| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,644,634 | 18,375,825 | -1,507,743 | 871,763 | 376 | 399,279,885 | 0.046 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,010,230 | 10,010,230 | -8,258,172 | 166,126 |
| 1 | 8,365,596 | 8,365,596 | 6,750,430 | 705,637 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 43 | 54,553 | -142,828 | 5,198 | 1,625,950 | 0.61 | 0.091 | 33,758 |
| CN | 72 | -808,595 | -1,684,120 | -1,711,954 | 3,189,826 | 1.34 | 0.124 | 279,100 |
| HK | 24 | -820,925 | -110,305 | -398,751 | 1,591,363 | 1.17 | 0.136 | -31,789 |
| ID | 3 | -356,839 | 0 | -99,557 | 356,839 | 0.20 | 0.085 | -15,987 |
| IN | 4 | -188,690 | 0 | -72,515 | 188,690 | 0.40 | 0.023 | -1,083 |
| JP | 188 | 248,473 | -2,197,465 | 1,046,638 | 9,913,963 | 0.71 | 0.062 | 419,761 |
| KR | 5 | -10,437 | -66,006 | -31,784 | 121,576 | 0.68 | 0.227 | 22,410 |
| NZ | 1 | -13,764 | -13,764 | -3,747 | 13,764 | 0.27 | 0.209 | 2,878 |
| SG | 4 | 38,534 | 0 | 23,933 | 38,534 | 0.50 | 0.056 | 1,508 |
| TH | 22 | 717,216 | 0 | 162,149 | 831,159 | 0.35 | 0.074 | 128,254 |
| TW | 10 | -504,160 | -424,576 | -427,351 | 504,160 | 0.95 | 0.105 | 32,953 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 14 | -785,698 | -142,828 | -297,047 | 785,698 | 0.64 | -0.115 | 28,595 |
| 1 | 29 | 840,252 | 0 | 302,245 | 840,252 | 0.59 | -0.053 | 5,163 | |
| CN | -1 | 46 | -1,999,211 | -1,684,120 | -3,031,828 | 1,999,211 | 1.43 | -0.104 | 262,309 |
| 1 | 26 | 1,190,616 | 0 | 1,319,873 | 1,190,616 | 1.19 | 0.020 | 16,791 | |
| HK | -1 | 13 | -1,206,144 | -110,305 | -956,706 | 1,206,144 | 1.13 | 0.093 | -135,607 |
| 1 | 11 | 385,219 | 0 | 557,955 | 385,219 | 1.23 | 0.180 | 103,818 | |
| ID | -1 | 3 | -356,839 | 0 | -99,557 | 356,839 | 0.20 | 0.085 | -15,987 |
| IN | -1 | 4 | -188,690 | 0 | -72,515 | 188,690 | 0.40 | 0.021 | -1,083 |
| JP | -1 | 104 | -4,832,745 | -2,197,465 | -3,295,452 | 4,832,745 | 0.65 | 0.003 | -24,880 |
| 1 | 84 | 5,081,218 | 0 | 4,342,090 | 5,081,218 | 0.79 | 0.065 | 444,641 | |
| KR | -1 | 4 | -66,006 | -66,006 | -60,220 | 66,006 | 0.72 | -0.263 | 17,740 |
| 1 | 1 | 55,570 | 0 | 28,435 | 55,570 | 0.51 | 0.084 | 4,671 | |
| NZ | -1 | 1 | -13,764 | -13,764 | -3,747 | 13,764 | 0.27 | -0.209 | 2,878 |
| SG | 1 | 4 | 38,534 | 0 | 23,933 | 38,534 | 0.50 | 0.046 | 1,508 |
| TH | -1 | 1 | -56,972 | 0 | -13,749 | 56,972 | 0.24 | 0.014 | -791 |
| 1 | 21 | 774,188 | 0 | 175,898 | 774,188 | 0.36 | 0.049 | 129,045 | |
| TW | -1 | 10 | -504,160 | -424,576 | -427,351 | 504,160 | 0.95 | -0.092 | 32,953 |