| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,832,350 | 15,389,682 | -2,073,022 | 785,066 | 367 | 248,765,914 | 0.062 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,611,016 | 8,611,016 | -8,087,203 | 467,720 |
| 1 | 6,778,666 | 6,778,666 | 6,014,181 | 317,346 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | -76,592 | -124,747 | 147,310 | 1,079,570 | 0.40 | 0.116 | -4,540 |
| CN | 160 | -1,126,341 | -3,024,546 | -1,923,793 | 6,498,336 | 1.55 | 0.096 | 527,638 |
| HK | 21 | 128,879 | -305,828 | -411,409 | 1,211,166 | 1.32 | 0.096 | 83,073 |
| ID | 2 | 59,152 | 0 | -12,882 | 74,766 | -0.12 | 0.125 | 9,158 |
| IN | 4 | -634,945 | 0 | -120,946 | 737,403 | 0.19 | 0.117 | -64,767 |
| JP | 116 | 562,545 | -1,032,521 | 281,146 | 4,149,242 | 0.53 | 0.087 | 15,726 |
| MY | 1 | 37,096 | 0 | 1,362 | 37,096 | 0.04 | 0.098 | 3,629 |
| NZ | 1 | -26,426 | -26,426 | 868 | 26,426 | -0.03 | 0.149 | 3,930 |
| SG | 3 | 32,421 | -49,850 | 22,781 | 132,121 | 0.34 | 0.092 | 50 |
| TH | 22 | -712,348 | -952,563 | 22,614 | 1,270,986 | 0.17 | 0.120 | 175,105 |
| TW | 4 | -75,792 | -124,181 | -80,073 | 172,570 | 0.79 | 0.202 | 36,064 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -578,081 | -124,747 | -77,524 | 578,081 | 0.46 | -0.113 | 30,134 |
| 1 | 16 | 501,489 | 0 | 224,834 | 501,489 | 0.33 | -0.108 | -34,674 | |
| CN | -1 | 105 | -3,812,338 | -3,024,546 | -5,842,615 | 3,812,338 | 1.59 | -0.008 | 107,463 |
| 1 | 55 | 2,685,998 | 0 | 3,918,823 | 2,685,998 | 1.46 | 0.118 | 420,175 | |
| HK | -1 | 13 | -541,143 | -305,828 | -804,014 | 541,143 | 1.64 | -0.048 | 10,314 |
| 1 | 8 | 670,023 | 0 | 392,605 | 670,023 | 0.79 | 0.137 | 72,759 | |
| ID | -1 | 1 | -7,807 | 0 | 391 | 7,807 | -0.05 | -0.127 | 994 |
| 1 | 1 | 66,959 | 0 | -13,273 | 66,959 | -0.20 | 0.122 | 8,164 | |
| IN | -1 | 3 | -686,174 | 0 | -131,925 | 686,174 | 0.18 | 0.101 | -73,216 |
| 1 | 1 | 51,229 | 0 | 10,979 | 51,229 | 0.21 | 0.165 | 8,449 | |
| JP | -1 | 62 | -1,793,348 | -1,032,521 | -1,113,487 | 1,793,348 | 0.59 | -0.085 | 173,701 |
| 1 | 54 | 2,355,893 | 0 | 1,394,633 | 2,355,893 | 0.47 | -0.070 | -157,975 | |
| MY | 1 | 1 | 37,096 | 0 | 1,362 | 37,096 | 0.04 | 0.098 | 3,629 |
| NZ | -1 | 1 | -26,426 | -26,426 | 868 | 26,426 | -0.03 | -0.149 | 3,930 |
| SG | -1 | 1 | -49,850 | -49,850 | -12,031 | 49,850 | 0.24 | -0.118 | 5,888 |
| 1 | 2 | 82,271 | 0 | 34,813 | 82,271 | 0.39 | -0.079 | -5,838 | |
| TH | -1 | 13 | -991,667 | -952,563 | -6,652 | 991,667 | 0.18 | -0.153 | 171,789 |
| 1 | 9 | 279,319 | 0 | 29,266 | 279,319 | 0.16 | -0.024 | 3,316 | |
| TW | -1 | 3 | -124,181 | -124,181 | -100,213 | 124,181 | 0.91 | -0.264 | 36,724 |
| 1 | 1 | 48,389 | 0 | 20,140 | 48,389 | 0.42 | -0.014 | -660 |