| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -464,167 | 15,849,192 | -585,578 | 1,010,710 | 412 | 200,611,827 | 0.079 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -8,156,680 | 8,156,680 | -7,877,668 | 371,400 |
| 1.0 | 7,692,512 | 7,692,512 | 7,292,090 | 639,310 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | 39,946 | -79,288 | 5,669 | 493,758 | 0.37 | 0.093 | -2,792 |
| CN | 199 | 119,093 | -2,346,388 | -940,496 | 7,852,845 | 1.54 | 0.109 | 764,543 |
| HK | 17 | 9,031 | -85,004 | -19,843 | 410,930 | 1.42 | 0.116 | 24,140 |
| ID | 1 | -172 | 0 | 89 | 172 | -0.51 | 0.042 | 7 |
| IN | 5 | -186,743 | 0 | -21,972 | 280,983 | 0.20 | 0.074 | -7,435 |
| JP | 125 | -480,801 | -1,546,933 | 281,010 | 5,637,697 | 0.55 | 0.067 | 233,441 |
| MY | 3 | -28,612 | 0 | -985 | 28,612 | 0.13 | 0.048 | 842 |
| NZ | 2 | -15,629 | -15,629 | 2,008 | 15,629 | -0.06 | 0.106 | 1,936 |
| SG | 4 | -30,924 | -39,536 | -4,311 | 48,147 | 0.24 | 0.074 | 4,213 |
| TH | 14 | 51,812 | -278,038 | 14,009 | 607,888 | 0.20 | 0.098 | 21,095 |
| TW | 13 | 58,831 | -83,659 | 99,245 | 472,530 | 0.41 | 0.138 | -29,280 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 12 | -226,906 | -79,288 | -54,839 | 226,906 | 0.29 | -0.087 | 17,238 |
| 1.0 | 17 | 266,852 | 0 | 60,507 | 266,852 | 0.43 | -0.084 | -20,030 | |
| CN | -1.0 | 75 | -3,866,876 | -2,346,388 | -5,942,688 | 3,866,876 | 1.62 | -0.049 | 73,898 |
| 1.0 | 124 | 3,985,969 | 0 | 5,002,192 | 3,985,969 | 1.50 | 0.104 | 690,646 | |
| HK | -1.0 | 7 | -200,949 | -85,004 | -330,262 | 200,949 | 1.28 | -0.027 | -7,663 |
| 1.0 | 10 | 209,981 | 0 | 310,419 | 209,981 | 1.52 | 0.123 | 31,803 | |
| ID | -1.0 | 1 | -172 | 0 | 89 | 172 | -0.51 | -0.042 | 7 |
| IN | -1.0 | 2 | -233,863 | 0 | -26,871 | 233,863 | 0.12 | 0.036 | -11,045 |
| 1.0 | 3 | 47,120 | 0 | 4,899 | 47,120 | 0.25 | 0.098 | 3,610 | |
| JP | -1.0 | 64 | -3,059,249 | -1,546,933 | -1,422,818 | 3,059,249 | 0.49 | -0.065 | 245,970 |
| 1.0 | 61 | 2,578,448 | 0 | 1,703,828 | 2,578,448 | 0.62 | -0.037 | -12,530 | |
| MY | -1.0 | 3 | -28,612 | 0 | -985 | 28,612 | 0.13 | -0.048 | 842 |
| NZ | -1.0 | 2 | -15,629 | -15,629 | 2,008 | 15,629 | -0.06 | -0.106 | 1,936 |
| SG | -1.0 | 2 | -39,536 | -39,536 | -7,744 | 39,536 | 0.17 | -0.114 | 4,494 |
| 1.0 | 2 | 8,611 | 0 | 3,434 | 8,611 | 0.30 | -0.035 | -281 | |
| TH | -1.0 | 6 | -278,038 | -278,038 | -26,736 | 278,038 | 0.18 | -0.147 | 34,789 |
| 1.0 | 8 | 329,850 | 0 | 40,745 | 329,850 | 0.22 | -0.034 | -13,694 | |
| TW | -1.0 | 11 | -206,850 | -83,659 | -66,821 | 206,850 | 0.40 | -0.123 | 10,934 |
| 1.0 | 2 | 265,681 | 0 | 166,067 | 265,681 | 0.50 | -0.144 | -40,214 |