| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,698,208 | 39,439,824 | -3,476,232 | 2,246,791 | 506 | 344,272,058 | 0.115 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -21,069,016 | 21,069,016 | -19,382,891 | 1,140,984 |
| 1 | 18,370,808 | 18,370,808 | 15,906,659 | 1,105,808 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 55 | -311,908 | -1,603,793 | -456,680 | 4,369,319 | 0.37 | 0.106 | 192,350 |
| CN | 208 | -848,186 | -5,677,816 | -1,207,515 | 17,176,976 | 1.57 | 0.094 | 1,293,272 |
| HK | 17 | -1,860,533 | -298,656 | -2,290,657 | 2,261,564 | 1.29 | 0.106 | -52,092 |
| ID | 1 | -80,354 | 0 | 21,351 | 80,354 | -0.27 | 0.024 | 1,921 |
| IN | 7 | -420,395 | 0 | -66,651 | 1,168,112 | 0.17 | 0.090 | -6,158 |
| JP | 167 | 600,326 | -2,264,155 | 804,958 | 11,134,538 | 0.52 | 0.084 | 358,067 |
| KR | 14 | -935,590 | -935,590 | -558,909 | 935,590 | 0.58 | 0.288 | 262,392 |
| NZ | 2 | 49,089 | 0 | -6,251 | 49,089 | -0.12 | 0.181 | -8,779 |
| SG | 4 | -15,098 | -25,356 | -11,137 | 35,614 | 0.43 | 0.105 | 2,726 |
| TH | 16 | 190,732 | -323,652 | 50,986 | 1,088,555 | 0.27 | 0.108 | 123,554 |
| TW | 15 | 933,710 | -22,315 | 244,274 | 1,140,114 | 0.29 | 0.077 | 79,537 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 41 | -2,340,614 | -1,603,793 | -546,120 | 2,340,614 | 0.41 | -0.109 | 265,146 |
| 1 | 14 | 2,028,705 | 0 | 89,440 | 2,028,705 | 0.27 | -0.084 | -72,796 | |
| CN | -1 | 123 | -9,012,581 | -5,677,816 | -12,865,252 | 9,012,581 | 1.63 | -0.022 | 118,552 |
| 1 | 85 | 8,164,395 | 0 | 11,657,737 | 8,164,395 | 1.49 | 0.125 | 1,174,720 | |
| HK | -1 | 10 | -2,061,049 | -298,656 | -2,674,335 | 2,061,049 | 1.00 | 0.006 | -93,627 |
| 1 | 7 | 200,516 | 0 | 383,677 | 200,516 | 1.70 | 0.119 | 41,535 | |
| ID | -1 | 1 | -80,354 | 0 | 21,351 | 80,354 | -0.27 | -0.024 | 1,921 |
| IN | -1 | 4 | -794,254 | 0 | -88,397 | 794,254 | 0.11 | 0.045 | -32,623 |
| 1 | 3 | 373,858 | 0 | 21,746 | 373,858 | 0.25 | 0.087 | 26,465 | |
| JP | -1 | 75 | -5,267,106 | -2,264,155 | -2,530,777 | 5,267,106 | 0.55 | -0.095 | 529,400 |
| 1 | 92 | 5,867,432 | 0 | 3,335,735 | 5,867,432 | 0.50 | -0.063 | -171,334 | |
| KR | -1 | 14 | -935,590 | -935,590 | -558,909 | 935,590 | 0.58 | -0.288 | 262,392 |
| NZ | 1 | 2 | 49,089 | 0 | -6,251 | 49,089 | -0.12 | -0.181 | -8,779 |
| SG | -1 | 3 | -25,356 | -25,356 | -13,335 | 25,356 | 0.51 | -0.126 | 3,128 |
| 1 | 1 | 10,258 | 0 | 2,198 | 10,258 | 0.21 | -0.039 | -402 | |
| TH | -1 | 9 | -448,912 | -323,652 | -69,730 | 448,912 | 0.22 | -0.142 | 72,594 |
| 1 | 7 | 639,643 | 0 | 120,716 | 639,643 | 0.33 | -0.004 | 50,959 | |
| TW | -1 | 2 | -103,202 | -22,315 | -57,387 | 103,202 | 0.58 | -0.175 | 14,099 |
| 1 | 13 | 1,036,912 | 0 | 301,661 | 1,036,912 | 0.25 | 0.024 | 65,438 |