| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -418,606 | 13,327,824 | -74,173 | 478,307 | 335 | 200,552,240 | 0.066 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,873,215 | 6,873,215 | -5,886,167 | 140,674 |
| 1 | 6,454,609 | 6,454,609 | 5,811,994 | 337,633 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | -27,971 | -254,367 | 842 | 982,720 | 0.40 | 0.093 | -5,437 |
| CN | 128 | -913,697 | -1,435,900 | -1,058,613 | 4,995,557 | 1.51 | 0.087 | 155,404 |
| HK | 22 | 417,460 | -37,288 | 492,473 | 1,254,162 | 1.49 | 0.115 | 147,880 |
| ID | 2 | -22,330 | 0 | -924 | 22,330 | 0.27 | 0.053 | 1,330 |
| IN | 3 | -314,179 | 0 | -29,655 | 403,589 | 0.12 | 0.085 | -21,620 |
| JP | 117 | 20,345 | -1,561,511 | 347,633 | 4,669,540 | 0.57 | 0.068 | 215,733 |
| MY | 1 | -12,062 | 0 | -831 | 12,062 | 0.07 | 0.042 | 505 |
| NZ | 1 | -2,666 | -2,666 | 101 | 2,666 | -0.04 | 0.117 | 312 |
| SG | 8 | 45,089 | 0 | 14,815 | 145,048 | 0.23 | 0.043 | 3,655 |
| TH | 7 | -135,040 | -155,354 | -42,612 | 259,617 | 0.23 | 0.113 | 17,966 |
| TW | 9 | 526,444 | -27,045 | 202,598 | 580,534 | 0.52 | 0.088 | -37,419 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 26 | -505,345 | -254,367 | -138,583 | 505,345 | 0.40 | -0.104 | 30,841 |
| 1 | 11 | 477,375 | 0 | 139,425 | 477,375 | 0.39 | -0.012 | -36,278 | |
| CN | -1 | 82 | -2,954,627 | -1,435,900 | -3,999,858 | 2,954,627 | 1.51 | -0.018 | -37,615 |
| 1 | 46 | 2,040,930 | 0 | 2,941,246 | 2,040,930 | 1.50 | 0.077 | 193,018 | |
| HK | -1 | 9 | -418,351 | -37,288 | -505,332 | 418,351 | 1.65 | 0.042 | -42,302 |
| 1 | 13 | 835,811 | 0 | 997,805 | 835,811 | 1.38 | 0.134 | 190,182 | |
| ID | -1 | 2 | -22,330 | 0 | -924 | 22,330 | 0.27 | -0.053 | 1,330 |
| IN | -1 | 2 | -358,884 | 0 | -36,683 | 358,884 | 0.10 | 0.074 | -26,461 |
| 1 | 1 | 44,705 | 0 | 7,028 | 44,705 | 0.16 | 0.108 | 4,841 | |
| JP | -1 | 69 | -2,324,598 | -1,561,511 | -1,139,930 | 2,324,598 | 0.54 | -0.074 | 186,536 |
| 1 | 48 | 2,344,943 | 0 | 1,487,563 | 2,344,943 | 0.62 | -0.003 | 29,196 | |
| MY | -1 | 1 | -12,062 | 0 | -831 | 12,062 | 0.07 | -0.042 | 505 |
| NZ | -1 | 1 | -2,666 | -2,666 | 101 | 2,666 | -0.04 | -0.117 | 312 |
| SG | -1 | 1 | -49,980 | 0 | -7,559 | 49,980 | 0.15 | -0.008 | 400 |
| 1 | 7 | 95,068 | 0 | 22,374 | 95,068 | 0.24 | 0.036 | 3,255 | |
| TH | -1 | 4 | -197,328 | -155,354 | -45,700 | 197,328 | 0.27 | -0.125 | 23,552 |
| 1 | 3 | 62,289 | 0 | 3,088 | 62,289 | 0.19 | -0.096 | -5,586 | |
| TW | -1 | 2 | -27,045 | -27,045 | -10,867 | 27,045 | 0.41 | -0.131 | 3,576 |
| 1 | 7 | 553,489 | 0 | 213,465 | 553,489 | 0.55 | 0.039 | -40,995 |