| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -403,128 | 19,820,844 | -115 | 935,877 | 392 | 399,581,939 | 0.050 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,111,986 | 10,111,986 | -8,557,868 | 510,843 |
| 1 | 9,708,858 | 9,708,858 | 8,557,754 | 425,033 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | -253,373 | -353,384 | -136,638 | 1,597,216 | 0.58 | 0.081 | 107,613 |
| CN | 88 | 179,919 | -1,313,561 | -521,946 | 3,773,502 | 1.38 | 0.112 | 181,683 |
| HK | 20 | -143,294 | -493,346 | -69,202 | 1,661,291 | 1.37 | 0.116 | 175,660 |
| ID | 3 | -784,402 | 0 | -117,382 | 784,402 | 0.20 | 0.048 | -39,467 |
| IN | 2 | -59,228 | 0 | -29,437 | 59,228 | 0.44 | 0.022 | -1,207 |
| JP | 173 | 153,062 | -2,885,481 | 553,452 | 8,321,940 | 0.69 | 0.060 | 435,944 |
| KR | 33 | -52,454 | -1,211,066 | 154,134 | 2,369,678 | 0.55 | 0.199 | 6,029 |
| NZ | 1 | -15,653 | -15,653 | -4,261 | 15,653 | 0.27 | 0.195 | 3,057 |
| SG | 6 | 81,920 | 0 | 42,110 | 81,920 | 0.46 | 0.063 | 5,527 |
| TH | 23 | 728,037 | 0 | 262,084 | 894,328 | 0.38 | 0.079 | 58,909 |
| TW | 8 | -237,661 | -47,038 | -133,029 | 261,687 | 0.78 | 0.091 | 2,129 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 25 | -925,295 | -353,384 | -328,218 | 925,295 | 0.51 | -0.070 | 44,500 |
| 1 | 10 | 671,921 | 0 | 191,580 | 671,921 | 0.76 | 0.015 | 63,113 | |
| CN | -1 | 49 | -1,796,791 | -1,313,561 | -2,811,514 | 1,796,791 | 1.54 | -0.069 | 230,647 |
| 1 | 39 | 1,976,710 | 0 | 2,289,568 | 1,976,710 | 1.17 | -0.044 | -48,964 | |
| HK | -1 | 16 | -902,293 | -493,346 | -1,254,470 | 902,293 | 1.41 | 0.091 | -56,352 |
| 1 | 4 | 758,998 | 0 | 1,185,268 | 758,998 | 1.25 | 0.141 | 232,012 | |
| ID | -1 | 3 | -784,402 | 0 | -117,382 | 784,402 | 0.20 | 0.048 | -39,467 |
| IN | -1 | 2 | -59,228 | 0 | -29,437 | 59,228 | 0.44 | 0.022 | -1,207 |
| JP | -1 | 100 | -4,084,439 | -2,885,481 | -3,056,716 | 4,084,439 | 0.68 | -0.007 | 72,492 |
| 1 | 73 | 4,237,501 | 0 | 3,610,168 | 4,237,501 | 0.72 | 0.076 | 363,451 | |
| KR | -1 | 30 | -1,211,066 | -1,211,066 | -798,281 | 1,211,066 | 0.56 | -0.196 | 270,652 |
| 1 | 3 | 1,158,612 | 0 | 952,415 | 1,158,612 | 0.45 | -0.229 | -264,623 | |
| NZ | -1 | 1 | -15,653 | -15,653 | -4,261 | 15,653 | 0.27 | -0.195 | 3,057 |
| SG | 1 | 6 | 81,920 | 0 | 42,110 | 81,920 | 0.46 | 0.054 | 5,527 |
| TH | -1 | 3 | -83,145 | 0 | -13,549 | 83,145 | 0.13 | 0.125 | -13,682 |
| 1 | 20 | 811,183 | 0 | 275,633 | 811,183 | 0.42 | 0.059 | 72,590 | |
| TW | -1 | 7 | -249,674 | -47,038 | -144,040 | 249,674 | 0.76 | -0.034 | 203 |
| 1 | 1 | 12,013 | 0 | 11,011 | 12,013 | 0.92 | 0.160 | 1,927 |