| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 1,102,027 | 16,610,597 | 467,748 | 864,120 | 329 | 249,604,797 | 0.067 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -7,754,285 | 7,754,285 | -6,741,679 | 493,984 |
| 1.0 | 8,856,312 | 8,856,312 | 7,209,427 | 370,136 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | 41,944 | -141,774 | -38,689 | 362,640 | 0.38 | 0.124 | 3,941 |
| CN | 131 | 1,068,944 | -2,004,727 | 329,156 | 6,207,205 | 1.63 | 0.095 | 568,463 |
| HK | 8 | -110,783 | -63,694 | -68,529 | 167,507 | 1.60 | 0.085 | 7,450 |
| ID | 2 | 91,089 | 0 | -4,358 | 91,089 | -0.01 | 0.112 | 10,901 |
| IN | 7 | -110,449 | 0 | -12,171 | 247,250 | 0.16 | 0.117 | -14,261 |
| JP | 125 | 104,103 | -980,922 | -51,332 | 7,106,030 | 0.55 | 0.074 | 144,773 |
| MY | 1 | -6,742 | 0 | -690 | 6,742 | 0.10 | 0.060 | 402 |
| NZ | 1 | 13,117 | 0 | -1,406 | 13,117 | -0.11 | 0.118 | -1,554 |
| SG | 8 | -513,799 | -312,887 | -173,354 | 513,799 | 0.36 | 0.101 | 46,887 |
| TH | 16 | 81,315 | -642,845 | 108,661 | 1,367,005 | 0.23 | 0.113 | 145,294 |
| TW | 7 | 443,288 | -42,463 | 380,459 | 528,213 | 0.52 | 0.182 | -48,175 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 15 | -160,348 | -141,774 | -54,786 | 160,348 | 0.44 | -0.135 | 18,188 |
| 1.0 | 8 | 202,292 | 0 | 16,098 | 202,292 | 0.26 | -0.089 | -14,247 | |
| CN | -1.0 | 75 | -2,569,131 | -2,004,727 | -4,331,249 | 2,569,131 | 1.74 | -0.016 | 171,600 |
| 1.0 | 56 | 3,638,074 | 0 | 4,660,405 | 3,638,074 | 1.49 | 0.100 | 396,862 | |
| HK | -1.0 | 6 | -139,145 | -63,694 | -127,705 | 139,145 | 1.25 | -0.032 | 1,711 |
| 1.0 | 2 | 28,362 | 0 | 59,176 | 28,362 | 2.65 | 0.114 | 5,739 | |
| ID | 1.0 | 2 | 91,089 | 0 | -4,358 | 91,089 | -0.01 | 0.112 | 10,901 |
| IN | -1.0 | 6 | -178,849 | 0 | -19,705 | 178,849 | 0.17 | 0.114 | -23,513 |
| 1.0 | 1 | 68,400 | 0 | 7,535 | 68,400 | 0.11 | 0.135 | 9,252 | |
| JP | -1.0 | 67 | -3,500,964 | -980,922 | -2,014,759 | 3,500,964 | 0.51 | -0.075 | 170,999 |
| 1.0 | 58 | 3,605,067 | 0 | 1,963,427 | 3,605,067 | 0.60 | -0.023 | -26,225 | |
| MY | -1.0 | 1 | -6,742 | 0 | -690 | 6,742 | 0.10 | -0.060 | 402 |
| NZ | 1.0 | 1 | 13,117 | 0 | -1,406 | 13,117 | -0.11 | -0.118 | -1,554 |
| SG | -1.0 | 8 | -513,799 | -312,887 | -173,354 | 513,799 | 0.36 | -0.101 | 46,887 |
| TH | -1.0 | 4 | -642,845 | -642,845 | -726 | 642,845 | 0.05 | -0.186 | 98,769 |
| 1.0 | 12 | 724,160 | 0 | 109,387 | 724,160 | 0.29 | -0.030 | 46,526 | |
| TW | -1.0 | 5 | -42,463 | -42,463 | -18,704 | 42,463 | 0.40 | -0.211 | 8,942 |
| 1.0 | 2 | 485,750 | 0 | 399,163 | 485,750 | 0.82 | -0.108 | -57,117 |