| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,001,445 | 9,010,794 | -1,916,239 | 536,443 | 307 | 200,691,642 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -5,006,119 | 5,006,119 | -4,589,498 | 343,634 |
| 1.0 | 4,004,674 | 4,004,674 | 2,673,260 | 192,809 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 24 | -52,031 | -224,068 | 59,549 | 555,615 | 0.38 | 0.105 | 27,485 |
| CN | 128 | -1,017,030 | -1,298,802 | -2,190,890 | 2,753,925 | 1.52 | 0.102 | 189,962 |
| HK | 11 | 159,916 | -15,422 | 253,710 | 200,750 | 1.26 | 0.151 | 40,039 |
| ID | 3 | 82,969 | 0 | -16,992 | 82,969 | -0.14 | 0.099 | 9,394 |
| IN | 8 | 18,399 | 0 | 17,178 | 175,781 | 0.13 | 0.074 | 10,420 |
| JP | 105 | 472,488 | -967,556 | 162,788 | 3,301,938 | 0.56 | 0.070 | 106,076 |
| MY | 2 | -407,490 | 0 | -167,608 | 407,490 | 0.47 | 0.047 | 11,515 |
| SG | 2 | 3,289 | -142 | 1,076 | 3,573 | 0.52 | 0.127 | -497 |
| TH | 14 | -136,023 | -538,641 | 37,846 | 1,017,977 | 0.24 | 0.119 | 129,463 |
| TW | 10 | -125,932 | -315,844 | -72,895 | 510,774 | 0.46 | 0.139 | 12,586 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 8 | -303,823 | -224,068 | -23,542 | 303,823 | 0.22 | -0.143 | 39,633 |
| 1.0 | 16 | 251,792 | 0 | 83,091 | 251,792 | 0.46 | -0.081 | -12,148 | |
| CN | -1.0 | 63 | -1,885,478 | -1,298,802 | -3,396,621 | 1,885,478 | 1.62 | -0.028 | 63,546 |
| 1.0 | 65 | 868,448 | 0 | 1,205,731 | 868,448 | 1.41 | 0.124 | 126,416 | |
| HK | -1.0 | 4 | -20,417 | -15,422 | -17,587 | 20,417 | 1.04 | -0.016 | 306 |
| 1.0 | 7 | 180,333 | 0 | 271,297 | 180,333 | 1.39 | 0.183 | 39,733 | |
| ID | 1.0 | 3 | 82,969 | 0 | -16,992 | 82,969 | -0.14 | 0.099 | 9,394 |
| IN | -1.0 | 3 | -78,691 | 0 | -6,268 | 78,691 | 0.10 | 0.016 | -336 |
| 1.0 | 5 | 97,090 | 0 | 23,446 | 97,090 | 0.14 | 0.081 | 10,756 | |
| JP | -1.0 | 48 | -1,414,725 | -967,556 | -742,717 | 1,414,725 | 0.65 | -0.057 | 89,536 |
| 1.0 | 57 | 1,887,213 | 0 | 905,505 | 1,887,213 | 0.47 | -0.005 | 16,541 | |
| MY | -1.0 | 2 | -407,490 | 0 | -167,608 | 407,490 | 0.47 | -0.047 | 11,515 |
| SG | -1.0 | 1 | -142 | -142 | -98 | 142 | 0.69 | -0.105 | 15 |
| 1.0 | 1 | 3,431 | 0 | 1,174 | 3,431 | 0.34 | -0.149 | -512 | |
| TH | -1.0 | 13 | -577,000 | -538,641 | -92,935 | 577,000 | 0.24 | -0.122 | 91,871 |
| 1.0 | 1 | 440,977 | 0 | 130,781 | 440,977 | 0.30 | 0.085 | 37,592 | |
| TW | -1.0 | 9 | -318,353 | -315,844 | -142,123 | 318,353 | 0.47 | -0.135 | 47,547 |
| 1.0 | 1 | 192,421 | 0 | 69,228 | 192,421 | 0.36 | -0.182 | -34,962 |