| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -735,299 | 13,183,715 | -367,391 | 815,572 | 245 | 250,637,302 | 0.053 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,959,507 | 6,959,507 | -4,020,211 | 631,735 |
| 1 | 6,224,208 | 6,224,208 | 3,652,821 | 183,837 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | -143,429 | -346,677 | -85,509 | 662,549 | 0.43 | 0.112 | 38,131 |
| HK | 20 | -192,291 | -581,173 | -703,209 | 1,272,457 | 1.56 | 0.102 | 114,145 |
| ID | 4 | 19,698 | 0 | 1,822 | 132,232 | 0.02 | 0.092 | 11,927 |
| IN | 8 | 66,204 | 0 | 60,196 | 637,329 | 0.23 | 0.126 | 34,648 |
| JP | 141 | 1,375,822 | -2,433,444 | 905,099 | 7,977,330 | 0.58 | 0.073 | 369,336 |
| NZ | 1 | -12,236 | -12,236 | 309 | 12,236 | -0.03 | 0.167 | 2,049 |
| SG | 9 | -656,048 | -358,396 | -191,955 | 656,048 | 0.34 | 0.103 | 49,926 |
| TH | 22 | -540,841 | -546,218 | -33,794 | 917,652 | 0.18 | 0.123 | 88,938 |
| TW | 10 | -652,177 | -370,324 | -320,350 | 915,882 | 0.37 | 0.135 | 106,473 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 22 | -402,989 | -346,677 | -137,456 | 402,989 | 0.45 | -0.118 | 47,734 |
| 1 | 8 | 259,560 | 0 | 51,948 | 259,560 | 0.36 | -0.083 | -9,602 | |
| HK | -1 | 11 | -732,374 | -581,173 | -1,282,393 | 732,374 | 1.78 | -0.021 | 39,775 |
| 1 | 9 | 540,083 | 0 | 579,184 | 540,083 | 1.30 | 0.119 | 74,370 | |
| ID | -1 | 1 | -56,267 | 0 | 6,570 | 56,267 | -0.12 | -0.071 | 3,971 |
| 1 | 3 | 75,965 | 0 | -4,747 | 75,965 | 0.07 | 0.099 | 7,956 | |
| IN | -1 | 4 | -285,563 | 0 | -23,296 | 285,563 | 0.21 | 0.079 | -27,445 |
| 1 | 4 | 351,766 | 0 | 83,491 | 351,766 | 0.24 | 0.173 | 62,093 | |
| JP | -1 | 57 | -3,300,754 | -2,433,444 | -1,979,370 | 3,300,754 | 0.61 | -0.085 | 321,750 |
| 1 | 84 | 4,676,576 | 0 | 2,884,469 | 4,676,576 | 0.55 | -0.024 | 47,586 | |
| NZ | -1 | 1 | -12,236 | -12,236 | 309 | 12,236 | -0.03 | -0.167 | 2,049 |
| SG | -1 | 9 | -656,048 | -358,396 | -191,955 | 656,048 | 0.34 | -0.103 | 49,926 |
| TH | -1 | 17 | -729,246 | -546,218 | -69,390 | 729,246 | 0.16 | -0.133 | 90,856 |
| 1 | 5 | 188,405 | 0 | 35,596 | 188,405 | 0.24 | -0.009 | -1,918 | |
| TW | -1 | 7 | -784,030 | -370,324 | -343,230 | 784,030 | 0.47 | -0.158 | 103,119 |
| 1 | 3 | 131,853 | 0 | 22,880 | 131,853 | 0.14 | 0.069 | 3,354 |