| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,658,919 | 13,368,961 | -5,666,693 | 694,677 | 456 | 327,366,230 | 0.041 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,513,940 | 7,513,940 | -7,812,706 | 511,656 |
| 1 | 5,855,021 | 5,855,021 | 2,146,013 | 183,022 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | 93,079 | -337,499 | -140,679 | 968,609 | 0.43 | 0.134 | 28,531 |
| CN | 178 | -2,664,606 | -2,868,021 | -4,747,893 | 4,594,102 | 1.57 | 0.082 | 234,842 |
| HK | 22 | -83,722 | -81,796 | -340,871 | 810,890 | 1.16 | 0.158 | 25,823 |
| ID | 1 | 172,352 | 0 | -27,925 | 172,352 | -0.16 | 0.155 | 26,671 |
| IN | 3 | -39,003 | 0 | -22,129 | 113,691 | 0.22 | 0.111 | 929 |
| JP | 153 | 158,147 | -1,686,887 | -138,117 | 4,088,760 | 0.52 | 0.078 | 276,706 |
| KR | 23 | -259,912 | -259,912 | -170,434 | 259,912 | 0.74 | 0.278 | 82,115 |
| NZ | 1 | 64,847 | 0 | -1,434 | 64,847 | -0.02 | 0.213 | -13,823 |
| SG | 3 | -107,368 | -107,368 | -43,128 | 107,368 | 0.51 | 0.142 | 18,919 |
| TH | 22 | 979,273 | -468,023 | 2,890 | 2,001,259 | 0.22 | 0.102 | -13,327 |
| TW | 9 | 27,996 | -79,587 | -36,976 | 187,171 | 0.48 | 0.139 | 27,292 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 31 | -437,765 | -337,499 | -177,508 | 437,765 | 0.48 | -0.152 | 63,986 |
| 1 | 10 | 530,844 | 0 | 36,829 | 530,844 | 0.27 | -0.075 | -35,455 | |
| CN | -1 | 115 | -3,629,354 | -2,868,021 | -5,550,578 | 3,629,354 | 1.72 | -0.021 | 82,173 |
| 1 | 63 | 964,748 | 0 | 802,685 | 964,748 | 1.30 | 0.106 | 152,669 | |
| HK | -1 | 8 | -447,306 | -81,796 | -595,213 | 447,306 | 1.38 | 0.044 | -51,128 |
| 1 | 14 | 363,584 | 0 | 254,342 | 363,584 | 1.04 | 0.201 | 76,951 | |
| ID | 1 | 1 | 172,352 | 0 | -27,925 | 172,352 | -0.16 | 0.155 | 26,671 |
| IN | -1 | 2 | -76,347 | 0 | -24,177 | 76,347 | 0.30 | 0.076 | -5,797 |
| 1 | 1 | 37,344 | 0 | 2,049 | 37,344 | 0.05 | 0.180 | 6,726 | |
| JP | -1 | 92 | -1,965,306 | -1,686,887 | -1,087,780 | 1,965,306 | 0.61 | -0.099 | 233,134 |
| 1 | 61 | 2,123,454 | 0 | 949,663 | 2,123,454 | 0.39 | 0.002 | 43,572 | |
| KR | -1 | 23 | -259,912 | -259,912 | -170,434 | 259,912 | 0.74 | -0.278 | 82,115 |
| NZ | 1 | 1 | 64,847 | 0 | -1,434 | 64,847 | -0.02 | -0.213 | -13,823 |
| SG | -1 | 3 | -107,368 | -107,368 | -43,128 | 107,368 | 0.51 | -0.142 | 18,919 |
| TH | -1 | 15 | -510,993 | -468,023 | -103,038 | 510,993 | 0.28 | -0.125 | 65,685 |
| 1 | 7 | 1,490,266 | 0 | 105,929 | 1,490,266 | 0.09 | 0.003 | -79,012 | |
| TW | -1 | 4 | -79,587 | -79,587 | -60,851 | 79,587 | 0.91 | -0.257 | 22,569 |
| 1 | 5 | 107,583 | 0 | 23,875 | 107,583 | 0.14 | 0.045 | 4,723 |