| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,960,420 | 14,192,051 | -1,655,416 | 919,484 | 380 | 248,722,530 | 0.057 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,076,236 | 8,076,236 | -6,296,864 | 661,120 |
| 1 | 6,115,816 | 6,115,816 | 4,641,447 | 258,364 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 42 | -172,383 | -570,954 | 77,722 | 1,840,904 | 0.31 | 0.122 | 100,172 |
| CN | 153 | -1,057,355 | -2,246,884 | -2,128,946 | 4,412,611 | 1.60 | 0.089 | 371,638 |
| HK | 15 | 45,277 | -24,418 | 215,809 | 270,105 | 1.58 | 0.067 | 10,004 |
| ID | 2 | 16,873 | 0 | 1,235 | 16,873 | 0.15 | 0.107 | 1,929 |
| JP | 141 | -1,203,622 | -2,689,053 | 176,348 | 6,710,222 | 0.57 | 0.082 | 369,203 |
| MY | 1 | -3,539 | 0 | -362 | 3,539 | 0.10 | 0.070 | 249 |
| NZ | 1 | -27,715 | -27,715 | 700 | 27,715 | -0.03 | 0.158 | 4,375 |
| SG | 4 | -60,244 | -83,681 | -5,890 | 107,118 | 0.36 | 0.166 | 10,768 |
| TH | 20 | 591,502 | -57,307 | 49,932 | 713,748 | 0.22 | 0.083 | 50,407 |
| TW | 1 | -89,215 | 0 | -41,963 | 89,215 | 0.47 | 0.008 | 739 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 19 | -1,006,644 | -570,954 | -121,524 | 1,006,644 | 0.33 | -0.159 | 134,722 |
| 1 | 23 | 834,261 | 0 | 199,245 | 834,261 | 0.30 | -0.076 | -34,550 | |
| CN | -1 | 106 | -2,734,983 | -2,246,884 | -4,163,918 | 2,734,983 | 1.59 | -0.025 | 82,790 |
| 1 | 47 | 1,677,628 | 0 | 2,034,973 | 1,677,628 | 1.64 | 0.116 | 288,848 | |
| HK | -1 | 6 | -112,414 | -24,418 | -115,234 | 112,414 | 0.63 | -0.034 | 889 |
| 1 | 9 | 157,691 | 0 | 331,042 | 157,691 | 2.21 | 0.046 | 9,115 | |
| ID | 1 | 2 | 16,873 | 0 | 1,235 | 16,873 | 0.15 | 0.107 | 1,929 |
| JP | -1 | 77 | -3,956,922 | -2,689,053 | -1,818,384 | 3,956,922 | 0.47 | -0.092 | 412,971 |
| 1 | 64 | 2,753,300 | 0 | 1,994,732 | 2,753,300 | 0.70 | -0.039 | -43,768 | |
| MY | -1 | 1 | -3,539 | 0 | -362 | 3,539 | 0.10 | -0.070 | 249 |
| NZ | -1 | 1 | -27,715 | -27,715 | 700 | 27,715 | -0.03 | -0.158 | 4,375 |
| SG | -1 | 3 | -83,681 | -83,681 | -21,588 | 83,681 | 0.26 | -0.167 | 14,593 |
| 1 | 1 | 23,437 | 0 | 15,698 | 23,437 | 0.67 | -0.163 | -3,825 | |
| TH | -1 | 7 | -61,123 | -57,307 | -14,590 | 61,123 | 0.24 | -0.124 | 9,792 |
| 1 | 13 | 652,625 | 0 | 64,522 | 652,625 | 0.22 | 0.018 | 40,615 | |
| TW | -1 | 1 | -89,215 | 0 | -41,963 | 89,215 | 0.47 | -0.008 | 739 |