -0.065 | 10,253 | |
| CN | -1.0 | 96 | -4,054,052 | -2,250,661 | -6,002,428 | 4,054,052 | 1.51 | -0.008 | 19,372 |
| 1.0 | 81 | 2,098,854 | 0 | 2,786,989 | 2,098,854 | 1.48 | 0.093 | 236,454 | |
| HK | -1.0 | 4 | -62,953 | -32,259 | -121,457 | 62,953 | 1.94 | 0.010 | -445 |
| 1.0 | 11 | 639,420 | 0 | 920,291 | 639,420 | 1.41 | 0.102 | 103,163 | |
| IN | -1.0 | 3 | -206,677 | 0 | -26,085 | 206,677 | 0.12 | 0.038 | -9,459 |
| 1.0 | 2 | 105,937 | 0 | 40,429 | 105,937 | 0.39 | 0.157 | 16,888 | |
| JP | -1.0 | 55 | -3,052,142 | -2,141,320 | -1,977,714 | 3,052,142 | 0.56 | -0.065 | 309,087 |
| 1.0 | 68 | 2,921,751 | 0 | 1,405,693 | 2,921,751 | 0.57 | -0.026 | 10,317 | |
| MY | -1.0 | 3 | -38,785 | 0 | -2,950 | 38,785 | 0.14 | -0.044 | 1,338 |
| NZ | -1.0 | 1 | -3,343 | -3,343 | 460 | 3,343 | -0.14 | -0.114 | 380 |
| SG | -1.0 | 1 | -100,083 | -100,083 | -22,218 | 100,083 | 0.22 | -0.116 | 11,589 |
| 1.0 | 1 | 8,190 | 0 | 3,342 | 8,190 | 0.41 | -0.030 | -249 | |
| TH | -1.0 | 4 | -65,932 | -65,932 | -11,777 | 65,932 | 0.15 | -0.141 | 9,754 |
| 1.0 | 9 | 451,994 | 0 | 89,328 | 451,994 | 0.18 | -0.024 | -9,159 | |
| TW | -1.0 | 16 | -456,354 | -232,768 | -176,119 | 456,354 | 0.36 | -0.125 | 52,706 |
| 1.0 | 1 | 561,835 | 0 | 353,808 | 561,835 | 0.63 | -0.155 | -87,144 |