| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 273,736 | 16,933,252 | 102,559 | 733,029 | 376 | 200,606,108 | 0.084 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,329,758 | 8,329,758 | -6,564,632 | 473,040 |
| 1 | 8,603,494 | 8,603,494 | 6,667,191 | 259,989 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | 5,826 | -114,128 | 144,928 | 1,193,652 | 0.36 | 0.104 | -18,121 |
| CN | 143 | -21,113 | -1,558,180 | -926,923 | 5,218,678 | 1.46 | 0.090 | 255,396 |
| HK | 28 | 700,100 | -84,904 | 466,112 | 1,175,726 | 1.34 | 0.116 | 119,879 |
| ID | 3 | 3,227 | 0 | -1,337 | 9,193 | -0.21 | 0.044 | 641 |
| IN | 8 | -129,702 | 0 | -18,668 | 295,971 | 0.16 | 0.066 | 9,654 |
| JP | 140 | -440,739 | -2,816,302 | 335,057 | 8,114,596 | 0.61 | 0.062 | 346,481 |
| MY | 1 | -2,223 | 0 | -1,094 | 2,223 | 0.49 | 0.061 | 136 |
| NZ | 2 | 116,134 | -123,431 | -25,614 | 362,996 | -0.08 | 0.126 | -13,129 |
| SG | 1 | 15,376 | 0 | 2,746 | 15,376 | 0.18 | 0.019 | -292 |
| TH | 16 | -204,862 | -128,789 | -34,255 | 267,252 | 0.28 | 0.088 | 15,663 |
| TW | 4 | 231,711 | -22,939 | 161,608 | 277,588 | 0.59 | 0.084 | 16,721 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -593,913 | -114,128 | -87,110 | 593,913 | 0.31 | -0.104 | 34,974 |
| 1 | 13 | 599,739 | 0 | 232,038 | 599,739 | 0.42 | -0.093 | -53,095 | |
| CN | -1 | 95 | -2,619,895 | -1,558,180 | -3,709,413 | 2,619,895 | 1.52 | -0.022 | 62,535 |
| 1 | 48 | 2,598,782 | 0 | 2,782,490 | 2,598,782 | 1.35 | 0.066 | 192,861 | |
| HK | -1 | 12 | -237,813 | -84,904 | -344,833 | 237,813 | 1.81 | 0.075 | -12,781 |
| 1 | 16 | 937,913 | 0 | 810,945 | 937,913 | 0.98 | 0.094 | 132,660 | |
| ID | -1 | 2 | -2,983 | 0 | -97 | 2,983 | -0.21 | -0.015 | 9 |
| 1 | 1 | 6,210 | 0 | -1,240 | 6,210 | -0.20 | 0.102 | 632 | |
| IN | -1 | 6 | -212,837 | 0 | -31,773 | 212,837 | 0.17 | 0.034 | -5,233 |
| 1 | 2 | 83,134 | 0 | 13,105 | 83,134 | 0.12 | 0.157 | 14,887 | |
| JP | -1 | 66 | -4,277,668 | -2,816,302 | -2,339,862 | 4,277,668 | 0.50 | -0.059 | 356,734 |
| 1 | 74 | 3,836,929 | 0 | 2,674,919 | 3,836,929 | 0.70 | -0.018 | -10,252 | |
| MY | -1 | 1 | -2,223 | 0 | -1,094 | 2,223 | 0.49 | -0.061 | 136 |
| NZ | -1 | 1 | -123,431 | -123,431 | 4,662 | 123,431 | -0.04 | -0.130 | 16,051 |
| 1 | 1 | 239,565 | 0 | -30,276 | 239,565 | -0.13 | -0.122 | -29,181 | |
| SG | 1 | 1 | 15,376 | 0 | 2,746 | 15,376 | 0.18 | -0.019 | -292 |
| TH | -1 | 15 | -236,057 | -128,789 | -44,744 | 236,057 | 0.27 | -0.081 | 17,528 |
| 1 | 1 | 31,195 | 0 | 10,489 | 31,195 | 0.34 | -0.060 | -1,865 | |
| TW | -1 | 2 | -22,939 | -22,939 | -10,368 | 22,939 | 0.45 | -0.135 | 3,087 |
| 1 | 2 | 254,649 | 0 | 171,977 | 254,649 | 0.73 | 0.034 | 13,634 |