| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,453,615 | 21,316,668 | -6,924,434 | 1,464,110 | 410 | 248,582,787 | 0.086 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -11,885,142 | 11,885,142 | -13,480,440 | 980,855 |
| 1 | 9,431,526 | 9,431,526 | 6,556,006 | 483,255 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | -28,708 | -698,204 | 169,805 | 1,800,875 | 0.33 | 0.125 | 114,445 |
| CN | 210 | -2,337,037 | -5,726,022 | -6,943,574 | 10,882,074 | 1.58 | 0.090 | 899,790 |
| HK | 9 | -213,376 | -453,627 | 13,424 | 837,795 | 1.66 | 0.107 | 125,965 |
| ID | 3 | -129,974 | 0 | 15,581 | 138,840 | -0.13 | 0.144 | 14,049 |
| IN | 3 | 4,042 | 0 | 2,565 | 54,653 | 0.12 | 0.115 | 949 |
| JP | 129 | -29,856 | -2,766,952 | -207,529 | 6,502,472 | 0.55 | 0.088 | 224,871 |
| NZ | 1 | 40,183 | 0 | -1,319 | 40,183 | -0.03 | 0.153 | -6,147 |
| SG | 2 | -3,356 | -6,143 | -2,872 | 8,930 | 0.62 | 0.113 | 960 |
| TH | 16 | 268,846 | -337,427 | 48,720 | 1,026,467 | 0.16 | 0.086 | 84,567 |
| TW | 3 | -24,379 | -24,379 | -19,234 | 24,379 | 0.88 | 0.199 | 4,663 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -914,792 | -698,204 | 2,229 | 914,792 | 0.41 | -0.156 | 187,304 |
| 1 | 25 | 886,083 | 0 | 167,575 | 886,083 | 0.31 | -0.107 | -72,860 | |
| CN | -1 | 137 | -6,609,555 | -5,726,022 | -11,190,145 | 6,609,555 | 1.65 | -0.021 | 232,305 |
| 1 | 73 | 4,272,519 | 0 | 4,246,571 | 4,272,519 | 1.46 | 0.145 | 667,484 | |
| HK | -1 | 4 | -525,586 | -453,627 | -336,357 | 525,586 | 1.49 | -0.039 | 63,249 |
| 1 | 5 | 312,210 | 0 | 349,781 | 312,210 | 1.79 | 0.131 | 62,716 | |
| ID | -1 | 2 | -134,407 | 0 | 16,460 | 134,407 | -0.09 | -0.162 | 13,559 |
| 1 | 1 | 4,433 | 0 | -879 | 4,433 | -0.20 | 0.110 | 489 | |
| IN | -1 | 1 | -25,305 | 0 | -2,129 | 25,305 | 0.08 | 0.089 | -2,244 |
| 1 | 2 | 29,347 | 0 | 4,694 | 29,347 | 0.13 | 0.128 | 3,193 | |
| JP | -1 | 48 | -3,266,164 | -2,766,952 | -1,944,234 | 3,266,164 | 0.58 | -0.097 | 413,263 |
| 1 | 81 | 3,236,308 | 0 | 1,736,706 | 3,236,308 | 0.53 | -0.073 | -188,391 | |
| NZ | 1 | 1 | 40,183 | 0 | -1,319 | 40,183 | -0.03 | -0.153 | -6,147 |
| SG | -1 | 1 | -6,143 | -6,143 | -4,349 | 6,143 | 0.71 | -0.178 | 1,095 |
| 1 | 1 | 2,787 | 0 | 1,477 | 2,787 | 0.53 | -0.048 | -135 | |
| TH | -1 | 5 | -378,810 | -337,427 | -2,680 | 378,810 | 0.03 | -0.142 | 67,661 |
| 1 | 11 | 647,656 | 0 | 51,400 | 647,656 | 0.22 | -0.019 | 16,906 | |
| TW | -1 | 3 | -24,379 | -24,379 | -19,234 | 24,379 | 0.88 | -0.199 | 4,663 |