| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,193,361 | 28,565,289 | -3,133,543 | 1,290,399 | 558 | 344,108,680 | 0.083 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -15,379,325 | 15,379,325 | -14,128,121 | 635,691 |
| 1 | 13,185,964 | 13,185,964 | 10,994,578 | 654,709 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 54 | -194,157 | -196,059 | -26,629 | 2,408,298 | 0.38 | 0.107 | 45,699 |
| CN | 223 | -748,293 | -4,050,932 | -3,423,619 | 11,199,921 | 1.56 | 0.101 | 892,834 |
| HK | 25 | -639,765 | -154,985 | -1,027,016 | 2,300,631 | 1.44 | 0.154 | 21,176 |
| ID | 1 | 4,884 | 0 | -454 | 4,884 | -0.09 | 0.147 | 718 |
| IN | 7 | -978,127 | 0 | -147,222 | 1,125,374 | 0.17 | 0.047 | -51,982 |
| JP | 191 | 1,461,464 | -1,608,110 | 1,492,031 | 9,058,144 | 0.53 | 0.078 | 103,295 |
| KR | 15 | -87,805 | -87,805 | -36,901 | 87,805 | 0.67 | 0.303 | 27,330 |
| NZ | 1 | -20,732 | -20,732 | 459 | 20,732 | -0.02 | 0.222 | 4,605 |
| SG | 4 | -85,147 | -85,147 | -39,847 | 85,147 | 0.42 | 0.133 | 12,872 |
| TH | 20 | -1,282,094 | -324,664 | -65,550 | 1,854,412 | 0.20 | 0.107 | 223,179 |
| TW | 17 | 376,412 | -14,724 | 141,206 | 419,941 | 0.41 | 0.056 | 10,673 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 24 | -1,301,228 | -196,059 | -182,203 | 1,301,228 | 0.40 | -0.129 | 83,156 |
| 1 | 30 | 1,107,071 | 0 | 155,574 | 1,107,071 | 0.36 | -0.081 | -37,457 | |
| CN | -1 | 119 | -5,974,107 | -4,050,932 | -9,727,333 | 5,974,107 | 1.65 | -0.044 | 243,390 |
| 1 | 104 | 5,225,814 | 0 | 6,303,713 | 5,225,814 | 1.46 | 0.127 | 649,444 | |
| HK | -1 | 9 | -1,470,198 | -154,985 | -1,970,700 | 1,470,198 | 1.03 | 0.032 | -166,814 |
| 1 | 16 | 830,433 | 0 | 943,685 | 830,433 | 1.67 | 0.194 | 187,991 | |
| ID | 1 | 1 | 4,884 | 0 | -454 | 4,884 | -0.09 | 0.147 | 718 |
| IN | -1 | 5 | -1,051,750 | 0 | -154,816 | 1,051,750 | 0.17 | 0.027 | -57,546 |
| 1 | 2 | 73,623 | 0 | 7,594 | 73,623 | 0.18 | 0.067 | 5,564 | |
| JP | -1 | 79 | -3,798,340 | -1,608,110 | -1,918,681 | 3,798,340 | 0.54 | -0.093 | 281,558 |
| 1 | 112 | 5,259,804 | 0 | 3,410,711 | 5,259,804 | 0.51 | -0.054 | -178,263 | |
| KR | -1 | 15 | -87,805 | -87,805 | -36,901 | 87,805 | 0.67 | -0.303 | 27,330 |
| NZ | -1 | 1 | -20,732 | -20,732 | 459 | 20,732 | -0.02 | -0.222 | 4,605 |
| SG | -1 | 4 | -85,147 | -85,147 | -39,847 | 85,147 | 0.42 | -0.133 | 12,872 |
| TH | -1 | 12 | -1,568,253 | -324,664 | -85,045 | 1,568,253 | 0.24 | -0.139 | 203,762 |
| 1 | 8 | 286,159 | 0 | 19,495 | 286,159 | 0.13 | 0.027 | 19,417 | |
| TW | -1 | 2 | -21,764 | -14,724 | -13,054 | 21,764 | 0.58 | -0.111 | 3,378 |
| 1 | 15 | 398,176 | 0 | 154,260 | 398,176 | 0.39 | 0.029 | 7,295 |