| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,273,792 | 38,529,785 | -5,780,374 | 2,162,861 | 557 | 400,472,536 | 0.096 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -20,401,788 | 20,401,788 | -20,271,871 | 796,709 |
| 1.0000 | 18,127,997 | 18,127,997 | 14,491,497 | 1,366,151 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 52 | 171,038 | -1,376,514 | -437,333 | 3,810,782 | 0.50 | 0.074 | 351,470 |
| CN | 187 | -3,611,321 | -3,987,369 | -6,134,290 | 14,513,507 | 1.37 | 0.095 | 673,102 |
| HK | 41 | 430,381 | -934,397 | 1,402,190 | 3,339,367 | 1.34 | 0.200 | 439,504 |
| ID | 2 | -39,329 | 0 | -4,329 | 39,329 | 0.10 | 0.094 | -3,845 |
| IN | 12 | 564,485 | 0 | 207,914 | 592,913 | 0.35 | 0.125 | 81,743 |
| JP | 206 | -549,142 | -3,284,768 | -1,557,200 | 11,634,843 | 0.66 | 0.044 | 294,374 |
| KR | 12 | -167,973 | -246,708 | -36,725 | 325,444 | 0.50 | 0.228 | 40,771 |
| NZ | 1 | 28,067 | 0 | 7,641 | 28,067 | 0.27 | 0.289 | -8,098 |
| SG | 9 | 675,960 | 0 | 275,435 | 675,960 | 0.51 | 0.053 | 32,215 |
| TH | 17 | -1,230,667 | -1,220,427 | -358,359 | 2,114,863 | 0.35 | 0.065 | -32,152 |
| TW | 18 | 1,454,710 | 0 | 854,682 | 1,454,710 | 0.67 | 0.169 | 293,776 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 38 | -1,819,872 | -1,376,514 | -897,837 | 1,819,872 | 0.47 | -0.076 | 143,324 |
| 1.0000 | 14 | 1,990,910 | 0 | 460,504 | 1,990,910 | 0.56 | 0.010 | 208,146 | |
| CN | -1.0000 | 134 | -9,062,414 | -3,987,369 | -12,260,025 | 9,062,414 | 1.43 | -0.054 | 626,167 |
| 1.0000 | 53 | 5,451,093 | 0 | 6,125,735 | 5,451,093 | 1.23 | -0.042 | 46,935 | |
| HK | -1.0000 | 13 | -1,454,493 | -934,397 | -1,607,379 | 1,454,493 | 0.99 | 0.082 | -130,299 |
| 1.0000 | 28 | 1,884,874 | 0 | 3,009,570 | 1,884,874 | 1.51 | 0.243 | 569,803 | |
| ID | -1.0000 | 2 | -39,329 | 0 | -4,329 | 39,329 | 0.10 | 0.094 | -3,845 |
| IN | -1.0000 | 1 | -14,214 | 0 | -5,367 | 14,214 | 0.38 | 0.091 | -1,296 |
| 1.0000 | 11 | 578,699 | 0 | 213,282 | 578,699 | 0.35 | 0.129 | 83,039 | |
| JP | -1.0000 | 89 | -6,091,992 | -3,284,768 | -4,906,213 | 6,091,992 | 0.71 | -0.014 | 76,281 |
| 1.0000 | 117 | 5,542,851 | 0 | 3,349,013 | 5,542,851 | 0.63 | 0.024 | 218,093 | |
| KR | -1.0000 | 10 | -246,708 | -246,708 | -124,380 | 246,708 | 0.41 | -0.230 | 57,718 |
| 1.0000 | 2 | 78,736 | 0 | 87,655 | 78,736 | 0.95 | -0.218 | -16,947 | |
| NZ | 1.0000 | 1 | 28,067 | 0 | 7,641 | 28,067 | 0.27 | -0.289 | -8,098 |
| SG | 1.0000 | 9 | 675,960 | 0 | 275,435 | 675,960 | 0.51 | 0.041 | 32,215 |
| TH | -1.0000 | 15 | -1,672,765 | -1,220,427 | -466,341 | 1,672,765 | 0.36 | -0.032 | 28,659 |
| 1.0000 | 2 | 442,098 | 0 | 107,981 | 442,098 | 0.22 | -0.025 | -60,811 | |
| TW | 1.0000 | 18 | 1,454,710 | 0 | 854,682 | 1,454,710 | 0.67 | 0.169 | 293,776 |