| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,291,736 | 17,138,428 | -1,619,473 | 724,327 | 336 | 248,844,365 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,215,082 | 10,215,082 | -7,324,081 | 301,207 |
| 1 | 6,923,346 | 6,923,346 | 5,704,608 | 423,120 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | 72,072 | -42,382 | 153,632 | 1,340,043 | 0.35 | 0.129 | -3,442 |
| CN | 131 | -486,056 | -1,582,935 | -403,245 | 6,638,433 | 1.53 | 0.105 | 364,632 |
| HK | 14 | -348,361 | -130,688 | -440,384 | 1,036,252 | 1.15 | 0.097 | 70,783 |
| IN | 5 | -306,213 | 0 | -112,012 | 361,799 | 0.20 | 0.062 | -8,752 |
| JP | 118 | -2,370,061 | -1,682,425 | -726,844 | 6,480,163 | 0.53 | 0.089 | 158,917 |
| MY | 1 | -5,906 | 0 | -1,093 | 5,906 | 0.19 | 0.062 | 365 |
| NZ | 1 | -32,042 | -32,042 | 1,052 | 32,042 | -0.03 | 0.167 | 5,350 |
| SG | 4 | -82,150 | -109,807 | -26,662 | 137,463 | 0.37 | 0.161 | 17,240 |
| TH | 22 | 326,625 | -327,815 | -22,142 | 1,041,251 | 0.20 | 0.110 | 104,881 |
| TW | 7 | -59,643 | -62,359 | -41,774 | 65,076 | 0.54 | 0.199 | 14,352 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -633,985 | -42,382 | -53,007 | 633,985 | 0.43 | -0.190 | 55,539 |
| 1 | 21 | 706,058 | 0 | 206,639 | 706,058 | 0.31 | -0.087 | -58,981 | |
| CN | -1 | 77 | -3,562,244 | -1,582,935 | -4,464,002 | 3,562,244 | 1.50 | 0.013 | -150,344 |
| 1 | 54 | 3,076,189 | 0 | 4,060,757 | 3,076,189 | 1.57 | 0.124 | 514,976 | |
| HK | -1 | 10 | -692,307 | -130,688 | -615,750 | 692,307 | 1.10 | -0.007 | -2,052 |
| 1 | 4 | 343,945 | 0 | 175,366 | 343,945 | 1.29 | 0.115 | 72,835 | |
| IN | -1 | 3 | -334,006 | 0 | -115,529 | 334,006 | 0.22 | 0.052 | -11,628 |
| 1 | 2 | 27,793 | 0 | 3,517 | 27,793 | 0.17 | 0.078 | 2,876 | |
| JP | -1 | 73 | -4,425,112 | -1,682,425 | -1,939,176 | 4,425,112 | 0.50 | -0.085 | 310,477 |
| 1 | 45 | 2,055,051 | 0 | 1,212,332 | 2,055,051 | 0.60 | -0.083 | -151,560 | |
| MY | -1 | 1 | -5,906 | 0 | -1,093 | 5,906 | 0.19 | -0.062 | 365 |
| NZ | -1 | 1 | -32,042 | -32,042 | 1,052 | 32,042 | -0.03 | -0.167 | 5,350 |
| SG | -1 | 3 | -109,807 | -109,807 | -33,346 | 109,807 | 0.41 | -0.180 | 20,199 |
| 1 | 1 | 27,656 | 0 | 6,683 | 27,656 | 0.24 | -0.107 | -2,960 | |
| TH | -1 | 14 | -357,313 | -327,815 | -62,160 | 357,313 | 0.20 | -0.133 | 59,107 |
| 1 | 8 | 683,938 | 0 | 40,018 | 683,938 | 0.18 | -0.026 | 45,774 | |
| TW | -1 | 6 | -62,359 | -62,359 | -41,070 | 62,359 | 0.67 | -0.222 | 14,193 |
| 1 | 1 | 2,717 | 0 | -704 | 2,717 | -0.26 | 0.059 | 159 |