| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,527,180 | 10,935,901 | -4,763,394 | 380,826 | 356 | 200,817,867 | 0.054 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -6,731,540 | 6,731,540 | -6,779,998 | 387,569 |
| 1.0 | 4,204,360 | 4,204,360 | 2,016,604 | -6,742 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | -16,869 | -251,457 | -27,865 | 548,514 | 0.34 | 0.104 | 28,106 |
| CN | 153 | -2,635,074 | -2,146,598 | -4,327,591 | 3,589,441 | 1.60 | 0.072 | 64,759 |
| HK | 16 | -124,451 | -63,891 | -317,794 | 344,695 | 1.70 | 0.121 | -2,326 |
| ID | 1 | 131,021 | 0 | -26,833 | 131,021 | -0.20 | 0.123 | 16,062 |
| IN | 6 | 106,530 | 0 | 23,190 | 331,206 | 0.12 | 0.097 | 47,647 |
| JP | 123 | 361,513 | -1,492,354 | 88,696 | 4,194,269 | 0.53 | 0.072 | 140,105 |
| MY | 1 | -3,334 | 0 | -1,736 | 3,334 | 0.52 | 0.062 | 206 |
| SG | 2 | 76,428 | -5,628 | 14,333 | 87,684 | 0.46 | 0.065 | -398 |
| TH | 13 | -112,194 | -263,283 | -3,562 | 458,683 | 0.21 | 0.098 | 41,070 |
| TW | 15 | -310,751 | -738,427 | -184,233 | 1,247,053 | 0.51 | 0.129 | 45,595 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 11 | -282,691 | -251,457 | -60,545 | 282,691 | 0.34 | -0.125 | 38,828 |
| 1.0 | 15 | 265,822 | 0 | 32,680 | 265,822 | 0.34 | -0.081 | -10,722 | |
| CN | -1.0 | 129 | -3,112,258 | -2,146,598 | -4,886,742 | 3,112,258 | 1.67 | 0.017 | 11,870 |
| 1.0 | 24 | 477,184 | 0 | 559,151 | 477,184 | 1.23 | 0.104 | 52,890 | |
| HK | -1.0 | 14 | -234,573 | -63,891 | -397,873 | 234,573 | 1.77 | 0.035 | -12,029 |
| 1.0 | 2 | 110,122 | 0 | 80,080 | 110,122 | 1.20 | 0.139 | 9,703 | |
| ID | 1.0 | 1 | 131,021 | 0 | -26,833 | 131,021 | -0.20 | 0.123 | 16,062 |
| IN | -1.0 | 3 | -112,338 | 0 | -7,900 | 112,338 | 0.11 | -0.053 | 7,040 |
| 1.0 | 3 | 218,868 | 0 | 31,090 | 218,868 | 0.12 | 0.133 | 40,607 | |
| JP | -1.0 | 61 | -1,916,378 | -1,492,354 | -1,055,867 | 1,916,378 | 0.63 | -0.059 | 171,637 |
| 1.0 | 62 | 2,277,891 | 0 | 1,144,563 | 2,277,891 | 0.43 | -0.018 | -31,532 | |
| MY | -1.0 | 1 | -3,334 | 0 | -1,736 | 3,334 | 0.52 | -0.062 | 206 |
| SG | -1.0 | 1 | -5,628 | -5,628 | -3,883 | 5,628 | 0.69 | -0.116 | 655 |
| 1.0 | 1 | 82,056 | 0 | 18,216 | 82,056 | 0.22 | -0.013 | -1,053 | |
| TH | -1.0 | 11 | -285,438 | -263,283 | -19,360 | 285,438 | 0.24 | -0.111 | 46,598 |
| 1.0 | 2 | 173,245 | 0 | 15,798 | 173,245 | 0.05 | -0.028 | -5,528 | |
| TW | -1.0 | 13 | -778,902 | -738,427 | -346,091 | 778,902 | 0.54 | -0.126 | 122,764 |
| 1.0 | 2 | 468,151 | 0 | 161,859 | 468,151 | 0.31 | -0.150 | -77,169 |