| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,836,679 | 25,940,308 | -1,458,514 | 2,197,239 | 438 | 248,455,122 | 0.104 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -13,888,494 | 13,888,494 | -11,410,063 | 1,080,009 |
| 1 | 12,051,814 | 12,051,814 | 9,951,549 | 1,117,231 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 46 | -186,103 | -1,192,376 | 132,996 | 3,936,524 | 0.35 | 0.116 | 241,778 |
| CN | 149 | -2,510,857 | -3,875,302 | -4,008,864 | 9,267,548 | 1.62 | 0.099 | 835,533 |
| HK | 26 | 1,719,112 | -172,241 | 2,540,242 | 2,077,143 | 1.51 | 0.145 | 340,704 |
| ID | 3 | 667,242 | 0 | -86,537 | 667,242 | -0.04 | 0.134 | 129,042 |
| IN | 5 | 210,804 | 0 | 44,281 | 210,804 | 0.21 | 0.097 | 21,772 |
| JP | 177 | -260,552 | -2,315,437 | 25,436 | 7,602,138 | 0.52 | 0.075 | 308,144 |
| NZ | 1 | 43,261 | 0 | -1,420 | 43,261 | -0.03 | 0.198 | -8,575 |
| SG | 5 | 66,814 | -26,887 | 45,482 | 120,588 | 0.36 | 0.097 | -5,925 |
| TH | 19 | -1,522,617 | -1,210,690 | -116,245 | 1,919,621 | 0.15 | 0.112 | 330,429 |
| TW | 7 | -63,783 | -25,371 | -33,886 | 95,440 | 0.59 | 0.140 | 4,337 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 19 | -2,061,313 | -1,192,376 | -214,671 | 2,061,313 | 0.33 | -0.133 | 264,046 |
| 1 | 27 | 1,875,211 | 0 | 347,667 | 1,875,211 | 0.36 | -0.080 | -22,268 | |
| CN | -1 | 100 | -5,889,203 | -3,875,302 | -8,754,259 | 5,889,203 | 1.66 | -0.009 | 119,080 |
| 1 | 49 | 3,378,345 | 0 | 4,745,394 | 3,378,345 | 1.53 | 0.136 | 716,454 | |
| HK | -1 | 2 | -179,016 | -172,241 | -247,475 | 179,016 | 0.67 | -0.088 | 24,048 |
| 1 | 24 | 1,898,128 | 0 | 2,787,718 | 1,898,128 | 1.58 | 0.149 | 316,656 | |
| ID | 1 | 3 | 667,242 | 0 | -86,537 | 667,242 | -0.04 | 0.134 | 129,042 |
| IN | 1 | 5 | 210,804 | 0 | 44,281 | 210,804 | 0.21 | 0.097 | 21,772 |
| JP | -1 | 94 | -3,931,345 | -2,315,437 | -1,971,783 | 3,931,345 | 0.50 | -0.093 | 329,312 |
| 1 | 83 | 3,670,793 | 0 | 1,997,219 | 3,670,793 | 0.53 | -0.035 | -21,168 | |
| NZ | 1 | 1 | 43,261 | 0 | -1,420 | 43,261 | -0.03 | -0.198 | -8,575 |
| SG | -1 | 2 | -26,887 | -26,887 | -6,435 | 26,887 | 0.24 | -0.119 | 3,221 |
| 1 | 3 | 93,701 | 0 | 51,917 | 93,701 | 0.45 | -0.082 | -9,146 | |
| TH | -1 | 11 | -1,721,119 | -1,210,690 | -175,160 | 1,721,119 | 0.07 | -0.156 | 334,166 |
| 1 | 8 | 198,502 | 0 | 58,915 | 198,502 | 0.25 | -0.001 | -3,738 | |
| TW | -1 | 5 | -79,612 | -25,371 | -40,280 | 79,612 | 0.67 | -0.145 | 6,135 |
| 1 | 2 | 15,828 | 0 | 6,394 | 15,828 | 0.39 | -0.124 | -1,798 |