| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,627,337 | 15,923,407 | -5,188,998 | 481,680 | 375 | 200,419,513 | 0.079 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,775,372 | 8,775,372 | -10,284,526 | 369,735 |
| 1 | 7,148,035 | 7,148,035 | 5,095,528 | 111,945 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | 4,514 | -216,243 | -141,755 | 662,805 | 0.45 | 0.126 | 36,585 |
| CN | 151 | -1,195,870 | -2,937,590 | -4,160,163 | 6,246,655 | 1.67 | 0.086 | 113,230 |
| HK | 17 | -122,180 | -191,821 | -745,583 | 956,929 | 1.20 | 0.132 | 49,841 |
| ID | 1 | 96,748 | 0 | -20,445 | 96,748 | -0.21 | 0.119 | 11,501 |
| IN | 9 | 235,204 | 0 | 29,299 | 257,471 | 0.17 | 0.099 | 49,520 |
| JP | 138 | -327,783 | -2,000,077 | -85,220 | 7,107,749 | 0.57 | 0.063 | 185,520 |
| NZ | 2 | 23,034 | 0 | -1,646 | 23,034 | -0.08 | 0.145 | -3,330 |
| PH | 1 | 25,994 | 0 | 7,238 | 25,994 | 0.28 | 0.232 | 6,021 |
| SG | 2 | -34,562 | -34,562 | -19,916 | 34,562 | 0.51 | 0.141 | 4,817 |
| TH | 13 | -318,866 | -265,008 | -44,526 | 497,887 | 0.26 | 0.108 | 25,935 |
| TW | 3 | -13,571 | -13,571 | -6,281 | 13,571 | 0.54 | 0.151 | 2,041 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 24 | -329,146 | -216,243 | -186,829 | 329,146 | 0.54 | -0.133 | 38,073 |
| 1 | 14 | 333,659 | 0 | 45,074 | 333,659 | 0.28 | -0.104 | -1,489 | |
| CN | -1 | 116 | -3,721,263 | -2,937,590 | -6,818,810 | 3,721,263 | 1.82 | -0.007 | 136,928 |
| 1 | 35 | 2,525,393 | 0 | 2,658,646 | 2,525,393 | 1.18 | 0.048 | -23,698 | |
| HK | -1 | 7 | -539,554 | -191,821 | -1,019,896 | 539,554 | 2.05 | 0.058 | -36,154 |
| 1 | 10 | 417,375 | 0 | 274,313 | 417,375 | 0.60 | 0.081 | 85,995 | |
| ID | 1 | 1 | 96,748 | 0 | -20,445 | 96,748 | -0.21 | 0.119 | 11,501 |
| IN | -1 | 3 | -11,134 | 0 | -1,600 | 11,134 | 0.18 | 0.006 | -50 |
| 1 | 6 | 246,338 | 0 | 30,899 | 246,338 | 0.16 | 0.144 | 49,570 | |
| JP | -1 | 71 | -3,717,766 | -2,000,077 | -2,161,352 | 3,717,766 | 0.69 | -0.046 | 189,740 |
| 1 | 67 | 3,389,983 | 0 | 2,076,133 | 3,389,983 | 0.44 | -0.022 | -4,220 | |
| NZ | 1 | 2 | 23,034 | 0 | -1,646 | 23,034 | -0.08 | -0.145 | -3,330 |
| PH | 1 | 1 | 25,994 | 0 | 7,238 | 25,994 | 0.28 | 0.232 | 6,021 |
| SG | -1 | 2 | -34,562 | -34,562 | -19,916 | 34,562 | 0.51 | -0.141 | 4,817 |
| TH | -1 | 9 | -408,377 | -265,008 | -69,842 | 408,377 | 0.34 | -0.084 | 34,340 |
| 1 | 4 | 89,510 | 0 | 25,315 | 89,510 | 0.07 | -0.126 | -8,405 | |
| TW | -1 | 3 | -13,571 | -13,571 | -6,281 | 13,571 | 0.54 | -0.151 | 2,041 |