| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,750,538 | 13,890,378 | -3,916,979 | 474,833 | 395 | 201,508,120 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -8,320,458 | 8,320,458 | -8,078,566 | 300,546 |
| 1.0 | 5,569,920 | 5,569,920 | 4,161,587 | 174,287 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | 16,236 | -458,869 | -118,066 | 1,216,390 | 0.39 | 0.123 | 105,671 |
| CN | 158 | -2,801,210 | -3,402,676 | -2,888,755 | 6,725,050 | 1.58 | 0.085 | 213,114 |
| HK | 18 | 117,048 | -10,112 | -361,400 | 890,904 | 1.47 | 0.107 | 42,089 |
| ID | 2 | 28,413 | 0 | 1,109 | 28,413 | -0.00 | 0.086 | 2,459 |
| IN | 6 | -59,771 | 0 | -11,002 | 167,636 | 0.14 | 0.060 | 8,038 |
| JP | 138 | 55,920 | -1,238,044 | -414,432 | 4,337,846 | 0.58 | 0.070 | 64,515 |
| MY | 1 | -1,687 | 0 | -878 | 1,687 | 0.52 | 0.057 | 97 |
| NZ | 2 | 13,171 | 0 | -1,791 | 13,171 | -0.06 | 0.129 | -1,649 |
| SG | 4 | 64,841 | 0 | 14,492 | 64,841 | 0.21 | 0.037 | 615 |
| TH | 14 | -23,191 | -128,303 | -18,946 | 240,375 | 0.29 | 0.096 | 17,427 |
| TW | 14 | -160,308 | -91,666 | -117,309 | 204,065 | 0.51 | 0.155 | 22,457 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 33 | -600,077 | -458,869 | -177,721 | 600,077 | 0.42 | -0.135 | 75,070 |
| 1.0 | 5 | 616,313 | 0 | 59,655 | 616,313 | 0.20 | 0.031 | 30,601 | |
| CN | -1.0 | 124 | -4,763,130 | -3,402,676 | -5,709,411 | 4,763,130 | 1.65 | 0.037 | 109,861 |
| 1.0 | 34 | 1,961,920 | 0 | 2,820,656 | 1,961,920 | 1.34 | 0.024 | 103,253 | |
| HK | -1.0 | 9 | -386,928 | -10,112 | -706,788 | 386,928 | 2.14 | 0.089 | -44,679 |
| 1.0 | 9 | 503,976 | 0 | 345,388 | 503,976 | 0.81 | 0.043 | 86,768 | |
| ID | 1.0 | 2 | 28,413 | 0 | 1,109 | 28,413 | -0.00 | 0.086 | 2,459 |
| IN | -1.0 | 3 | -113,703 | 0 | -16,792 | 113,703 | 0.14 | -0.013 | 2,027 |
| 1.0 | 3 | 53,932 | 0 | 5,789 | 53,932 | 0.13 | 0.079 | 6,011 | |
| JP | -1.0 | 82 | -2,140,963 | -1,238,044 | -1,308,889 | 2,140,963 | 0.68 | -0.059 | 116,103 |
| 1.0 | 56 | 2,196,883 | 0 | 894,458 | 2,196,883 | 0.42 | -0.014 | -51,588 | |
| MY | -1.0 | 1 | -1,687 | 0 | -878 | 1,687 | 0.52 | -0.057 | 97 |
| NZ | 1.0 | 2 | 13,171 | 0 | -1,791 | 13,171 | -0.06 | -0.129 | -1,649 |
| SG | 1.0 | 4 | 64,841 | 0 | 14,492 | 64,841 | 0.21 | 0.007 | 615 |
| TH | -1.0 | 9 | -131,783 | -128,303 | -32,108 | 131,783 | 0.26 | -0.126 | 19,159 |
| 1.0 | 5 | 108,592 | 0 | 13,162 | 108,592 | 0.33 | 0.019 | -1,732 | |
| TW | -1.0 | 13 | -182,187 | -91,666 | -125,978 | 182,187 | 0.52 | -0.165 | 22,908 |
| 1.0 | 1 | 21,878 | 0 | 8,668 | 21,878 | 0.40 | -0.021 | -451 |