| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,660,210 | 21,057,389 | -2,252,219 | 1,557,111 | 491 | 248,666,569 | 0.085 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -11,358,800 | 11,358,800 | -10,111,525 | 784,214 |
| 1 | 9,698,589 | 9,698,589 | 7,859,306 | 772,897 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 43 | -9,395 | -299,070 | -250,168 | 1,257,083 | 0.40 | 0.148 | 29,499 |
| CN | 179 | -1,642,276 | -2,069,976 | -638,880 | 9,883,963 | 1.56 | 0.092 | 683,737 |
| HK | 35 | 1,437,794 | 0 | 1,291,968 | 1,484,323 | 1.16 | 0.201 | 314,139 |
| ID | 1 | -18,617 | 0 | 4,624 | 18,617 | -0.25 | 0.028 | 516 |
| IN | 4 | 42,886 | 0 | -4,038 | 324,823 | 0.26 | 0.111 | 21,009 |
| JP | 172 | -1,955,227 | -1,333,368 | -1,566,972 | 3,752,753 | 0.54 | 0.076 | 78,218 |
| KR | 28 | -1,142,483 | -1,142,483 | -1,078,337 | 1,142,483 | 0.77 | 0.270 | 393,441 |
| NZ | 1 | 18,252 | 0 | -404 | 18,252 | -0.02 | 0.204 | -3,718 |
| SG | 3 | 318,133 | 0 | 83,006 | 318,133 | 0.26 | 0.087 | -10,420 |
| TH | 15 | 1,779,785 | 0 | 60,110 | 2,016,664 | 0.15 | 0.064 | -50,418 |
| TW | 10 | -489,063 | -353,061 | -153,128 | 840,296 | 0.59 | 0.175 | 101,109 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 32 | -633,239 | -299,070 | -256,069 | 633,239 | 0.52 | -0.168 | 83,709 |
| 1 | 11 | 623,844 | 0 | 5,901 | 623,844 | 0.05 | -0.091 | -54,210 | |
| CN | -1 | 97 | -5,763,119 | -2,069,976 | -6,570,542 | 5,763,119 | 1.64 | -0.038 | 91,633 |
| 1 | 82 | 4,120,844 | 0 | 5,931,662 | 4,120,844 | 1.46 | 0.084 | 592,104 | |
| HK | -1 | 1 | -23,264 | 0 | -32,686 | 23,264 | 1.40 | 0.200 | -4,651 |
| 1 | 34 | 1,461,058 | 0 | 1,324,655 | 1,461,058 | 1.15 | 0.192 | 318,790 | |
| ID | -1 | 1 | -18,617 | 0 | 4,624 | 18,617 | -0.25 | -0.028 | 516 |
| IN | -1 | 3 | -140,968 | 0 | -35,026 | 140,968 | 0.29 | 0.006 | -3,816 |
| 1 | 1 | 183,854 | 0 | 30,988 | 183,854 | 0.17 | 0.135 | 24,826 | |
| JP | -1 | 123 | -2,853,990 | -1,333,368 | -1,877,468 | 2,853,990 | 0.60 | -0.069 | 119,733 |
| 1 | 49 | 898,763 | 0 | 310,496 | 898,763 | 0.37 | -0.052 | -41,515 | |
| KR | -1 | 28 | -1,142,483 | -1,142,483 | -1,078,337 | 1,142,483 | 0.77 | -0.270 | 393,441 |
| NZ | 1 | 1 | 18,252 | 0 | -404 | 18,252 | -0.02 | -0.204 | -3,718 |
| SG | 1 | 3 | 318,133 | 0 | 83,006 | 318,133 | 0.26 | -0.057 | -10,420 |
| TH | -1 | 2 | -118,439 | 0 | -18,825 | 118,439 | 0.09 | -0.067 | 12,299 |
| 1 | 13 | 1,898,225 | 0 | 78,935 | 1,898,225 | 0.16 | 0.003 | -62,717 | |
| TW | -1 | 9 | -664,680 | -353,061 | -247,195 | 664,680 | 0.59 | -0.188 | 91,350 |
| 1 | 1 | 175,617 | 0 | 94,067 | 175,617 | 0.54 | 0.056 | 9,758 |