| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,517,123 | 21,341,894 | -5,872,271 | 1,318,293 | 431 | 200,730,423 | 0.106 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -12,429,509 | 12,429,509 | -11,218,733 | 842,162 |
| 1.0 | 8,912,385 | 8,912,385 | 5,346,462 | 476,131 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | 58,039 | -1,096,591 | -454,998 | 2,319,703 | 0.44 | 0.120 | 113,189 |
| CN | 180 | -4,285,416 | -3,003,862 | -4,162,760 | 8,243,576 | 1.61 | 0.085 | 191,851 |
| HK | 12 | -96,801 | -256,148 | -378,138 | 633,167 | 1.28 | 0.144 | 70,743 |
| ID | 2 | 324,675 | 0 | -64,060 | 324,675 | -0.07 | 0.098 | 37,963 |
| IN | 9 | 839,703 | 0 | 110,279 | 896,336 | 0.13 | 0.067 | 135,264 |
| JP | 152 | 219,958 | -3,305,169 | -587,472 | 7,511,353 | 0.58 | 0.079 | 614,807 |
| MY | 1 | -4,616 | 0 | -2,403 | 4,616 | 0.52 | 0.069 | 317 |
| NZ | 1 | -8,344 | -8,344 | -76 | 8,344 | 0.01 | 0.099 | 827 |
| SG | 1 | 101,046 | 0 | 22,432 | 101,046 | 0.22 | 0.014 | -1,379 |
| TH | 15 | -97,959 | -387,184 | -38,835 | 676,408 | 0.24 | 0.109 | 59,962 |
| TW | 18 | -567,409 | -482,089 | -316,240 | 622,669 | 0.45 | 0.160 | 94,748 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 35 | -1,130,832 | -1,096,591 | -582,930 | 1,130,832 | 0.47 | -0.127 | 155,277 |
| 1.0 | 5 | 1,188,871 | 0 | 127,932 | 1,188,871 | 0.23 | -0.031 | -42,088 | |
| CN | -1.0 | 124 | -6,264,496 | -3,003,862 | -7,072,810 | 6,264,496 | 1.69 | -0.001 | 67,005 |
| 1.0 | 56 | 1,979,080 | 0 | 2,910,050 | 1,979,080 | 1.42 | 0.068 | 124,845 | |
| HK | -1.0 | 9 | -364,984 | -256,148 | -550,625 | 364,984 | 1.47 | -0.058 | 45,383 |
| 1.0 | 3 | 268,183 | 0 | 172,486 | 268,183 | 0.71 | 0.028 | 25,360 | |
| ID | 1.0 | 2 | 324,675 | 0 | -64,060 | 324,675 | -0.07 | 0.098 | 37,963 |
| IN | -1.0 | 3 | -28,316 | 0 | -8,361 | 28,316 | 0.25 | 0.016 | -474 |
| 1.0 | 6 | 868,020 | 0 | 118,640 | 868,020 | 0.07 | 0.093 | 135,738 | |
| JP | -1.0 | 95 | -3,645,697 | -3,305,169 | -2,615,692 | 3,645,697 | 0.63 | -0.090 | 414,115 |
| 1.0 | 57 | 3,865,656 | 0 | 2,028,220 | 3,865,656 | 0.50 | 0.033 | 200,692 | |
| MY | -1.0 | 1 | -4,616 | 0 | -2,403 | 4,616 | 0.52 | -0.069 | 317 |
| NZ | -1.0 | 1 | -8,344 | -8,344 | -76 | 8,344 | 0.01 | -0.099 | 827 |
| SG | 1.0 | 1 | 101,046 | 0 | 22,432 | 101,046 | 0.22 | -0.014 | -1,379 |
| TH | -1.0 | 11 | -387,184 | -387,184 | -61,737 | 387,184 | 0.24 | -0.139 | 65,688 |
| 1.0 | 4 | 289,225 | 0 | 22,901 | 289,225 | 0.25 | 0.009 | -5,726 | |
| TW | -1.0 | 17 | -595,039 | -482,089 | -324,099 | 595,039 | 0.46 | -0.167 | 94,024 |
| 1.0 | 1 | 27,630 | 0 | 7,859 | 27,630 | 0.28 | 0.026 | 724 |