| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 866,870 | 24,877,196 | 3,222,241 | 1,788,009 | 341 | 368,806,816 | 0.067 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -12,005,163 | 12,005,163 | -6,346,628 | 788,473 |
| 1 | 12,872,033 | 12,872,033 | 9,568,868 | 999,536 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 54 | -83,132 | -408,208 | 4,257 | 3,582,653 | 0.50 | 0.118 | 140,439 |
| HK | 31 | 2,052,868 | -434,437 | 3,545,385 | 6,063,533 | 1.38 | 0.196 | 1,171,626 |
| ID | 5 | -403,645 | 0 | -42,060 | 403,645 | 0.14 | 0.027 | -8,737 |
| IN | 10 | -1,166,098 | 0 | -219,049 | 1,357,021 | 0.29 | 0.078 | -23,220 |
| JP | 180 | -820,953 | -2,664,754 | -738,884 | 7,275,343 | 0.72 | 0.073 | 469,556 |
| KR | 14 | -278,192 | -312,855 | -93,450 | 347,518 | 0.58 | 0.251 | 71,350 |
| NZ | 1 | -17,659 | -17,659 | -4,807 | 17,659 | 0.27 | 0.267 | 4,711 |
| PH | 1 | 19,516 | 0 | 7,422 | 19,516 | 0.38 | 0.280 | 5,464 |
| SG | 4 | -5,014 | -17,491 | -3,575 | 29,967 | 0.56 | 0.068 | 990 |
| TH | 20 | 603,298 | -618,594 | 153,816 | 3,425,622 | 0.31 | 0.092 | -304,684 |
| TW | 21 | 965,882 | -45,778 | 613,186 | 2,354,718 | 0.82 | 0.097 | 260,516 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 23 | -1,832,893 | -408,208 | -437,050 | 1,832,893 | 0.62 | -0.164 | 194,100 |
| 1 | 31 | 1,749,761 | 0 | 441,307 | 1,749,761 | 0.41 | -0.079 | -53,661 | |
| HK | -1 | 9 | -2,005,332 | -434,437 | -1,741,448 | 2,005,332 | 0.91 | -0.007 | -26,998 |
| 1 | 22 | 4,058,201 | 0 | 5,286,833 | 4,058,201 | 1.57 | 0.251 | 1,198,624 | |
| ID | -1 | 5 | -403,645 | 0 | -42,060 | 403,645 | 0.14 | 0.027 | -8,737 |
| IN | -1 | 4 | -1,261,560 | 0 | -250,672 | 1,261,560 | 0.30 | 0.046 | -33,550 |
| 1 | 6 | 95,462 | 0 | 31,623 | 95,462 | 0.29 | 0.098 | 10,329 | |
| JP | -1 | 92 | -4,048,148 | -2,664,754 | -2,966,411 | 4,048,148 | 0.76 | -0.095 | 436,510 |
| 1 | 88 | 3,227,195 | 0 | 2,227,527 | 3,227,195 | 0.67 | -0.019 | 33,045 | |
| KR | -1 | 12 | -312,855 | -312,855 | -121,870 | 312,855 | 0.54 | -0.259 | 73,816 |
| 1 | 2 | 34,663 | 0 | 28,421 | 34,663 | 0.83 | -0.198 | -2,467 | |
| NZ | -1 | 1 | -17,659 | -17,659 | -4,807 | 17,659 | 0.27 | -0.267 | 4,711 |
| PH | 1 | 1 | 19,516 | 0 | 7,422 | 19,516 | 0.38 | 0.280 | 5,464 |
| SG | -1 | 3 | -17,491 | -17,491 | -8,766 | 17,491 | 0.61 | -0.079 | 1,433 |
| 1 | 1 | 12,476 | 0 | 5,191 | 12,476 | 0.42 | -0.036 | -443 | |
| TH | -1 | 17 | -1,411,162 | -618,594 | -294,238 | 1,411,162 | 0.30 | -0.071 | 77,980 |
| 1 | 3 | 2,014,460 | 0 | 448,054 | 2,014,460 | 0.37 | -0.200 | -382,664 | |
| TW | -1 | 5 | -694,418 | -45,778 | -479,305 | 694,418 | 0.94 | -0.166 | 69,206 |
| 1 | 16 | 1,660,300 | 0 | 1,092,491 | 1,660,300 | 0.78 | 0.072 | 191,310 |