| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,145,079 | 20,284,052 | -3,532,484 | 1,405,772 | 358 | 249,769,323 | 0.081 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -11,214,565 | 11,214,565 | -8,942,316 | 462,102 |
| 1.0 | 9,069,486 | 9,069,486 | 5,409,832 | 943,669 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | -32,443 | -43,754 | -32,836 | 1,953,258 | 0.32 | 0.131 | -4,630 |
| CN | 142 | -1,424,515 | -2,591,596 | -2,513,240 | 9,509,918 | 1.44 | 0.102 | 951,269 |
| HK | 8 | 39,176 | -8,829 | 92,537 | 115,266 | 1.23 | 0.145 | 18,751 |
| ID | 2 | -120,058 | 0 | 12,061 | 120,058 | -0.10 | 0.076 | 7,264 |
| IN | 6 | -153,719 | 0 | 28,118 | 926,610 | 0.22 | 0.096 | -2,383 |
| JP | 133 | -586,684 | -2,451,716 | -963,824 | 6,125,698 | 0.51 | 0.086 | 248,059 |
| MY | 1 | -45,230 | 0 | -1,661 | 45,230 | 0.04 | 0.072 | 3,244 |
| NZ | 1 | -2,049 | -2,049 | 67 | 2,049 | -0.03 | 0.164 | 336 |
| SG | 2 | -18,240 | -18,240 | -4,543 | 18,240 | 0.26 | 0.170 | 2,790 |
| TH | 16 | 305,063 | -525,388 | -56,493 | 1,355,840 | 0.20 | 0.124 | 155,333 |
| TW | 9 | -106,380 | -109,132 | -92,670 | 111,884 | 0.71 | 0.207 | 25,738 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 14 | -992,851 | -43,754 | -97,920 | 992,851 | 0.40 | -0.173 | 81,256 |
| 1.0 | 24 | 960,408 | 0 | 65,084 | 960,408 | 0.28 | -0.106 | -85,885 | |
| CN | -1.0 | 95 | -5,467,217 | -2,591,596 | -6,278,221 | 5,467,217 | 1.41 | 0.028 | -68,845 |
| 1.0 | 47 | 4,042,701 | 0 | 3,764,981 | 4,042,701 | 1.51 | 0.090 | 1,020,114 | |
| HK | -1.0 | 5 | -38,045 | -8,829 | -29,407 | 38,045 | 0.92 | -0.017 | -1,093 |
| 1.0 | 3 | 77,221 | 0 | 121,944 | 77,221 | 1.74 | 0.128 | 19,844 | |
| ID | -1.0 | 2 | -120,058 | 0 | 12,061 | 120,058 | -0.10 | -0.065 | 7,264 |
| IN | -1.0 | 3 | -540,164 | 0 | -69,971 | 540,164 | 0.20 | 0.081 | -46,378 |
| 1.0 | 3 | 386,446 | 0 | 98,088 | 386,446 | 0.24 | 0.111 | 43,995 | |
| JP | -1.0 | 70 | -3,356,191 | -2,451,716 | -2,294,643 | 3,356,191 | 0.57 | -0.095 | 348,868 |
| 1.0 | 63 | 2,769,507 | 0 | 1,330,819 | 2,769,507 | 0.46 | -0.060 | -100,809 | |
| MY | -1.0 | 1 | -45,230 | 0 | -1,661 | 45,230 | 0.04 | -0.072 | 3,244 |
| NZ | -1.0 | 1 | -2,049 | -2,049 | 67 | 2,049 | -0.03 | -0.164 | 336 |
| SG | -1.0 | 2 | -18,240 | -18,240 | -4,543 | 18,240 | 0.26 | -0.170 | 2,790 |
| TH | -1.0 | 9 | -525,388 | -525,388 | -86,121 | 525,388 | 0.22 | -0.175 | 109,060 |
| 1.0 | 7 | 830,452 | 0 | 29,628 | 830,452 | 0.19 | -0.033 | 46,272 | |
| TW | -1.0 | 8 | -109,132 | -109,132 | -91,958 | 109,132 | 0.83 | -0.227 | 25,599 |
| 1.0 | 1 | 2,752 | 0 | -713 | 2,752 | -0.26 | 0.050 | 139 |