| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 423,743 | 12,722,905 | -986,003 | 656,902 | 323 | 200,592,580 | 0.063 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,149,581 | 6,149,581 | -4,887,511 | 403,619 |
| 1 | 6,573,324 | 6,573,324 | 3,901,508 | 253,283 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | -537 | -438,302 | 252,571 | 2,332,883 | 0.40 | 0.083 | 11,525 |
| CN | 121 | -1,064,465 | -1,859,339 | -1,696,355 | 3,456,497 | 1.53 | 0.103 | 276,654 |
| HK | 21 | 380,552 | -33,326 | 238,230 | 564,030 | 1.25 | 0.135 | 96,257 |
| IN | 3 | 203,446 | 0 | 45,442 | 659,227 | 0.16 | 0.107 | 77,586 |
| JP | 120 | 293,991 | -1,351,756 | 241,715 | 4,549,893 | 0.56 | 0.071 | 209,248 |
| MY | 1 | -327 | 0 | -161 | 327 | 0.49 | 0.044 | 14 |
| NZ | 1 | 21,467 | 0 | -811 | 21,467 | -0.04 | 0.144 | -3,094 |
| SG | 4 | 4,646 | 0 | 1,098 | 4,646 | 0.25 | 0.051 | 217 |
| TH | 12 | 578,343 | -267,633 | -69,546 | 1,113,609 | 0.14 | 0.129 | -14,407 |
| TW | 3 | 6,628 | -6,849 | 1,813 | 20,326 | 0.48 | 0.164 | 2,903 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 8 | -1,166,710 | -438,302 | -98,499 | 1,166,710 | 0.26 | -0.075 | 84,720 |
| 1 | 29 | 1,166,173 | 0 | 351,070 | 1,166,173 | 0.43 | -0.073 | -73,196 | |
| CN | -1 | 69 | -2,260,481 | -1,859,339 | -3,377,883 | 2,260,481 | 1.48 | -0.041 | 163,589 |
| 1 | 52 | 1,196,016 | 0 | 1,681,528 | 1,196,016 | 1.59 | 0.106 | 113,065 | |
| HK | -1 | 6 | -91,739 | -33,326 | -121,530 | 91,739 | 1.82 | 0.037 | -4,941 |
| 1 | 15 | 472,291 | 0 | 359,760 | 472,291 | 1.02 | 0.150 | 101,197 | |
| IN | -1 | 1 | -227,891 | 0 | -31,004 | 227,891 | 0.14 | 0.043 | -9,803 |
| 1 | 2 | 431,336 | 0 | 76,446 | 431,336 | 0.17 | 0.140 | 87,389 | |
| JP | -1 | 83 | -2,127,951 | -1,351,756 | -1,199,790 | 2,127,951 | 0.59 | -0.072 | 129,848 |
| 1 | 37 | 2,421,942 | 0 | 1,441,505 | 2,421,942 | 0.48 | -0.000 | 79,400 | |
| MY | -1 | 1 | -327 | 0 | -161 | 327 | 0.49 | -0.044 | 14 |
| NZ | 1 | 1 | 21,467 | 0 | -811 | 21,467 | -0.04 | -0.144 | -3,094 |
| SG | 1 | 4 | 4,646 | 0 | 1,098 | 4,646 | 0.25 | 0.042 | 217 |
| TH | -1 | 8 | -267,633 | -267,633 | -55,029 | 267,633 | 0.20 | -0.142 | 38,880 |
| 1 | 4 | 845,976 | 0 | -14,517 | 845,976 | 0.02 | 0.012 | -53,287 | |
| TW | -1 | 2 | -6,849 | -6,849 | -3,616 | 6,849 | 0.51 | -0.188 | 1,312 |
| 1 | 1 | 13,477 | 0 | 5,429 | 13,477 | 0.40 | 0.118 | 1,592 |