| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,916,963 | 17,676,930 | -5,689,965 | 1,011,166 | 377 | 202,408,540 | 0.087 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -10,296,946 | 10,296,946 | -10,829,312 | 690,013 |
| 1.0 | 7,379,984 | 7,379,984 | 5,139,347 | 321,154 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | 188,037 | -1,234,100 | -192,977 | 3,505,885 | 0.41 | 0.108 | 335,772 |
| CN | 167 | -3,117,714 | -4,299,897 | -5,545,737 | 7,051,186 | 1.54 | 0.086 | 431,045 |
| HK | 21 | 177,140 | -15,816 | 98,292 | 454,697 | 1.36 | 0.140 | 36,011 |
| ID | 4 | -388,271 | 0 | -8,489 | 388,271 | 0.13 | 0.049 | 17,012 |
| IN | 3 | -183,579 | 0 | -12,482 | 504,934 | 0.14 | 0.107 | 2,228 |
| JP | 126 | 259,530 | -1,433,436 | -106,280 | 5,467,455 | 0.58 | 0.060 | 173,316 |
| MY | 2 | -18,851 | 0 | -1,791 | 18,851 | 0.26 | 0.043 | 727 |
| NZ | 1 | -10,671 | -10,671 | 403 | 10,671 | -0.04 | 0.116 | 1,237 |
| SG | 4 | 97,638 | 0 | 26,049 | 155,046 | 0.19 | 0.043 | 5,294 |
| TH | 5 | -9,185 | -15,637 | -3,214 | 22,090 | 0.29 | 0.175 | 1,845 |
| TW | 5 | 88,963 | -4,441 | 56,260 | 97,844 | 0.41 | 0.096 | 6,678 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 24 | -1,658,924 | -1,234,100 | -348,116 | 1,658,924 | 0.45 | -0.133 | 215,372 |
| 1.0 | 15 | 1,846,961 | 0 | 155,139 | 1,846,961 | 0.34 | -0.016 | 120,401 | |
| CN | -1.0 | 103 | -5,084,450 | -4,299,897 | -8,523,872 | 5,084,450 | 1.58 | -0.028 | 350,651 |
| 1.0 | 64 | 1,966,736 | 0 | 2,978,135 | 1,966,736 | 1.47 | 0.050 | 80,395 | |
| HK | -1.0 | 8 | -138,779 | -15,816 | -231,377 | 138,779 | 1.90 | 0.079 | -13,900 |
| 1.0 | 13 | 315,918 | 0 | 329,669 | 315,918 | 1.03 | 0.143 | 49,911 | |
| ID | -1.0 | 4 | -388,271 | 0 | -8,489 | 388,271 | 0.13 | -0.049 | 17,012 |
| IN | -1.0 | 2 | -344,257 | 0 | -40,960 | 344,257 | 0.12 | 0.076 | -25,183 |
| 1.0 | 1 | 160,677 | 0 | 28,478 | 160,677 | 0.18 | 0.171 | 27,411 | |
| JP | -1.0 | 55 | -2,603,963 | -1,433,436 | -1,668,180 | 2,603,963 | 0.71 | -0.044 | 140,456 |
| 1.0 | 71 | 2,863,492 | 0 | 1,561,901 | 2,863,492 | 0.49 | -0.010 | 32,860 | |
| MY | -1.0 | 2 | -18,851 | 0 | -1,791 | 18,851 | 0.26 | -0.043 | 727 |
| NZ | -1.0 | 1 | -10,671 | -10,671 | 403 | 10,671 | -0.04 | -0.116 | 1,237 |
| SG | -1.0 | 1 | -28,704 | 0 | -4,341 | 28,704 | 0.15 | 0.012 | -333 |
| 1.0 | 3 | 126,342 | 0 | 30,390 | 126,342 | 0.21 | 0.048 | 5,627 | |
| TH | -1.0 | 4 | -15,637 | -15,637 | -2,894 | 15,637 | 0.37 | -0.174 | 2,975 |
| 1.0 | 1 | 6,453 | 0 | -319 | 6,453 | -0.05 | -0.175 | -1,130 | |
| TW | -1.0 | 1 | -4,441 | -4,441 | 305 | 4,441 | -0.07 | -0.225 | 999 |
| 1.0 | 4 | 93,404 | 0 | 55,955 | 93,404 | 0.53 | 0.064 | 5,679 |