| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,177,216 | 35,234,268 | -4,906,356 | 2,235,325 | 493 | 349,364,554 | 0.101 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -18,205,742 | 18,205,742 | -15,082,866 | 1,437,844 |
| 1.0000 | 17,028,526 | 17,028,526 | 10,176,510 | 797,481 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 58 | 577,119 | -822,300 | -374,221 | 4,047,053 | 0.38 | 0.100 | 122,769 |
| CN | 174 | -229,923 | -3,730,060 | -1,744,680 | 11,836,513 | 1.49 | 0.102 | 999,867 |
| HK | 17 | -739,963 | -402,833 | -365,723 | 920,928 | 1.20 | 0.093 | 29,011 |
| ID | 2 | 126,865 | 0 | -15,580 | 126,865 | -0.13 | 0.160 | 20,366 |
| IN | 9 | -959,034 | 0 | -64,809 | 2,870,242 | 0.15 | 0.071 | 61,279 |
| JP | 185 | -158,303 | -3,597,939 | -2,257,923 | 13,676,823 | 0.52 | 0.084 | 848,308 |
| KR | 19 | -303,468 | -458,729 | -149,756 | 613,990 | 0.62 | 0.278 | 114,307 |
| MY | 1 | -466 | 0 | -83 | 466 | 0.18 | 0.050 | 23 |
| NZ | 2 | -28,327 | -28,327 | 4,655 | 28,327 | -0.12 | 0.221 | 6,167 |
| SG | 5 | -96,976 | -96,976 | -39,021 | 96,976 | 0.44 | 0.122 | 12,105 |
| TH | 15 | 549,101 | -73,848 | 97,724 | 813,196 | 0.19 | 0.077 | 2,368 |
| TW | 6 | 86,160 | -58,364 | 3,061 | 202,888 | 0.33 | 0.077 | 18,757 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 46 | -1,734,967 | -822,300 | -483,137 | 1,734,967 | 0.39 | -0.104 | 150,916 |
| 1.0000 | 12 | 2,312,086 | 0 | 108,917 | 2,312,086 | 0.32 | -0.062 | -28,147 | |
| CN | -1.0000 | 97 | -6,033,218 | -3,730,060 | -8,568,923 | 6,033,218 | 1.51 | -0.022 | 240,469 |
| 1.0000 | 77 | 5,803,295 | 0 | 6,824,243 | 5,803,295 | 1.46 | 0.123 | 759,397 | |
| HK | -1.0000 | 12 | -830,445 | -402,833 | -567,561 | 830,445 | 0.78 | -0.004 | 8,119 |
| 1.0000 | 5 | 90,482 | 0 | 201,838 | 90,482 | 2.21 | 0.149 | 20,892 | |
| ID | 1.0000 | 2 | 126,865 | 0 | -15,580 | 126,865 | -0.13 | 0.160 | 20,366 |
| IN | -1.0000 | 3 | -1,914,638 | 0 | -221,505 | 1,914,638 | 0.10 | 0.008 | -51,840 |
| 1.0000 | 6 | 955,604 | 0 | 156,696 | 955,604 | 0.18 | 0.091 | 113,118 | |
| JP | -1.0000 | 99 | -6,917,563 | -3,597,939 | -4,853,487 | 6,917,563 | 0.55 | -0.103 | 910,259 |
| 1.0000 | 86 | 6,759,260 | 0 | 2,595,564 | 6,759,260 | 0.48 | -0.044 | -61,952 | |
| KR | -1.0000 | 17 | -458,729 | -458,729 | -309,081 | 458,729 | 0.57 | -0.291 | 137,417 |
| 1.0000 | 2 | 155,261 | 0 | 159,325 | 155,261 | 1.05 | -0.166 | -23,110 | |
| MY | -1.0000 | 1 | -466 | 0 | -83 | 466 | 0.18 | -0.050 | 23 |
| NZ | -1.0000 | 2 | -28,327 | -28,327 | 4,655 | 28,327 | -0.12 | -0.221 | 6,167 |
| SG | -1.0000 | 5 | -96,976 | -96,976 | -39,021 | 96,976 | 0.44 | -0.122 | 12,105 |
| TH | -1.0000 | 7 | -132,048 | -73,848 | -7,947 | 132,048 | 0.14 | -0.084 | 8,478 |
| 1.0000 | 8 | 681,149 | 0 | 105,670 | 681,149 | 0.24 | -0.001 | -6,111 | |
| TW | -1.0000 | 1 | -58,364 | -58,364 | -36,775 | 58,364 | 0.63 | -0.270 | 15,730 |
| 1.0000 | 5 | 144,524 | 0 | 39,836 | 144,524 | 0.27 | 0.019 | 3,027 |