| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,241,426 | 21,451,320 | -4,314,080 | 1,419,433 | 398 | 248,777,572 | 0.086 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -11,846,373 | 11,846,373 | -11,279,984 | 622,623 |
| 1 | 9,604,947 | 9,604,947 | 6,965,904 | 796,810 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | -27,041 | -310,336 | -169,917 | 1,513,401 | 0.41 | 0.116 | 75,092 |
| CN | 177 | -2,392,787 | -3,336,967 | -4,513,091 | 8,826,643 | 1.64 | 0.090 | 495,949 |
| HK | 20 | 480,022 | -17,013 | 610,905 | 522,037 | 1.46 | 0.148 | 97,699 |
| ID | 3 | -56,813 | 0 | 2,951 | 56,813 | -0.11 | 0.030 | 1,498 |
| IN | 5 | 854,171 | 0 | 132,421 | 910,236 | 0.21 | 0.154 | 192,780 |
| JP | 129 | -1,125,843 | -917,868 | -661,584 | 6,108,100 | 0.53 | 0.081 | 146,733 |
| MY | 1 | 6,821 | 0 | 250 | 6,821 | 0.04 | 0.107 | 732 |
| NZ | 1 | 1,186 | 0 | -39 | 1,186 | -0.03 | 0.174 | -207 |
| SG | 5 | 545,564 | 0 | 145,857 | 545,564 | 0.30 | 0.049 | -18,790 |
| TH | 16 | -519,426 | -1,736,333 | 144,095 | 2,953,240 | 0.14 | 0.109 | 426,662 |
| TW | 1 | -7,279 | -7,279 | -5,929 | 7,279 | 0.81 | 0.177 | 1,285 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 21 | -770,221 | -310,336 | -263,565 | 770,221 | 0.54 | -0.129 | 85,526 |
| 1 | 19 | 743,180 | 0 | 93,648 | 743,180 | 0.27 | -0.068 | -10,434 | |
| CN | -1 | 125 | -5,609,715 | -3,336,967 | -9,081,133 | 5,609,715 | 1.74 | -0.024 | -4,296 |
| 1 | 52 | 3,216,928 | 0 | 4,568,042 | 3,216,928 | 1.39 | 0.145 | 500,244 | |
| HK | -1 | 5 | -21,008 | -17,013 | -28,215 | 21,008 | 1.35 | -0.067 | 929 |
| 1 | 15 | 501,030 | 0 | 639,120 | 501,030 | 1.50 | 0.153 | 96,770 | |
| ID | -1 | 3 | -56,813 | 0 | 2,951 | 56,813 | -0.11 | -0.030 | 1,498 |
| IN | -1 | 2 | -28,032 | 0 | -4,649 | 28,032 | 0.20 | 0.068 | -2,172 |
| 1 | 3 | 882,204 | 0 | 137,070 | 882,204 | 0.22 | 0.212 | 194,952 | |
| JP | -1 | 79 | -3,616,972 | -917,868 | -1,857,035 | 3,616,972 | 0.56 | -0.081 | 233,432 |
| 1 | 50 | 2,491,128 | 0 | 1,195,452 | 2,491,128 | 0.49 | -0.039 | -86,700 | |
| MY | 1 | 1 | 6,821 | 0 | 250 | 6,821 | 0.04 | 0.107 | 732 |
| NZ | 1 | 1 | 1,186 | 0 | -39 | 1,186 | -0.03 | -0.174 | -207 |
| SG | 1 | 5 | 545,564 | 0 | 145,857 | 545,564 | 0.30 | -0.049 | -18,790 |
| TH | -1 | 5 | -1,736,333 | -1,736,333 | -42,409 | 1,736,333 | 0.10 | -0.185 | 306,419 |
| 1 | 11 | 1,216,907 | 0 | 186,504 | 1,216,907 | 0.15 | 0.012 | 120,243 | |
| TW | -1 | 1 | -7,279 | -7,279 | -5,929 | 7,279 | 0.81 | -0.177 | 1,285 |