| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -339,281 | 20,813,286 | -1,800,106 | 823,510 | 392 | 399,661,384 | 0.052 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,576,284 | 10,576,284 | -9,405,236 | 614,440 |
| 1 | 10,237,003 | 10,237,003 | 7,605,130 | 209,071 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 44 | -70,807 | -408,981 | 298,817 | 1,585,256 | 0.57 | 0.083 | 17,334 |
| CN | 106 | -709,574 | -2,318,182 | -2,377,577 | 5,505,002 | 1.37 | 0.125 | 307,283 |
| HK | 17 | -187,431 | -212,251 | -197,000 | 987,774 | 1.13 | 0.115 | 57,698 |
| ID | 1 | -178,197 | 0 | -19,657 | 178,197 | 0.11 | 0.059 | -10,533 |
| IN | 2 | -8,390 | 0 | -2,992 | 8,390 | 0.44 | 0.043 | -354 |
| JP | 175 | 1,245,189 | -1,524,896 | 581,457 | 8,663,949 | 0.68 | 0.057 | 222,579 |
| KR | 6 | 21,477 | -26,804 | 8,258 | 75,085 | 0.77 | 0.219 | -313 |
| NZ | 1 | 46,343 | 0 | 12,616 | 46,343 | 0.27 | 0.218 | -10,082 |
| PH | 1 | 9,788 | 0 | 500 | 9,788 | 0.05 | 0.231 | 2,263 |
| SG | 6 | 272,208 | 0 | 116,113 | 272,208 | 0.46 | 0.061 | 21,336 |
| TH | 24 | -718,975 | -1,854,769 | -157,677 | 3,057,391 | 0.34 | 0.078 | 212,674 |
| TW | 9 | -60,911 | -8,584 | -62,963 | 423,903 | 0.97 | 0.134 | 3,625 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 24 | -828,032 | -408,981 | -239,036 | 828,032 | 0.46 | -0.072 | 27,484 |
| 1 | 20 | 757,224 | 0 | 537,853 | 757,224 | 0.70 | -0.057 | -10,150 | |
| CN | -1 | 70 | -3,107,288 | -2,318,182 | -4,611,820 | 3,107,288 | 1.47 | -0.101 | 416,884 |
| 1 | 36 | 2,397,714 | 0 | 2,234,243 | 2,397,714 | 1.18 | -0.005 | -109,600 | |
| HK | -1 | 10 | -587,603 | -212,251 | -671,117 | 587,603 | 1.13 | 0.073 | -33,046 |
| 1 | 7 | 400,171 | 0 | 474,118 | 400,171 | 1.12 | 0.144 | 90,743 | |
| ID | -1 | 1 | -178,197 | 0 | -19,657 | 178,197 | 0.11 | 0.059 | -10,533 |
| IN | -1 | 2 | -8,390 | 0 | -2,992 | 8,390 | 0.44 | 0.043 | -354 |
| JP | -1 | 90 | -3,709,380 | -1,524,896 | -3,198,726 | 3,709,380 | 0.65 | -0.002 | 65,714 |
| 1 | 85 | 4,954,569 | 0 | 3,780,182 | 4,954,569 | 0.72 | 0.058 | 156,864 | |
| KR | -1 | 4 | -26,804 | -26,804 | -28,923 | 26,804 | 0.72 | -0.257 | 7,031 |
| 1 | 2 | 48,281 | 0 | 37,181 | 48,281 | 0.88 | -0.143 | -7,344 | |
| NZ | 1 | 1 | 46,343 | 0 | 12,616 | 46,343 | 0.27 | -0.218 | -10,082 |
| PH | 1 | 1 | 9,788 | 0 | 500 | 9,788 | 0.05 | 0.231 | 2,263 |
| SG | 1 | 6 | 272,208 | 0 | 116,113 | 272,208 | 0.46 | 0.061 | 21,336 |
| TH | -1 | 5 | -1,888,183 | -1,854,769 | -371,987 | 1,888,183 | 0.21 | 0.028 | 163,470 |
| 1 | 19 | 1,169,208 | 0 | 214,310 | 1,169,208 | 0.38 | 0.048 | 49,204 | |
| TW | -1 | 4 | -242,407 | -8,584 | -260,978 | 242,407 | 0.92 | -0.050 | -22,212 |
| 1 | 5 | 181,496 | 0 | 198,015 | 181,496 | 1.02 | 0.097 | 25,836 |