| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,789,907 | 19,342,458 | 399,121 | 926,002 | 400 | 248,690,932 | 0.078 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,566,182 | 10,566,182 | -6,030,525 | 718,938 |
| 1 | 8,776,276 | 8,776,276 | 6,429,646 | 207,064 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 46 | -81,244 | -245,767 | 145,177 | 2,494,621 | 0.36 | 0.107 | 103,733 |
| CN | 140 | -278,714 | -682,893 | -129,944 | 3,636,985 | 1.61 | 0.091 | 38,941 |
| HK | 13 | -537,834 | -4,727 | -702,602 | 724,439 | 1.54 | 0.065 | 13,943 |
| ID | 1 | 216 | 0 | 14 | 216 | 0.06 | 0.088 | 19 |
| IN | 5 | 121,832 | 0 | 84,438 | 312,601 | 0.26 | 0.094 | 31,091 |
| JP | 165 | 182,931 | -2,976,520 | 1,402,043 | 9,811,484 | 0.53 | 0.076 | 508,967 |
| MY | 1 | -125,209 | 0 | -12,815 | 125,209 | 0.10 | 0.092 | 11,528 |
| NZ | 1 | 18,151 | 0 | -458 | 18,151 | -0.03 | 0.178 | -3,222 |
| SG | 3 | -4,895 | -53,796 | 19,276 | 102,698 | 0.39 | 0.135 | -643 |
| TH | 18 | -823,053 | -741,286 | -291,757 | 1,853,965 | 0.18 | 0.117 | 196,218 |
| TW | 7 | -262,089 | -142,230 | -114,251 | 262,089 | 0.46 | 0.161 | 25,427 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -1,287,932 | -245,767 | -177,982 | 1,287,932 | 0.38 | -0.137 | 153,901 |
| 1 | 29 | 1,206,689 | 0 | 323,158 | 1,206,689 | 0.35 | -0.074 | -50,168 | |
| CN | -1 | 78 | -1,957,850 | -682,893 | -2,689,818 | 1,957,850 | 1.58 | 0.033 | -104,820 |
| 1 | 62 | 1,679,135 | 0 | 2,559,874 | 1,679,135 | 1.66 | 0.057 | 143,761 | |
| HK | -1 | 4 | -631,136 | -4,727 | -847,400 | 631,136 | 0.73 | -0.040 | 6,283 |
| 1 | 9 | 93,303 | 0 | 144,799 | 93,303 | 1.90 | 0.059 | 7,661 | |
| ID | 1 | 1 | 216 | 0 | 14 | 216 | 0.06 | 0.088 | 19 |
| IN | -1 | 2 | -95,385 | 0 | -6,362 | 95,385 | 0.13 | 0.090 | -9,835 |
| 1 | 3 | 217,216 | 0 | 90,800 | 217,216 | 0.35 | 0.097 | 40,926 | |
| JP | -1 | 85 | -4,814,277 | -2,976,520 | -1,888,675 | 4,814,277 | 0.48 | -0.085 | 454,847 |
| 1 | 80 | 4,997,208 | 0 | 3,290,718 | 4,997,208 | 0.59 | -0.024 | 54,120 | |
| MY | -1 | 1 | -125,209 | 0 | -12,815 | 125,209 | 0.10 | -0.092 | 11,528 |
| NZ | 1 | 1 | 18,151 | 0 | -458 | 18,151 | -0.03 | -0.178 | -3,222 |
| SG | -1 | 2 | -53,796 | -53,796 | -13,478 | 53,796 | 0.25 | -0.130 | 6,442 |
| 1 | 1 | 48,902 | 0 | 32,754 | 48,902 | 0.67 | -0.145 | -7,086 | |
| TH | -1 | 13 | -1,338,509 | -741,286 | -279,744 | 1,338,509 | 0.18 | -0.139 | 175,165 |
| 1 | 5 | 515,456 | 0 | -12,013 | 515,456 | 0.18 | 0.030 | 21,053 | |
| TW | -1 | 7 | -262,089 | -142,230 | -114,251 | 262,089 | 0.46 | -0.161 | 25,427 |