| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 1,364,197 | 16,267,900 | 391,555 | 523,984 | 338 | 248,652,292 | 0.065 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,451,852 | 7,451,852 | -5,631,115 | 345,810 |
| 1 | 8,816,049 | 8,816,049 | 6,022,671 | 178,174 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | 138,230 | -434,384 | 21,727 | 1,174,457 | 0.35 | 0.110 | 45,993 |
| CN | 125 | 424,620 | -620,989 | 531,687 | 4,236,060 | 1.60 | 0.095 | 29,559 |
| HK | 14 | -123,711 | -13,745 | -267,628 | 726,234 | 1.63 | 0.113 | 22,382 |
| ID | 2 | -1,856 | 0 | 310 | 7,174 | -0.13 | 0.077 | 475 |
| IN | 4 | -238,043 | 0 | -23,529 | 238,043 | 0.20 | 0.115 | -29,273 |
| JP | 137 | -26,485 | -2,130,790 | 14,334 | 7,917,697 | 0.53 | 0.074 | 356,526 |
| NZ | 1 | 22,102 | 0 | -558 | 22,102 | -0.03 | 0.185 | -4,091 |
| SG | 4 | 48,202 | -116,602 | 12,495 | 281,407 | 0.31 | 0.132 | 15,995 |
| TH | 20 | 1,026,923 | -129,395 | 66,882 | 1,434,592 | 0.20 | 0.093 | 46,193 |
| TW | 6 | 94,214 | -67,960 | 35,837 | 230,134 | 0.45 | 0.207 | 40,227 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -518,114 | -434,384 | -60,975 | 518,114 | 0.44 | -0.133 | 77,623 |
| 1 | 16 | 656,344 | 0 | 82,702 | 656,344 | 0.30 | -0.087 | -31,630 | |
| CN | -1 | 58 | -1,905,720 | -620,989 | -2,589,905 | 1,905,720 | 1.53 | 0.039 | -82,015 |
| 1 | 67 | 2,330,340 | 0 | 3,121,592 | 2,330,340 | 1.67 | 0.064 | 111,574 | |
| HK | -1 | 4 | -424,973 | -13,745 | -623,532 | 424,973 | 1.52 | 0.091 | -34,387 |
| 1 | 10 | 301,262 | 0 | 355,905 | 301,262 | 1.67 | 0.120 | 56,769 | |
| ID | -1 | 1 | -4,515 | 0 | 620 | 4,515 | -0.14 | -0.034 | 153 |
| 1 | 1 | 2,659 | 0 | -310 | 2,659 | -0.12 | 0.121 | 322 | |
| IN | -1 | 4 | -238,043 | 0 | -23,529 | 238,043 | 0.20 | 0.115 | -29,273 |
| JP | -1 | 59 | -3,972,091 | -2,130,790 | -2,230,531 | 3,972,091 | 0.51 | -0.087 | 344,685 |
| 1 | 78 | 3,945,606 | 0 | 2,244,864 | 3,945,606 | 0.55 | -0.028 | 11,841 | |
| NZ | 1 | 1 | 22,102 | 0 | -558 | 22,102 | -0.03 | -0.185 | -4,091 |
| SG | -1 | 1 | -116,602 | -116,602 | -33,056 | 116,602 | 0.28 | -0.256 | 29,850 |
| 1 | 3 | 164,804 | 0 | 45,550 | 164,804 | 0.32 | -0.091 | -13,855 | |
| TH | -1 | 10 | -203,834 | -129,395 | -35,222 | 203,834 | 0.18 | -0.147 | 23,126 |
| 1 | 10 | 1,230,757 | 0 | 102,104 | 1,230,757 | 0.22 | -0.006 | 23,068 | |
| TW | -1 | 5 | -67,960 | -67,960 | -34,986 | 67,960 | 0.45 | -0.219 | 16,050 |
| 1 | 1 | 162,174 | 0 | 70,822 | 162,174 | 0.44 | 0.149 | 24,177 |