| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,721,555 | 17,195,064 | -2,223,675 | 1,242,025 | 370 | 201,898,757 | 0.085 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -9,458,309 | 9,458,309 | -8,317,134 | 509,231 |
| 1.0 | 7,736,755 | 7,736,755 | 6,093,459 | 732,794 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | -74,276 | -106,647 | 88,736 | 751,087 | 0.45 | 0.071 | 8,392 |
| CN | 156 | -1,397,187 | -3,910,715 | -2,792,879 | 7,100,124 | 1.52 | 0.091 | 697,092 |
| HK | 35 | 554,565 | -186,769 | 385,816 | 1,463,046 | 1.42 | 0.122 | 218,279 |
| IN | 3 | -975,432 | 0 | -89,352 | 1,085,684 | 0.13 | 0.053 | 3,729 |
| JP | 131 | 11,432 | -2,281,935 | 147,849 | 6,321,437 | 0.55 | 0.064 | 303,680 |
| MY | 1 | -12,597 | 0 | -6,198 | 12,597 | 0.49 | 0.073 | 926 |
| NZ | 1 | -5,545 | -5,545 | 209 | 5,545 | -0.04 | 0.119 | 659 |
| SG | 2 | -21,503 | -21,611 | -15,476 | 21,720 | 0.40 | 0.080 | 2,568 |
| TH | 6 | 74,310 | -104,409 | -2,979 | 283,127 | 0.13 | 0.115 | 11,673 |
| TW | 5 | 124,679 | -13,010 | 60,598 | 150,698 | 0.43 | 0.092 | -4,972 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 12 | -412,682 | -106,647 | -55,753 | 412,682 | 0.26 | -0.068 | 15,575 |
| 1.0 | 18 | 338,405 | 0 | 144,489 | 338,405 | 0.57 | -0.034 | -7,184 | |
| CN | -1.0 | 114 | -4,248,655 | -3,910,715 | -6,032,984 | 4,248,655 | 1.57 | -0.039 | 231,481 |
| 1.0 | 42 | 2,851,468 | 0 | 3,240,105 | 2,851,468 | 1.37 | 0.126 | 465,611 | |
| HK | -1.0 | 16 | -454,241 | -186,769 | -610,135 | 454,241 | 1.70 | 0.043 | -21,466 |
| 1.0 | 19 | 1,008,805 | 0 | 995,951 | 1,008,805 | 1.19 | 0.152 | 239,745 | |
| IN | -1.0 | 2 | -1,030,558 | 0 | -99,122 | 1,030,558 | 0.10 | 0.005 | -3,205 |
| 1.0 | 1 | 55,126 | 0 | 9,770 | 55,126 | 0.18 | 0.126 | 6,934 | |
| JP | -1.0 | 69 | -3,155,003 | -2,281,935 | -1,484,122 | 3,155,003 | 0.56 | -0.072 | 267,835 |
| 1.0 | 62 | 3,166,435 | 0 | 1,631,971 | 3,166,435 | 0.53 | -0.006 | 35,845 | |
| MY | -1.0 | 1 | -12,597 | 0 | -6,198 | 12,597 | 0.49 | -0.073 | 926 |
| NZ | -1.0 | 1 | -5,545 | -5,545 | 209 | 5,545 | -0.04 | -0.119 | 659 |
| SG | -1.0 | 1 | -21,611 | -21,611 | -15,485 | 21,611 | 0.72 | -0.119 | 2,563 |
| 1.0 | 1 | 108 | 0 | 9 | 108 | 0.09 | 0.041 | 4 | |
| TH | -1.0 | 4 | -104,409 | -104,409 | -7,066 | 104,409 | 0.19 | -0.145 | 13,456 |
| 1.0 | 2 | 178,718 | 0 | 4,086 | 178,718 | 0.02 | 0.003 | -1,782 | |
| TW | -1.0 | 1 | -13,010 | -13,010 | -6,478 | 13,010 | 0.50 | -0.108 | 1,407 |
| 1.0 | 4 | 137,688 | 0 | 67,076 | 137,688 | 0.41 | 0.028 | -6,380 |