| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,650,535 | 18,233,382 | -1,699,178 | 1,102,996 | 386 | 202,141,902 | 0.090 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -9,941,959 | 9,941,959 | -9,207,476 | 503,269 |
| 1.0 | 8,291,424 | 8,291,424 | 7,508,298 | 599,727 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | -107,097 | -625,238 | 151,800 | 1,455,794 | 0.32 | 0.086 | 129,753 |
| CN | 169 | -998,133 | -3,649,768 | -1,786,051 | 8,087,513 | 1.53 | 0.089 | 595,037 |
| HK | 21 | 372,141 | -4,363 | 559,982 | 1,479,533 | 1.27 | 0.147 | 166,376 |
| ID | 3 | -148,309 | 0 | 3,045 | 148,309 | 0.25 | 0.049 | 12,675 |
| IN | 3 | -197,602 | 0 | -23,334 | 199,584 | 0.13 | 0.113 | -18,842 |
| JP | 133 | -747,626 | -1,808,161 | -801,548 | 6,128,382 | 0.59 | 0.058 | 159,151 |
| MY | 1 | -102,653 | 0 | -7,076 | 102,653 | 0.07 | 0.059 | 6,050 |
| NZ | 1 | -18,675 | -18,675 | 705 | 18,675 | -0.04 | 0.121 | 2,254 |
| PH | 1 | 8,889 | 0 | 2,475 | 8,889 | 0.28 | 0.220 | 1,958 |
| SG | 6 | 167,447 | 0 | 41,781 | 167,447 | 0.24 | 0.051 | 8,956 |
| TH | 9 | -105,433 | -107,812 | -19,465 | 210,086 | 0.15 | 0.121 | 9,504 |
| TW | 5 | 226,517 | 0 | 178,507 | 226,517 | 1.01 | 0.074 | 30,125 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 12 | -781,446 | -625,238 | -22,617 | 781,446 | 0.17 | -0.107 | 104,032 |
| 1.0 | 22 | 674,348 | 0 | 174,417 | 674,348 | 0.40 | -0.026 | 25,722 | |
| CN | -1.0 | 106 | -4,542,823 | -3,649,768 | -6,521,154 | 4,542,823 | 1.54 | -0.017 | 257,609 |
| 1.0 | 63 | 3,544,690 | 0 | 4,735,103 | 3,544,690 | 1.53 | 0.069 | 337,428 | |
| HK | -1.0 | 3 | -553,696 | -4,363 | -367,303 | 553,696 | 1.17 | 0.084 | -49,794 |
| 1.0 | 18 | 925,837 | 0 | 927,285 | 925,837 | 1.28 | 0.124 | 216,170 | |
| ID | -1.0 | 3 | -148,309 | 0 | 3,045 | 148,309 | 0.25 | -0.049 | 12,675 |
| IN | -1.0 | 2 | -198,593 | 0 | -23,509 | 198,593 | 0.10 | 0.096 | -18,989 |
| 1.0 | 1 | 991 | 0 | 176 | 991 | 0.18 | 0.148 | 147 | |
| JP | -1.0 | 55 | -3,438,004 | -1,808,161 | -2,241,441 | 3,438,004 | 0.61 | -0.053 | 173,538 |
| 1.0 | 78 | 2,690,378 | 0 | 1,439,894 | 2,690,378 | 0.58 | -0.015 | -14,388 | |
| MY | -1.0 | 1 | -102,653 | 0 | -7,076 | 102,653 | 0.07 | -0.059 | 6,050 |
| NZ | -1.0 | 1 | -18,675 | -18,675 | 705 | 18,675 | -0.04 | -0.121 | 2,254 |
| PH | 1.0 | 1 | 8,889 | 0 | 2,475 | 8,889 | 0.28 | 0.220 | 1,958 |
| SG | 1.0 | 6 | 167,447 | 0 | 41,781 | 167,447 | 0.24 | 0.049 | 8,956 |
| TH | -1.0 | 2 | -157,760 | -107,812 | -28,126 | 157,760 | 0.18 | -0.080 | 15,895 |
| 1.0 | 7 | 52,326 | 0 | 8,660 | 52,326 | 0.14 | -0.133 | -6,391 | |
| TW | 1.0 | 5 | 226,517 | 0 | 178,507 | 226,517 | 1.01 | 0.069 | 30,125 |