| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -317,827 | 14,615,828 | -571,421 | 697,239 | 246 | 251,201,365 | 0.058 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,466,828 | 7,466,828 | -4,185,469 | 540,812 |
| 1 | 7,149,000 | 7,149,000 | 3,614,048 | 156,428 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | -24,853 | -286,227 | -69,458 | 698,863 | 0.37 | 0.109 | 32,592 |
| HK | 19 | -326,453 | -299,725 | -602,011 | 1,257,279 | 1.95 | 0.087 | 95,641 |
| ID | 3 | 49,904 | 0 | 2,325 | 49,904 | 0.07 | 0.093 | 4,627 |
| IN | 9 | -938,726 | 0 | -246,858 | 1,655,178 | 0.20 | 0.107 | 62,037 |
| JP | 159 | 1,008,888 | -2,386,284 | 365,797 | 9,215,984 | 0.57 | 0.076 | 348,349 |
| NZ | 2 | -22,744 | -22,744 | 588 | 22,744 | -0.07 | 0.141 | 3,512 |
| SG | 5 | -204,015 | -141,424 | -68,797 | 204,015 | 0.37 | 0.097 | 16,950 |
| TH | 18 | 202,063 | -615,453 | 69,861 | 1,432,970 | 0.18 | 0.124 | 119,285 |
| TW | 5 | -61,891 | -70,391 | -22,869 | 78,891 | 0.34 | 0.132 | 14,245 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 16 | -361,858 | -286,227 | -104,126 | 361,858 | 0.51 | -0.116 | 51,536 |
| 1 | 10 | 337,005 | 0 | 34,668 | 337,005 | 0.16 | -0.092 | -18,943 | |
| HK | -1 | 14 | -791,866 | -299,725 | -1,121,888 | 791,866 | 2.14 | 0.010 | 30,516 |
| 1 | 5 | 465,413 | 0 | 519,877 | 465,413 | 1.42 | 0.088 | 65,125 | |
| ID | 1 | 3 | 49,904 | 0 | 2,325 | 49,904 | 0.07 | 0.093 | 4,627 |
| IN | -1 | 7 | -1,296,952 | 0 | -287,529 | 1,296,952 | 0.22 | 0.060 | 5,941 |
| 1 | 2 | 358,226 | 0 | 40,671 | 358,226 | 0.15 | 0.204 | 56,096 | |
| JP | -1 | 76 | -4,103,548 | -2,386,284 | -2,565,307 | 4,103,548 | 0.61 | -0.081 | 327,752 |
| 1 | 83 | 5,112,436 | 0 | 2,931,104 | 5,112,436 | 0.53 | -0.031 | 20,597 | |
| NZ | -1 | 2 | -22,744 | -22,744 | 588 | 22,744 | -0.07 | -0.141 | 3,512 |
| SG | -1 | 5 | -204,015 | -141,424 | -68,797 | 204,015 | 0.37 | -0.097 | 16,950 |
| TH | -1 | 10 | -615,453 | -615,453 | -11,540 | 615,453 | 0.17 | -0.157 | 90,666 |
| 1 | 8 | 817,517 | 0 | 81,401 | 817,517 | 0.19 | -0.026 | 28,619 | |
| TW | -1 | 3 | -70,391 | -70,391 | -26,870 | 70,391 | 0.38 | -0.185 | 13,938 |
| 1 | 2 | 8,500 | 0 | 4,001 | 8,500 | 0.29 | 0.051 | 307 |