| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,232,859 | 11,423,327 | -2,018,197 | 859,648 | 394 | 200,366,691 | 0.057 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,328,093 | 6,328,093 | -6,845,866 | 308,117 |
| 1 | 5,095,234 | 5,095,234 | 4,827,669 | 551,531 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 49,056 | -334,015 | 66,439 | 768,878 | 0.40 | 0.097 | 37,082 |
| CN | 201 | -862,643 | -2,935,563 | -2,118,735 | 6,130,258 | 1.52 | 0.104 | 669,863 |
| HK | 14 | 207,957 | -5,406 | 403,391 | 514,010 | 1.51 | 0.165 | 71,930 |
| ID | 2 | 16,601 | 0 | -411 | 16,601 | -0.00 | 0.082 | 1,372 |
| IN | 9 | -324,566 | 0 | -48,271 | 595,566 | 0.14 | 0.053 | -7,263 |
| JP | 108 | -148,662 | -625,405 | -245,412 | 2,624,253 | 0.52 | 0.073 | 34,861 |
| MY | 1 | -76,624 | 0 | -31,500 | 76,624 | 0.41 | 0.016 | 1,207 |
| NZ | 2 | 10,722 | 0 | -209 | 10,722 | -0.06 | 0.136 | -1,423 |
| SG | 5 | 62,371 | -6,241 | 4,146 | 74,853 | 0.26 | 0.040 | 1,551 |
| TH | 12 | -58,304 | -126,241 | -5,930 | 502,793 | 0.17 | 0.111 | 31,906 |
| TW | 9 | -108,767 | -108,408 | -41,706 | 108,767 | 0.40 | 0.152 | 18,562 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -359,911 | -334,015 | -47,532 | 359,911 | 0.27 | -0.126 | 39,679 |
| 1 | 20 | 408,967 | 0 | 113,971 | 408,967 | 0.47 | -0.069 | -2,597 | |
| CN | -1 | 97 | -3,496,451 | -2,935,563 | -5,547,214 | 3,496,451 | 1.66 | -0.047 | 210,872 |
| 1 | 104 | 2,633,808 | 0 | 3,428,479 | 2,633,808 | 1.38 | 0.140 | 458,991 | |
| HK | -1 | 5 | -153,027 | -5,406 | -220,100 | 153,027 | 1.22 | 0.041 | -12,291 |
| 1 | 9 | 360,984 | 0 | 623,491 | 360,984 | 1.67 | 0.203 | 84,221 | |
| ID | 1 | 2 | 16,601 | 0 | -411 | 16,601 | -0.00 | 0.082 | 1,372 |
| IN | -1 | 2 | -460,066 | 0 | -66,671 | 460,066 | 0.14 | 0.023 | -19,808 |
| 1 | 7 | 135,500 | 0 | 18,401 | 135,500 | 0.14 | 0.062 | 12,545 | |
| JP | -1 | 69 | -1,386,457 | -625,405 | -830,018 | 1,386,457 | 0.60 | -0.047 | 49,909 |
| 1 | 39 | 1,237,796 | 0 | 584,606 | 1,237,796 | 0.39 | -0.031 | -15,047 | |
| MY | -1 | 1 | -76,624 | 0 | -31,500 | 76,624 | 0.41 | -0.016 | 1,207 |
| NZ | 1 | 2 | 10,722 | 0 | -209 | 10,722 | -0.06 | -0.136 | -1,423 |
| SG | -1 | 1 | -6,241 | -6,241 | -4,306 | 6,241 | 0.69 | -0.106 | 660 |
| 1 | 4 | 68,612 | 0 | 8,452 | 68,612 | 0.15 | -0.008 | 891 | |
| TH | -1 | 9 | -280,549 | -126,241 | -56,819 | 280,549 | 0.17 | -0.133 | 19,327 |
| 1 | 3 | 222,245 | 0 | 50,889 | 222,245 | 0.20 | 0.023 | 12,579 | |
| TW | -1 | 9 | -108,767 | -108,408 | -41,706 | 108,767 | 0.40 | -0.152 | 18,562 |