| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 1,636,754 | 18,271,485 | 1,647,640 | 2,132,521 | 554 | 287,581,657 | 0.064 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,317,366 | 8,317,366 | -8,236,989 | 847,419 |
| 1 | 9,954,120 | 9,954,120 | 9,884,629 | 1,285,102 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 55 | -7,244 | -638,450 | -91,380 | 1,411,500 | 0.33 | 0.152 | 80,477 |
| CN | 234 | 1,444,786 | -3,119,218 | 1,586,256 | 9,119,258 | 1.61 | 0.103 | 1,167,551 |
| HK | 22 | 819,076 | -2,036 | 1,047,771 | 836,754 | 1.41 | 0.215 | 258,680 |
| ID | 1 | -30,993 | 0 | 7,698 | 30,993 | -0.25 | 0.051 | 1,574 |
| IN | 8 | 909,522 | 0 | 165,798 | 950,827 | 0.28 | 0.116 | 159,358 |
| JP | 182 | -583,428 | -1,958,573 | -599,337 | 4,388,004 | 0.50 | 0.072 | 204,678 |
| KR | 23 | -539,306 | -539,306 | -438,455 | 539,306 | 0.79 | 0.266 | 176,772 |
| NZ | 1 | -15,563 | -15,563 | 344 | 15,563 | -0.02 | 0.204 | 3,177 |
| SG | 5 | 55,719 | -8,333 | 8,263 | 72,385 | 0.36 | 0.088 | -5,885 |
| TH | 5 | -255,854 | 0 | -6,219 | 452,295 | -0.03 | 0.041 | 20,168 |
| TW | 18 | -159,960 | -307,280 | -33,099 | 454,600 | 0.42 | 0.117 | 65,972 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 33 | -709,372 | -638,450 | -204,563 | 709,372 | 0.41 | -0.188 | 125,452 |
| 1 | 22 | 702,128 | 0 | 113,183 | 702,128 | 0.21 | -0.098 | -44,975 | |
| CN | -1 | 104 | -3,837,236 | -3,119,218 | -6,071,424 | 3,837,236 | 1.63 | -0.063 | 240,685 |
| 1 | 130 | 5,282,022 | 0 | 7,657,681 | 5,282,022 | 1.59 | 0.114 | 926,866 | |
| HK | -1 | 2 | -8,839 | -2,036 | -6,826 | 8,839 | 0.90 | 0.057 | -825 |
| 1 | 20 | 827,915 | 0 | 1,054,597 | 827,915 | 1.46 | 0.230 | 259,505 | |
| ID | -1 | 1 | -30,993 | 0 | 7,698 | 30,993 | -0.25 | -0.051 | 1,574 |
| IN | -1 | 1 | -20,652 | 0 | -12,503 | 20,652 | 0.61 | -0.074 | 1,524 |
| 1 | 7 | 930,174 | 0 | 178,302 | 930,174 | 0.24 | 0.122 | 157,833 | |
| JP | -1 | 107 | -2,485,716 | -1,958,573 | -1,402,671 | 2,485,716 | 0.54 | -0.096 | 221,205 |
| 1 | 75 | 1,902,288 | 0 | 803,334 | 1,902,288 | 0.44 | -0.015 | -16,527 | |
| KR | -1 | 23 | -539,306 | -539,306 | -438,455 | 539,306 | 0.79 | -0.266 | 176,772 |
| NZ | -1 | 1 | -15,563 | -15,563 | 344 | 15,563 | -0.02 | -0.204 | 3,177 |
| SG | -1 | 3 | -8,333 | -8,333 | -3,838 | 8,333 | 0.49 | -0.094 | 611 |
| 1 | 2 | 64,052 | 0 | 12,100 | 64,052 | 0.16 | -0.078 | -6,496 | |
| TH | -1 | 3 | -354,075 | 0 | 560 | 354,075 | -0.01 | -0.040 | 17,079 |
| 1 | 2 | 98,221 | 0 | -6,779 | 98,221 | -0.06 | 0.042 | 3,089 | |
| TW | -1 | 8 | -307,280 | -307,280 | -105,310 | 307,280 | 0.36 | -0.194 | 60,165 |
| 1 | 10 | 147,320 | 0 | 72,212 | 147,320 | 0.47 | 0.015 | 5,807 |