| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,099,751 | 16,910,348 | -2,464,077 | 797,402 | 393 | 200,621,496 | 0.084 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,005,049 | 9,005,049 | -8,926,623 | 294,269 |
| 1 | 7,905,298 | 7,905,298 | 6,462,546 | 503,133 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | -50,814 | -147,560 | 42,893 | 876,555 | 0.39 | 0.090 | 14,598 |
| CN | 163 | -1,117,871 | -2,989,629 | -1,483,090 | 7,835,648 | 1.50 | 0.088 | 467,811 |
| HK | 31 | -202,510 | -119,455 | -941,292 | 1,053,353 | 1.66 | 0.091 | -6,961 |
| ID | 4 | -138,266 | 0 | 10,382 | 138,266 | -0.13 | 0.047 | 6,942 |
| IN | 8 | 196,060 | 0 | 6,620 | 417,083 | 0.13 | 0.084 | 43,148 |
| JP | 132 | 139,489 | -1,261,105 | -164,470 | 5,751,437 | 0.59 | 0.066 | 222,704 |
| MY | 1 | -562 | 0 | -276 | 562 | 0.49 | 0.065 | 36 |
| NZ | 1 | -33,881 | -33,881 | 1,280 | 33,881 | -0.04 | 0.103 | 3,480 |
| SG | 6 | 216,836 | -297 | 37,661 | 217,431 | 0.31 | 0.070 | 8,178 |
| TH | 11 | -137,264 | -247,211 | 8,038 | 494,203 | 0.29 | 0.089 | 23,502 |
| TW | 4 | 29,032 | -31,448 | 18,177 | 91,929 | 0.50 | 0.121 | 13,964 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -463,685 | -147,560 | -193,029 | 463,685 | 0.42 | -0.095 | 33,152 |
| 1 | 15 | 412,871 | 0 | 235,923 | 412,871 | 0.36 | -0.073 | -18,554 | |
| CN | -1 | 118 | -4,476,760 | -2,989,629 | -5,750,429 | 4,476,760 | 1.55 | -0.030 | 57,079 |
| 1 | 45 | 3,358,889 | 0 | 4,267,340 | 3,358,889 | 1.36 | 0.105 | 410,732 | |
| HK | -1 | 21 | -627,931 | -119,455 | -1,154,359 | 627,931 | 2.11 | 0.050 | -45,128 |
| 1 | 10 | 425,421 | 0 | 213,067 | 425,421 | 0.71 | 0.076 | 38,167 | |
| ID | -1 | 4 | -138,266 | 0 | 10,382 | 138,266 | -0.13 | -0.047 | 6,942 |
| IN | -1 | 5 | -110,512 | 0 | -20,687 | 110,512 | 0.19 | 0.048 | -5,133 |
| 1 | 3 | 306,571 | 0 | 27,307 | 306,571 | 0.03 | 0.144 | 48,280 | |
| JP | -1 | 79 | -2,805,974 | -1,261,105 | -1,780,657 | 2,805,974 | 0.57 | -0.065 | 196,921 |
| 1 | 53 | 2,945,463 | 0 | 1,616,187 | 2,945,463 | 0.62 | -0.025 | 25,783 | |
| MY | -1 | 1 | -562 | 0 | -276 | 562 | 0.49 | -0.065 | 36 |
| NZ | -1 | 1 | -33,881 | -33,881 | 1,280 | 33,881 | -0.04 | -0.103 | 3,480 |
| SG | -1 | 1 | -297 | -297 | -213 | 297 | 0.72 | -0.118 | 35 |
| 1 | 5 | 217,133 | 0 | 37,874 | 217,133 | 0.23 | -0.003 | 8,143 | |
| TH | -1 | 9 | -315,734 | -247,211 | -26,730 | 315,734 | 0.29 | -0.086 | 41,339 |
| 1 | 2 | 178,470 | 0 | 34,768 | 178,470 | 0.27 | -0.071 | -17,837 | |
| TW | -1 | 2 | -31,448 | -31,448 | -11,904 | 31,448 | 0.43 | -0.163 | 5,545 |
| 1 | 2 | 60,480 | 0 | 30,081 | 60,480 | 0.58 | 0.079 | 8,419 |