| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,954,400 | 24,896,206 | -2,638,023 | 1,515,336 | 417 | 251,002,664 | 0.099 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -13,425,303 | 13,425,303 | -16,159,207 | 539,125 |
| 1.0 | 11,470,903 | 11,470,903 | 13,521,183 | 976,211 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 19 | 25,029 | -23,789 | -6,358 | 508,278 | 0.39 | 0.109 | 711 |
| CN | 216 | -982,273 | -6,190,595 | -2,265,882 | 15,235,030 | 1.55 | 0.108 | 1,563,298 |
| HK | 9 | -38,523 | -10,736 | -4,037 | 250,455 | 1.51 | 0.098 | -4,522 |
| ID | 2 | 15,987 | 0 | -1,095 | 15,987 | -0.01 | 0.101 | 1,758 |
| IN | 8 | -494,431 | 0 | -111,293 | 749,997 | 0.21 | 0.101 | -45,106 |
| JP | 131 | 95,909 | -499,152 | -19,242 | 6,705,606 | 0.52 | 0.067 | -121,276 |
| MY | 1 | -10,191 | 0 | -1,043 | 10,191 | 0.10 | 0.059 | 599 |
| SG | 8 | -378,003 | -286,553 | -124,993 | 378,003 | 0.36 | 0.092 | 37,453 |
| TH | 16 | 10,520 | -381,159 | 3,048 | 772,839 | 0.18 | 0.123 | 68,554 |
| TW | 7 | -198,425 | -149,737 | -107,129 | 269,820 | 0.47 | 0.185 | 13,867 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 6 | -241,624 | -23,789 | -53,370 | 241,624 | 0.60 | -0.096 | 12,227 |
| 1.0 | 13 | 266,653 | 0 | 47,012 | 266,653 | 0.30 | -0.104 | -11,516 | |
| CN | -1.0 | 91 | -8,108,651 | -6,190,595 | -13,432,915 | 8,108,651 | 1.81 | -0.048 | 453,158 |
| 1.0 | 125 | 7,126,379 | 0 | 11,167,034 | 7,126,379 | 1.36 | 0.132 | 1,110,140 | |
| HK | -1.0 | 4 | -144,489 | -10,736 | -111,346 | 144,489 | 1.29 | 0.003 | -6,338 |
| 1.0 | 5 | 105,966 | 0 | 107,309 | 105,966 | 1.68 | 0.070 | 1,816 | |
| ID | 1.0 | 2 | 15,987 | 0 | -1,095 | 15,987 | -0.01 | 0.101 | 1,758 |
| IN | -1.0 | 6 | -622,214 | 0 | -119,970 | 622,214 | 0.25 | 0.062 | -68,716 |
| 1.0 | 2 | 127,783 | 0 | 8,677 | 127,783 | 0.08 | 0.165 | 23,610 | |
| JP | -1.0 | 61 | -3,304,848 | -499,152 | -2,152,093 | 3,304,848 | 0.52 | -0.047 | 13,841 |
| 1.0 | 70 | 3,400,757 | 0 | 2,132,852 | 3,400,757 | 0.53 | -0.037 | -135,117 | |
| MY | -1.0 | 1 | -10,191 | 0 | -1,043 | 10,191 | 0.10 | -0.059 | 599 |
| SG | -1.0 | 8 | -378,003 | -286,553 | -124,993 | 378,003 | 0.36 | -0.092 | 37,453 |
| TH | -1.0 | 6 | -381,159 | -381,159 | -49,832 | 381,159 | 0.14 | -0.165 | 75,003 |
| 1.0 | 10 | 391,680 | 0 | 52,880 | 391,680 | 0.20 | -0.052 | -6,450 | |
| TW | -1.0 | 6 | -234,123 | -149,737 | -113,643 | 234,123 | 0.51 | -0.163 | 21,897 |
| 1.0 | 1 | 35,698 | 0 | 6,514 | 35,698 | 0.18 | -0.225 | -8,030 |