| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 738,907 | 19,704,945 | -1,143,513 | 989,500 | 252 | 251,243,272 | 0.078 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,483,019 | 9,483,019 | -5,831,512 | 642,888 |
| 1 | 10,221,926 | 10,221,926 | 4,687,999 | 346,612 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | -23,878 | -477,817 | -418,271 | 2,648,337 | 0.36 | 0.098 | 39,056 |
| HK | 23 | -926,450 | -631,388 | -1,710,910 | 939,148 | 1.98 | 0.087 | 15,858 |
| ID | 1 | -67,715 | 0 | 1,438 | 67,715 | -0.02 | 0.077 | -5,197 |
| IN | 14 | 108,223 | 0 | -90,641 | 2,123,854 | 0.23 | 0.106 | 327,243 |
| JP | 145 | 1,433,873 | -2,573,242 | 913,777 | 10,672,049 | 0.57 | 0.079 | 413,458 |
| NZ | 1 | -25,135 | -25,135 | 635 | 25,135 | -0.03 | 0.155 | 3,893 |
| SG | 9 | -954,189 | -371,661 | -282,347 | 954,189 | 0.31 | 0.099 | 67,610 |
| TH | 17 | 782,300 | -307,569 | 194,467 | 1,700,766 | 0.22 | 0.109 | 177,151 |
| TW | 10 | 411,879 | -80,936 | 248,339 | 573,750 | 0.49 | 0.155 | -49,573 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 21 | -1,336,108 | -477,817 | -529,366 | 1,336,108 | 0.41 | -0.105 | 105,349 |
| 1 | 11 | 1,312,229 | 0 | 111,095 | 1,312,229 | 0.27 | -0.074 | -66,293 | |
| HK | -1 | 21 | -932,799 | -631,388 | -1,722,108 | 932,799 | 2.04 | -0.007 | 14,849 |
| 1 | 2 | 6,349 | 0 | 11,198 | 6,349 | 1.35 | 0.131 | 1,009 | |
| ID | -1 | 1 | -67,715 | 0 | 1,438 | 67,715 | -0.02 | 0.077 | -5,197 |
| IN | -1 | 12 | -1,007,816 | 0 | -296,382 | 1,007,816 | 0.24 | 0.029 | 6,105 |
| 1 | 2 | 1,116,039 | 0 | 205,741 | 1,116,039 | 0.19 | 0.235 | 321,138 | |
| JP | -1 | 63 | -4,619,088 | -2,573,242 | -2,934,237 | 4,619,088 | 0.53 | -0.078 | 381,892 |
| 1 | 82 | 6,052,961 | 0 | 3,848,014 | 6,052,961 | 0.60 | -0.036 | 31,566 | |
| NZ | -1 | 1 | -25,135 | -25,135 | 635 | 25,135 | -0.03 | -0.155 | 3,893 |
| SG | -1 | 9 | -954,189 | -371,661 | -282,347 | 954,189 | 0.31 | -0.099 | 67,610 |
| TH | -1 | 8 | -459,233 | -307,569 | -31,790 | 459,233 | 0.12 | -0.135 | 51,711 |
| 1 | 9 | 1,241,533 | 0 | 226,257 | 1,241,533 | 0.30 | -0.008 | 125,440 | |
| TW | -1 | 4 | -80,936 | -80,936 | -37,355 | 80,936 | 0.50 | -0.194 | 16,675 |
| 1 | 6 | 492,815 | 0 | 285,693 | 492,815 | 0.48 | -0.103 | -66,248 |