| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -5,249,502 | 30,640,417 | -7,642,659 | 1,724,109 | 411 | 250,753,148 | 0.122 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -17,944,960 | 17,944,960 | -18,048,981 | 808,254 |
| 1.0 | 12,695,458 | 12,695,458 | 10,406,322 | 915,855 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 43 | 141,263 | -678,288 | -92,960 | 2,737,147 | 0.42 | 0.123 | 173,836 |
| CN | 171 | -5,214,863 | -5,472,852 | -8,476,107 | 13,465,733 | 1.54 | 0.099 | 501,239 |
| HK | 17 | 863,124 | -23,530 | 1,494,065 | 2,334,801 | 1.35 | 0.107 | 295,379 |
| ID | 1 | 81,408 | 0 | 17,772 | 81,408 | 0.22 | 0.166 | 13,490 |
| IN | 5 | 636,297 | 0 | 100,189 | 832,367 | 0.21 | 0.142 | 166,921 |
| JP | 141 | -311,387 | -2,264,237 | -342,689 | 9,496,532 | 0.53 | 0.086 | 347,301 |
| NZ | 1 | 11,006 | 0 | -361 | 11,006 | -0.03 | 0.161 | -1,771 |
| SG | 5 | -21,963 | -50,995 | -1,526 | 80,027 | 0.32 | 0.109 | 8,196 |
| TH | 20 | -1,149,312 | -538,475 | -135,174 | 1,304,117 | 0.22 | 0.130 | 149,256 |
| TW | 7 | -285,076 | -291,178 | -205,869 | 297,280 | 0.78 | 0.214 | 70,262 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 25 | -1,297,942 | -678,288 | -223,179 | 1,297,942 | 0.51 | -0.142 | 173,340 |
| 1.0 | 18 | 1,439,205 | 0 | 130,219 | 1,439,205 | 0.29 | -0.071 | 496 | |
| CN | -1.0 | 101 | -9,340,298 | -5,472,852 | -13,932,154 | 9,340,298 | 1.59 | -0.005 | 12,125 |
| 1.0 | 70 | 4,125,435 | 0 | 5,456,048 | 4,125,435 | 1.48 | 0.110 | 489,114 | |
| HK | -1.0 | 8 | -735,839 | -23,530 | -434,736 | 735,839 | 1.33 | 0.024 | -68,881 |
| 1.0 | 9 | 1,598,963 | 0 | 1,928,801 | 1,598,963 | 1.36 | 0.142 | 364,260 | |
| ID | 1.0 | 1 | 81,408 | 0 | 17,772 | 81,408 | 0.22 | 0.166 | 13,490 |
| IN | -1.0 | 3 | -98,035 | 0 | -17,988 | 98,035 | 0.20 | 0.079 | -6,945 |
| 1.0 | 2 | 734,332 | 0 | 118,176 | 734,332 | 0.23 | 0.235 | 173,865 | |
| JP | -1.0 | 69 | -4,903,959 | -2,264,237 | -3,075,357 | 4,903,959 | 0.54 | -0.104 | 469,888 |
| 1.0 | 72 | 4,592,572 | 0 | 2,732,668 | 4,592,572 | 0.51 | -0.048 | -122,588 | |
| NZ | 1.0 | 1 | 11,006 | 0 | -361 | 11,006 | -0.03 | -0.161 | -1,771 |
| SG | -1.0 | 2 | -50,995 | -50,995 | -13,803 | 50,995 | 0.26 | -0.153 | 10,255 |
| 1.0 | 3 | 29,032 | 0 | 12,277 | 29,032 | 0.37 | -0.079 | -2,058 | |
| TH | -1.0 | 16 | -1,226,714 | -538,475 | -141,780 | 1,226,714 | 0.25 | -0.137 | 148,395 |
| 1.0 | 4 | 77,403 | 0 | 6,606 | 77,403 | 0.09 | -0.019 | 861 | |
| TW | -1.0 | 6 | -291,178 | -291,178 | -209,984 | 291,178 | 0.80 | -0.244 | 70,078 |
| 1.0 | 1 | 6,102 | 0 | 4,114 | 6,102 | 0.67 | 0.030 | 184 |