| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,578,701 | 31,756,444 | -4,661,023 | 2,379,674 | 461 | 352,737,784 | 0.090 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -17,667,572 | 17,667,572 | -14,375,989 | 1,633,392 |
| 1.0000 | 14,088,871 | 14,088,871 | 9,714,965 | 746,282 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| CN | 166 | -3,842,078 | -7,496,589 | -2,982,445 | 14,035,403 | 1.52 | 0.091 | 1,095,231 |
| HK | 24 | 758,112 | -614,164 | 754,279 | 2,178,194 | 1.26 | 0.112 | 45,699 |
| ID | 1 | 221,762 | 0 | -20,608 | 221,762 | -0.09 | 0.177 | 39,359 |
| IN | 5 | 22,384 | 0 | 12,704 | 527,979 | 0.13 | 0.058 | 6,946 |
| JP | 202 | -263,530 | -3,938,926 | -1,987,589 | 10,831,518 | 0.53 | 0.084 | 633,035 |
| KR | 27 | -1,035,848 | -1,155,446 | -613,713 | 1,275,043 | 0.53 | 0.279 | 313,496 |
| SG | 6 | -69,937 | -69,937 | -33,898 | 69,937 | 0.41 | 0.123 | 9,193 |
| TH | 17 | -309,568 | -519,474 | -36,546 | 1,484,152 | 0.18 | 0.088 | 131,618 |
| TW | 13 | 940,003 | -96,226 | 246,793 | 1,132,455 | 0.39 | 0.113 | 105,097 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| CN | -1.0000 | 97 | -8,938,741 | -7,496,589 | -9,105,601 | 8,938,741 | 1.59 | -0.017 | 488,055 |
| 1.0000 | 69 | 5,096,662 | 0 | 6,123,156 | 5,096,662 | 1.43 | 0.103 | 607,176 | |
| HK | -1.0000 | 13 | -710,041 | -614,164 | -628,376 | 710,041 | 1.24 | -0.031 | 29,054 |
| 1.0000 | 11 | 1,468,153 | 0 | 1,382,655 | 1,468,153 | 1.29 | 0.134 | 16,645 | |
| ID | 1.0000 | 1 | 221,762 | 0 | -20,608 | 221,762 | -0.09 | 0.177 | 39,359 |
| IN | -1.0000 | 2 | -252,798 | 0 | -16,106 | 252,798 | 0.11 | 0.040 | -14,301 |
| 1.0000 | 3 | 275,182 | 0 | 28,809 | 275,182 | 0.15 | 0.070 | 21,247 | |
| JP | -1.0000 | 117 | -5,547,524 | -3,938,926 | -3,791,130 | 5,547,524 | 0.63 | -0.116 | 672,714 |
| 1.0000 | 85 | 5,283,994 | 0 | 1,803,541 | 5,283,994 | 0.40 | -0.022 | -39,680 | |
| KR | -1.0000 | 26 | -1,155,446 | -1,155,446 | -695,783 | 1,155,446 | 0.53 | -0.283 | 334,655 |
| 1.0000 | 1 | 119,598 | 0 | 82,070 | 119,598 | 0.69 | -0.177 | -21,158 | |
| SG | -1.0000 | 6 | -69,937 | -69,937 | -33,898 | 69,937 | 0.41 | -0.123 | 9,193 |
| TH | -1.0000 | 9 | -896,860 | -519,474 | -38,278 | 896,860 | 0.16 | -0.127 | 91,994 |
| 1.0000 | 8 | 587,292 | 0 | 1,731 | 587,292 | 0.21 | 0.014 | 39,624 | |
| TW | -1.0000 | 4 | -96,226 | -96,226 | -66,819 | 96,226 | 0.72 | -0.221 | 22,029 |
| 1.0000 | 9 | 1,036,229 | 0 | 313,612 | 1,036,229 | 0.24 | 0.051 | 83,068 |