| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 130,514 | 18,259,713 | -1,322,687 | 1,261,952 | 351 | 248,722,305 | 0.073 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,064,599 | 9,064,599 | -8,504,044 | 752,963 |
| 1 | 9,195,113 | 9,195,113 | 7,181,357 | 508,990 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | 150,269 | -365,673 | -257,591 | 896,706 | 0.42 | 0.139 | 41,696 |
| CN | 128 | -123,117 | -3,086,027 | -581,488 | 7,396,966 | 1.50 | 0.105 | 611,190 |
| HK | 18 | 234,244 | -126,374 | 61,387 | 917,617 | 1.64 | 0.096 | 104,839 |
| ID | 3 | 313,163 | 0 | 20,980 | 428,649 | 0.02 | 0.132 | 63,618 |
| IN | 4 | 75,940 | 0 | 52,958 | 332,544 | 0.21 | 0.148 | 36,286 |
| JP | 125 | -299,297 | -1,574,186 | -397,575 | 5,435,103 | 0.55 | 0.088 | 175,941 |
| NZ | 1 | 24,307 | 0 | -798 | 24,307 | -0.03 | 0.169 | -4,105 |
| SG | 3 | -26,877 | -27,105 | -13,821 | 27,334 | 0.41 | 0.156 | 3,651 |
| TH | 22 | 12,578 | -166,995 | -54,187 | 2,534,817 | 0.23 | 0.116 | 163,464 |
| TW | 8 | -230,697 | -248,183 | -152,551 | 265,669 | 0.73 | 0.214 | 65,372 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 20 | -373,218 | -365,673 | -269,578 | 373,218 | 0.56 | -0.181 | 71,790 |
| 1 | 19 | 523,488 | 0 | 11,987 | 523,488 | 0.26 | -0.075 | -30,094 | |
| CN | -1 | 78 | -3,760,041 | -3,086,027 | -5,524,485 | 3,760,041 | 1.53 | 0.006 | 146,474 |
| 1 | 50 | 3,636,925 | 0 | 4,942,997 | 3,636,925 | 1.44 | 0.123 | 464,717 | |
| HK | -1 | 14 | -341,687 | -126,374 | -435,568 | 341,687 | 1.85 | 0.001 | -7,804 |
| 1 | 4 | 575,930 | 0 | 496,955 | 575,930 | 0.89 | 0.191 | 112,643 | |
| ID | -1 | 1 | -57,743 | 0 | 7,568 | 57,743 | -0.13 | -0.058 | 3,354 |
| 1 | 2 | 370,906 | 0 | 13,411 | 370,906 | 0.09 | 0.169 | 60,264 | |
| IN | -1 | 2 | -128,302 | 0 | -15,680 | 128,302 | 0.20 | 0.066 | -11,413 |
| 1 | 2 | 204,242 | 0 | 68,638 | 204,242 | 0.23 | 0.230 | 47,698 | |
| JP | -1 | 69 | -2,867,200 | -1,574,186 | -1,890,839 | 2,867,200 | 0.60 | -0.098 | 285,864 |
| 1 | 56 | 2,567,903 | 0 | 1,493,264 | 2,567,903 | 0.48 | -0.052 | -109,923 | |
| NZ | 1 | 1 | 24,307 | 0 | -798 | 24,307 | -0.03 | -0.169 | -4,105 |
| SG | -1 | 2 | -27,105 | -27,105 | -13,884 | 27,105 | 0.47 | -0.129 | 3,699 |
| 1 | 1 | 229 | 0 | 63 | 229 | 0.27 | -0.211 | -48 | |
| TH | -1 | 13 | -1,261,119 | -166,995 | -197,237 | 1,261,119 | 0.28 | -0.136 | 196,542 |
| 1 | 9 | 1,273,697 | 0 | 143,049 | 1,273,697 | 0.17 | -0.033 | -33,078 | |
| TW | -1 | 7 | -248,183 | -248,183 | -164,341 | 248,183 | 0.73 | -0.237 | 64,457 |
| 1 | 1 | 17,486 | 0 | 11,791 | 17,486 | 0.67 | 0.052 | 914 |