| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 14,166 | 20,341,065 | -1,995,585 | 993,340 | 391 | 400,461,965 | 0.051 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -10,163,450 | 10,163,450 | -8,572,455 | 460,391 |
| 1.0000 | 10,177,616 | 10,177,616 | 6,576,870 | 532,949 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 49 | 22,067 | -412,071 | 570,236 | 2,245,025 | 0.53 | 0.080 | 1,857 |
| CN | 103 | -1,383,139 | -2,910,013 | -2,641,891 | 5,430,059 | 1.30 | 0.132 | 501,158 |
| HK | 21 | -291,681 | -370,488 | -378,969 | 1,304,613 | 1.37 | 0.107 | 54,925 |
| ID | 1 | -368,322 | 0 | -40,630 | 368,322 | 0.11 | 0.034 | -12,461 |
| IN | 2 | -8,523 | 0 | -3,244 | 8,523 | 0.44 | 0.051 | -418 |
| JP | 165 | 779,696 | -1,346,899 | 596,161 | 6,842,257 | 0.68 | 0.058 | 103,013 |
| KR | 4 | 158,256 | -5,631 | 80,068 | 169,518 | 0.81 | 0.112 | 12,723 |
| NZ | 1 | -34,879 | -34,879 | -9,495 | 34,879 | 0.27 | 0.218 | 7,616 |
| SG | 9 | 395,866 | 0 | 140,631 | 395,866 | 0.52 | 0.055 | 30,692 |
| TH | 27 | 1,485,886 | -509,973 | 200,377 | 2,794,771 | 0.30 | 0.091 | 267,140 |
| TW | 9 | -741,062 | -589,860 | -508,828 | 747,232 | 0.74 | 0.099 | 27,096 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 29 | -1,111,479 | -412,071 | -181,236 | 1,111,479 | 0.36 | -0.058 | 15,913 |
| 1.0000 | 20 | 1,133,546 | 0 | 751,471 | 1,133,546 | 0.76 | -0.059 | -14,056 | |
| CN | -1.0000 | 68 | -3,406,599 | -2,910,013 | -4,389,361 | 3,406,599 | 1.37 | -0.106 | 493,597 |
| 1.0000 | 35 | 2,023,460 | 0 | 1,747,469 | 2,023,460 | 1.16 | -0.014 | 7,562 | |
| HK | -1.0000 | 16 | -798,147 | -370,488 | -980,182 | 798,147 | 1.42 | 0.040 | -49,213 |
| 1.0000 | 5 | 506,466 | 0 | 601,213 | 506,466 | 1.21 | 0.221 | 104,137 | |
| ID | -1.0000 | 1 | -368,322 | 0 | -40,630 | 368,322 | 0.11 | 0.034 | -12,461 |
| IN | -1.0000 | 2 | -8,523 | 0 | -3,244 | 8,523 | 0.44 | 0.051 | -418 |
| JP | -1.0000 | 91 | -3,031,280 | -1,346,899 | -2,304,640 | 3,031,280 | 0.69 | 0.016 | -38,173 |
| 1.0000 | 74 | 3,810,977 | 0 | 2,900,801 | 3,810,977 | 0.67 | 0.052 | 141,185 | |
| KR | -1.0000 | 1 | -5,631 | -5,631 | -8,078 | 5,631 | 1.43 | -0.285 | 1,602 |
| 1.0000 | 3 | 163,887 | 0 | 88,146 | 163,887 | 0.61 | 0.034 | 11,121 | |
| NZ | -1.0000 | 1 | -34,879 | -34,879 | -9,495 | 34,879 | 0.27 | -0.218 | 7,616 |
| SG | 1.0000 | 9 | 395,866 | 0 | 140,631 | 395,866 | 0.52 | 0.041 | 30,692 |
| TH | -1.0000 | 3 | -654,442 | -509,973 | -143,758 | 654,442 | 0.23 | 0.083 | 14,339 |
| 1.0000 | 24 | 2,140,328 | 0 | 344,135 | 2,140,328 | 0.31 | 0.074 | 252,800 | |
| TW | -1.0000 | 8 | -744,147 | -589,860 | -511,831 | 744,147 | 0.71 | -0.043 | 27,589 |
| 1.0000 | 1 | 3,085 | 0 | 3,003 | 3,085 | 0.97 | -0.160 | -494 |