| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -757,767 | 60,068,233 | -2,282,768 | 4,181,409 | 684 | 401,940,325 | 0.149 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -30,413,000 | 30,413,000 | -25,853,900 | 1,945,187 |
| 1.0000 | 29,655,233 | 29,655,233 | 23,571,132 | 2,236,222 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 55 | -460,330 | -1,463,480 | -106,239 | 2,865,233 | 0.49 | 0.068 | 135,072 |
| CN | 221 | -7,103,549 | -7,772,523 | -11,517,860 | 25,603,489 | 1.39 | 0.092 | 1,378,555 |
| HK | 75 | 2,543,971 | -1,057,635 | 6,221,684 | 5,681,672 | 1.77 | 0.217 | 1,079,297 |
| ID | 1 | -16,145 | 0 | -1,781 | 16,145 | 0.11 | 0.089 | -1,444 |
| IN | 11 | 711,894 | 0 | 241,129 | 711,894 | 0.34 | 0.133 | 103,166 |
| JP | 237 | 3,679,524 | -3,669,375 | 2,155,649 | 15,964,891 | 0.67 | 0.049 | 799,200 |
| KR | 38 | -834,760 | -1,422,299 | -76,343 | 2,009,838 | 0.53 | 0.213 | 159,193 |
| NZ | 1 | -21,940 | -21,940 | -5,973 | 21,940 | 0.27 | 0.322 | 7,058 |
| SG | 3 | 91,717 | 0 | 35,364 | 91,717 | 0.61 | 0.036 | 1,728 |
| TH | 24 | -621,351 | -2,986,290 | -78,052 | 5,351,228 | 0.30 | 0.071 | 223,977 |
| TW | 18 | 1,273,203 | -21,868 | 849,653 | 1,750,187 | 0.78 | 0.149 | 295,608 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 34 | -1,662,782 | -1,463,480 | -618,605 | 1,662,782 | 0.39 | -0.068 | 107,247 |
| 1.0000 | 21 | 1,202,452 | 0 | 512,366 | 1,202,452 | 0.64 | -0.008 | 27,825 | |
| CN | -1.0000 | 150 | -16,353,519 | -7,772,523 | -18,473,578 | 16,353,519 | 1.40 | -0.064 | 1,093,157 |
| 1.0000 | 71 | 9,249,970 | 0 | 6,955,718 | 9,249,970 | 1.38 | -0.045 | 285,398 | |
| HK | -1.0000 | 7 | -1,568,850 | -1,057,635 | -1,312,515 | 1,568,850 | 0.82 | 0.003 | -14,597 |
| 1.0000 | 68 | 4,112,822 | 0 | 7,534,199 | 4,112,822 | 1.86 | 0.235 | 1,093,894 | |
| ID | -1.0000 | 1 | -16,145 | 0 | -1,781 | 16,145 | 0.11 | 0.089 | -1,444 |
| IN | 1.0000 | 11 | 711,894 | 0 | 241,129 | 711,894 | 0.34 | 0.133 | 103,166 |
| JP | -1.0000 | 68 | -6,142,683 | -3,669,375 | -4,112,731 | 6,142,683 | 0.61 | -0.022 | 213,604 |
| 1.0000 | 169 | 9,822,207 | 0 | 6,268,380 | 9,822,207 | 0.70 | 0.030 | 585,596 | |
| KR | -1.0000 | 34 | -1,422,299 | -1,422,299 | -616,773 | 1,422,299 | 0.46 | -0.209 | 286,672 |
| 1.0000 | 4 | 587,539 | 0 | 540,430 | 587,539 | 1.09 | -0.240 | -127,479 | |
| NZ | -1.0000 | 1 | -21,940 | -21,940 | -5,973 | 21,940 | 0.27 | -0.322 | 7,058 |
| SG | 1.0000 | 3 | 91,717 | 0 | 35,364 | 91,717 | 0.61 | -0.008 | 1,728 |
| TH | -1.0000 | 6 | -2,986,290 | -2,986,290 | -560,231 | 2,986,290 | 0.28 | -0.058 | 244,964 |
| 1.0000 | 18 | 2,364,938 | 0 | 482,179 | 2,364,938 | 0.30 | 0.015 | -20,987 | |
| TW | -1.0000 | 2 | -238,492 | -21,868 | -151,714 | 238,492 | 0.73 | -0.052 | 8,526 |
| 1.0000 | 16 | 1,511,695 | 0 | 1,001,367 | 1,511,695 | 0.79 | 0.139 | 287,082 |