| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,253,219 | 20,608,125 | -1,420,469 | 1,057,511 | 341 | 249,790,354 | 0.083 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -10,930,672 | 10,930,672 | -8,088,528 | 799,310 |
| 1.0 | 9,677,453 | 9,677,453 | 6,668,059 | 258,202 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | -24,356 | -1,001,138 | 134,297 | 1,977,920 | 0.38 | 0.109 | 85,478 |
| CN | 112 | -760,542 | -2,954,603 | -1,910,773 | 6,877,106 | 1.59 | 0.092 | 459,333 |
| HK | 13 | 92,531 | 0 | 184,345 | 122,190 | 1.56 | 0.080 | 9,330 |
| ID | 4 | 221,045 | 0 | -9,511 | 221,045 | -0.01 | 0.093 | 26,313 |
| IN | 7 | 215,466 | 0 | 34,486 | 216,302 | 0.23 | 0.129 | 39,162 |
| JP | 142 | 883,116 | -1,319,627 | 631,957 | 9,172,156 | 0.55 | 0.072 | 221,214 |
| MY | 1 | -3,909 | 0 | -400 | 3,909 | 0.10 | 0.064 | 250 |
| NZ | 2 | 25,990 | 0 | -2,324 | 25,990 | -0.07 | 0.161 | -3,939 |
| SG | 13 | -1,676,875 | -1,473,792 | -436,847 | 1,676,875 | 0.31 | 0.124 | 178,901 |
| TH | 12 | -200,644 | -245,118 | -41,148 | 289,593 | 0.18 | 0.146 | 36,360 |
| TW | 5 | -25,041 | -23,004 | -4,549 | 25,041 | 0.33 | 0.177 | 5,110 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 7 | -1,001,138 | -1,001,138 | -73,195 | 1,001,138 | 0.32 | -0.140 | 135,660 |
| 1.0 | 23 | 976,782 | 0 | 207,492 | 976,782 | 0.40 | -0.091 | -50,182 | |
| CN | -1.0 | 64 | -3,818,824 | -2,954,603 | -5,241,221 | 3,818,824 | 1.62 | 0.033 | 256,982 |
| 1.0 | 48 | 3,058,282 | 0 | 3,330,448 | 3,058,282 | 1.55 | 0.050 | 202,350 | |
| HK | -1.0 | 2 | -14,829 | 0 | -8,917 | 14,829 | 0.54 | 0.086 | -913 |
| 1.0 | 11 | 107,360 | 0 | 193,262 | 107,360 | 1.74 | 0.075 | 10,244 | |
| ID | 1.0 | 4 | 221,045 | 0 | -9,511 | 221,045 | -0.01 | 0.093 | 26,313 |
| IN | -1.0 | 1 | -418 | 0 | -133 | 418 | 0.32 | 0.037 | -16 |
| 1.0 | 6 | 215,884 | 0 | 34,619 | 215,884 | 0.21 | 0.144 | 39,177 | |
| JP | -1.0 | 66 | -4,144,520 | -1,319,627 | -2,275,567 | 4,144,520 | 0.52 | -0.073 | 181,637 |
| 1.0 | 76 | 5,027,636 | 0 | 2,907,524 | 5,027,636 | 0.57 | -0.024 | 39,577 | |
| MY | -1.0 | 1 | -3,909 | 0 | -400 | 3,909 | 0.10 | -0.064 | 250 |
| NZ | 1.0 | 2 | 25,990 | 0 | -2,324 | 25,990 | -0.07 | -0.161 | -3,939 |
| SG | -1.0 | 13 | -1,676,875 | -1,473,792 | -436,847 | 1,676,875 | 0.31 | -0.124 | 178,901 |
| TH | -1.0 | 8 | -245,118 | -245,118 | -47,698 | 245,118 | 0.16 | -0.170 | 41,698 |
| 1.0 | 4 | 44,474 | 0 | 6,550 | 44,474 | 0.20 | -0.062 | -5,338 | |
| TW | -1.0 | 5 | -25,041 | -23,004 | -4,549 | 25,041 | 0.33 | -0.177 | 5,110 |