| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,406,754 | 26,910,607 | -1,421,109 | 3,151,043 | 614 | 248,102,859 | 0.108 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -14,158,681 | 14,158,681 | -15,145,317 | 1,498,398 |
| 1 | 12,751,926 | 12,751,926 | 13,724,209 | 1,652,644 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 45 | -330,642 | -730,503 | -326,403 | 1,329,097 | 0.39 | 0.123 | 94,569 |
| CN | 268 | -2,945,761 | -6,994,918 | -4,202,362 | 13,131,907 | 1.61 | 0.090 | 1,241,518 |
| HK | 65 | 3,463,335 | -16,453 | 4,808,552 | 3,545,139 | 1.51 | 0.205 | 886,398 |
| ID | 2 | -56,233 | 0 | 10,129 | 56,233 | -0.17 | 0.028 | -697 |
| IN | 3 | 111,880 | 0 | 26,672 | 176,514 | 0.33 | 0.108 | 17,088 |
| JP | 174 | 352,551 | -2,092,217 | 273,887 | 5,080,414 | 0.51 | 0.059 | 329,550 |
| KR | 25 | -1,462,190 | -1,471,753 | -1,307,359 | 1,481,316 | 0.67 | 0.283 | 505,004 |
| NZ | 1 | -47,866 | -47,866 | 1,059 | 47,866 | -0.02 | 0.192 | 9,175 |
| SG | 4 | -12,368 | -13,353 | -3,341 | 14,337 | 0.35 | 0.092 | 905 |
| TH | 4 | 776,380 | 0 | 51,572 | 791,943 | 0.08 | 0.091 | -107,818 |
| TW | 23 | -1,255,841 | -873,029 | -753,514 | 1,255,841 | 0.64 | 0.202 | 175,351 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 30 | -829,869 | -730,503 | -342,910 | 829,869 | 0.50 | -0.158 | 125,551 |
| 1 | 15 | 499,227 | 0 | 16,507 | 499,227 | 0.15 | -0.048 | -30,982 | |
| CN | -1 | 151 | -8,038,834 | -6,994,918 | -11,601,540 | 8,038,834 | 1.64 | -0.051 | 473,952 |
| 1 | 117 | 5,093,073 | 0 | 7,399,178 | 5,093,073 | 1.58 | 0.111 | 767,567 | |
| HK | -1 | 2 | -40,902 | -16,453 | -52,891 | 40,902 | 1.27 | 0.045 | -2,727 |
| 1 | 63 | 3,504,237 | 0 | 4,861,443 | 3,504,237 | 1.52 | 0.208 | 889,125 | |
| ID | -1 | 2 | -56,233 | 0 | 10,129 | 56,233 | -0.17 | 0.016 | -697 |
| IN | -1 | 1 | -32,317 | 0 | -7,056 | 32,317 | 0.22 | 0.063 | -2,047 |
| 1 | 2 | 144,197 | 0 | 33,728 | 144,197 | 0.39 | 0.130 | 19,135 | |
| JP | -1 | 82 | -2,363,932 | -2,092,217 | -1,080,193 | 2,363,932 | 0.47 | -0.073 | 210,698 |
| 1 | 92 | 2,716,483 | 0 | 1,354,080 | 2,716,483 | 0.54 | 0.024 | 118,851 | |
| KR | -1 | 23 | -1,471,753 | -1,471,753 | -1,314,747 | 1,471,753 | 0.66 | -0.280 | 507,878 |
| 1 | 2 | 9,563 | 0 | 7,388 | 9,563 | 0.71 | -0.317 | -2,874 | |
| NZ | -1 | 1 | -47,866 | -47,866 | 1,059 | 47,866 | -0.02 | -0.192 | 9,175 |
| SG | -1 | 3 | -13,353 | -13,353 | -3,603 | 13,353 | 0.38 | -0.068 | 1,068 |
| 1 | 1 | 984 | 0 | 262 | 984 | 0.27 | -0.166 | -163 | |
| TH | -1 | 1 | -7,781 | 0 | -50 | 7,781 | 0.01 | -0.025 | 197 |
| 1 | 3 | 784,161 | 0 | 51,623 | 784,161 | 0.10 | -0.015 | -108,015 | |
| TW | -1 | 23 | -1,255,841 | -873,029 | -753,514 | 1,255,841 | 0.64 | -0.202 | 175,351 |