| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,783,541 | 21,002,098 | -6,157,477 | 1,450,683 | 435 | 201,050,190 | 0.104 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -12,392,819 | 12,392,819 | -11,791,071 | 886,785 |
| 1.0 | 8,609,279 | 8,609,279 | 5,633,594 | 563,898 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 42 | 46,455 | -772,899 | -370,993 | 2,166,936 | 0.40 | 0.111 | 62,045 |
| CN | 195 | -4,566,586 | -4,918,944 | -4,714,969 | 9,607,161 | 1.58 | 0.097 | 665,936 |
| HK | 14 | -152,664 | -235,773 | -423,220 | 626,904 | 1.27 | 0.132 | 54,270 |
| ID | 1 | 207,280 | 0 | -42,451 | 207,280 | -0.20 | 0.118 | 24,476 |
| IN | 8 | 671,851 | 0 | 90,567 | 792,371 | 0.16 | 0.062 | 116,231 |
| JP | 139 | 230,959 | -2,290,989 | -474,599 | 6,174,754 | 0.59 | 0.080 | 417,577 |
| MY | 1 | -13,428 | 0 | -6,992 | 13,428 | 0.52 | 0.069 | 922 |
| NZ | 1 | -8,344 | -8,344 | -76 | 8,344 | 0.01 | 0.099 | 827 |
| SG | 3 | 243,083 | 0 | 53,774 | 243,083 | 0.25 | 0.027 | -3,383 |
| TH | 12 | -30,001 | -265,512 | -22,655 | 501,023 | 0.22 | 0.124 | 38,076 |
| TW | 19 | -412,145 | -319,892 | -245,864 | 660,814 | 0.50 | 0.147 | 73,704 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 37 | -1,060,240 | -772,899 | -501,374 | 1,060,240 | 0.43 | -0.118 | 112,668 |
| 1.0 | 5 | 1,106,696 | 0 | 130,381 | 1,106,696 | 0.16 | -0.044 | -50,623 | |
| CN | -1.0 | 119 | -7,086,873 | -4,918,944 | -8,169,241 | 7,086,873 | 1.65 | -0.040 | 310,729 |
| 1.0 | 76 | 2,520,287 | 0 | 3,454,272 | 2,520,287 | 1.48 | 0.127 | 355,207 | |
| HK | -1.0 | 9 | -389,784 | -235,773 | -587,684 | 389,784 | 1.47 | -0.058 | 37,958 |
| 1.0 | 5 | 237,120 | 0 | 164,464 | 237,120 | 0.90 | 0.040 | 16,312 | |
| ID | 1.0 | 1 | 207,280 | 0 | -42,451 | 207,280 | -0.20 | 0.118 | 24,476 |
| IN | -1.0 | 4 | -60,260 | 0 | -12,501 | 60,260 | 0.22 | 0.015 | -958 |
| 1.0 | 4 | 732,111 | 0 | 103,068 | 732,111 | 0.10 | 0.108 | 117,189 | |
| JP | -1.0 | 88 | -2,971,897 | -2,290,989 | -2,189,524 | 2,971,897 | 0.63 | -0.081 | 308,310 |
| 1.0 | 51 | 3,202,857 | 0 | 1,714,925 | 3,202,857 | 0.52 | 0.015 | 109,267 | |
| MY | -1.0 | 1 | -13,428 | 0 | -6,992 | 13,428 | 0.52 | -0.069 | 922 |
| NZ | -1.0 | 1 | -8,344 | -8,344 | -76 | 8,344 | 0.01 | -0.099 | 827 |
| SG | 1.0 | 3 | 243,083 | 0 | 53,774 | 243,083 | 0.25 | -0.027 | -3,383 |
| TH | -1.0 | 9 | -265,512 | -265,512 | -42,451 | 265,512 | 0.27 | -0.151 | 45,884 |
| 1.0 | 3 | 235,511 | 0 | 19,796 | 235,511 | 0.06 | -0.014 | -7,808 | |
| TW | -1.0 | 18 | -536,479 | -319,892 | -281,228 | 536,479 | 0.52 | -0.154 | 70,445 |
| 1.0 | 1 | 124,335 | 0 | 35,364 | 124,335 | 0.28 | 0.026 | 3,260 |