| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,096,037 | 20,271,883 | -1,294,755 | 820,982 | 401 | 200,456,456 | 0.101 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,683,960 | 10,683,960 | -8,741,830 | 230,974 |
| 1 | 9,587,923 | 9,587,923 | 7,447,075 | 590,009 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | 64,332 | -1,392,080 | -255,415 | 2,982,165 | 0.41 | 0.114 | 262,101 |
| CN | 157 | -1,499,142 | -957,009 | -63,072 | 8,370,127 | 1.49 | 0.077 | -74,593 |
| HK | 15 | 407,069 | -19,737 | 196,667 | 674,991 | 1.30 | 0.092 | 92,196 |
| ID | 1 | 25,355 | 0 | 1,545 | 25,355 | 0.06 | 0.075 | 1,891 |
| IN | 11 | 189,341 | 0 | 11,592 | 444,962 | 0.13 | 0.055 | 40,003 |
| JP | 149 | -205,122 | -3,509,100 | -1,099,345 | 7,297,300 | 0.57 | 0.070 | 454,705 |
| NZ | 1 | -14,598 | -14,598 | -133 | 14,598 | 0.01 | 0.128 | 1,863 |
| SG | 4 | 34,898 | -16,952 | -3,914 | 68,803 | 0.29 | 0.055 | 2,648 |
| TH | 14 | 44,747 | -54,794 | 2,325 | 250,665 | 0.26 | 0.080 | 13,686 |
| TW | 11 | -142,919 | -142,919 | -85,003 | 142,919 | 0.56 | 0.187 | 26,482 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 30 | -1,458,917 | -1,392,080 | -404,494 | 1,458,917 | 0.47 | -0.134 | 194,142 |
| 1 | 8 | 1,523,249 | 0 | 149,079 | 1,523,249 | 0.20 | 0.013 | 67,959 | |
| CN | -1 | 94 | -4,934,634 | -957,009 | -5,167,934 | 4,934,634 | 1.57 | 0.059 | -356,651 |
| 1 | 63 | 3,435,492 | 0 | 5,104,862 | 3,435,492 | 1.39 | 0.036 | 282,058 | |
| HK | -1 | 5 | -133,961 | -19,737 | -193,861 | 133,961 | 1.78 | 0.054 | -8,073 |
| 1 | 10 | 541,030 | 0 | 390,529 | 541,030 | 1.05 | 0.072 | 100,269 | |
| ID | 1 | 1 | 25,355 | 0 | 1,545 | 25,355 | 0.06 | 0.075 | 1,891 |
| IN | -1 | 3 | -127,810 | 0 | -18,903 | 127,810 | 0.14 | -0.019 | 6,977 |
| 1 | 8 | 317,152 | 0 | 30,495 | 317,152 | 0.12 | 0.058 | 33,027 | |
| JP | -1 | 79 | -3,751,211 | -3,509,100 | -2,832,276 | 3,751,211 | 0.68 | -0.081 | 354,635 |
| 1 | 70 | 3,546,089 | 0 | 1,732,931 | 3,546,089 | 0.43 | 0.008 | 100,070 | |
| NZ | -1 | 1 | -14,598 | -14,598 | -133 | 14,598 | 0.01 | -0.128 | 1,863 |
| SG | -1 | 1 | -16,952 | -16,952 | -11,696 | 16,952 | 0.69 | -0.130 | 2,211 |
| 1 | 3 | 51,851 | 0 | 7,782 | 51,851 | 0.15 | 0.012 | 437 | |
| TH | -1 | 7 | -102,959 | -54,794 | -27,528 | 102,959 | 0.28 | -0.133 | 9,389 |
| 1 | 7 | 147,706 | 0 | 29,853 | 147,706 | 0.24 | 0.015 | 4,297 | |
| TW | -1 | 11 | -142,919 | -142,919 | -85,003 | 142,919 | 0.56 | -0.187 | 26,482 |