| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -380,308 | 17,204,312 | -768,582 | 939,020 | 383 | 235,897,889 | 0.073 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,792,310 | 8,792,310 | -6,920,216 | 403,997 |
| 1 | 8,412,002 | 8,412,002 | 6,151,634 | 535,023 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | 21,858 | -358,669 | -118,292 | 1,480,472 | 0.39 | 0.091 | 27,815 |
| CN | 162 | 29,622 | -1,970,956 | 76,977 | 5,784,695 | 1.51 | 0.095 | 312,271 |
| HK | 15 | -675,903 | -134,409 | -710,332 | 914,622 | 1.80 | 0.063 | 15,493 |
| ID | 2 | -159,161 | 0 | 50,112 | 427,917 | -0.10 | 0.102 | 43,558 |
| IN | 12 | 445,489 | 0 | -12,195 | 1,714,093 | 0.20 | 0.087 | 173,102 |
| JP | 137 | -329,989 | -1,254,116 | -40,627 | 5,421,883 | 0.58 | 0.073 | 261,431 |
| NZ | 2 | 25,400 | 0 | -2,464 | 25,400 | -0.11 | 0.177 | -4,561 |
| SG | 1 | -15,056 | -15,056 | -3,805 | 15,056 | 0.25 | 0.120 | 1,810 |
| TH | 11 | 135,030 | -93,504 | -99,753 | 1,187,413 | 0.19 | 0.129 | 74,096 |
| TW | 6 | 142,404 | -45,179 | 91,797 | 232,762 | 0.49 | 0.159 | 34,004 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 24 | -729,307 | -358,669 | -217,099 | 729,307 | 0.34 | -0.101 | 49,613 |
| 1 | 11 | 751,165 | 0 | 98,807 | 751,165 | 0.50 | -0.050 | -21,798 | |
| CN | -1 | 79 | -2,877,536 | -1,970,956 | -3,888,255 | 2,877,536 | 1.55 | -0.020 | 54,410 |
| 1 | 83 | 2,907,158 | 0 | 3,965,232 | 2,907,158 | 1.48 | 0.085 | 257,862 | |
| HK | -1 | 8 | -795,262 | -134,409 | -835,662 | 795,262 | 1.72 | 0.004 | 11,077 |
| 1 | 7 | 119,359 | 0 | 125,330 | 119,359 | 1.90 | 0.064 | 4,416 | |
| ID | -1 | 1 | -293,539 | 0 | 52,308 | 293,539 | -0.18 | -0.102 | 29,858 |
| 1 | 1 | 134,378 | 0 | -2,196 | 134,378 | -0.02 | 0.102 | 13,700 | |
| IN | -1 | 5 | -634,302 | 0 | -149,286 | 634,302 | 0.24 | 0.028 | -37,605 |
| 1 | 7 | 1,079,791 | 0 | 137,091 | 1,079,791 | 0.17 | 0.124 | 210,707 | |
| JP | -1 | 70 | -2,875,936 | -1,254,116 | -1,750,406 | 2,875,936 | 0.51 | -0.077 | 210,048 |
| 1 | 67 | 2,545,947 | 0 | 1,709,779 | 2,545,947 | 0.65 | -0.028 | 51,383 | |
| NZ | 1 | 2 | 25,400 | 0 | -2,464 | 25,400 | -0.11 | -0.177 | -4,561 |
| SG | -1 | 1 | -15,056 | -15,056 | -3,805 | 15,056 | 0.25 | -0.120 | 1,810 |
| TH | -1 | 9 | -526,191 | -93,504 | -101,729 | 526,191 | 0.22 | -0.148 | 76,539 |
| 1 | 2 | 661,221 | 0 | 1,976 | 661,221 | 0.02 | 0.018 | -2,443 | |
| TW | -1 | 3 | -45,179 | -45,179 | -26,281 | 45,179 | 0.44 | -0.198 | 8,247 |
| 1 | 3 | 187,583 | 0 | 118,078 | 187,583 | 0.53 | 0.080 | 25,757 |