| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -998,803 | 20,602,380 | -3,222,481 | 1,570,742 | 403 | 400,723,044 | 0.051 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -10,800,592 | 10,800,592 | -10,660,375 | 883,965 |
| 1.0000 | 9,801,788 | 9,801,788 | 7,437,894 | 686,777 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 45 | 36,696 | -575,115 | 406,854 | 2,912,059 | 0.50 | 0.078 | 49,352 |
| CN | 98 | -2,279,951 | -3,719,856 | -3,839,370 | 5,504,166 | 1.33 | 0.131 | 782,544 |
| HK | 22 | 849,638 | -163,203 | 1,381,562 | 1,646,505 | 1.38 | 0.142 | 273,241 |
| ID | 1 | -23,308 | 0 | -2,571 | 23,308 | 0.11 | 0.071 | -1,658 |
| IN | 2 | -14,790 | 0 | -7,370 | 14,790 | 0.44 | 0.045 | -632 |
| JP | 184 | -942,395 | -2,892,828 | -993,906 | 7,742,431 | 0.72 | 0.058 | 261,570 |
| KR | 6 | 4,684 | -14,647 | -2,442 | 33,979 | 0.85 | 0.185 | 4,259 |
| MY | 1 | 26,384 | 0 | 6,717 | 26,384 | 0.25 | 0.172 | 4,544 |
| NZ | 1 | 9,085 | 0 | 2,473 | 9,085 | 0.27 | 0.212 | -1,922 |
| SG | 8 | 234,090 | 0 | 86,944 | 234,090 | 0.46 | 0.057 | 14,792 |
| TH | 25 | 1,603,070 | -132,007 | 183,823 | 1,924,290 | 0.28 | 0.094 | 147,840 |
| TW | 10 | -502,007 | -445,783 | -445,195 | 531,293 | 0.89 | 0.105 | 36,812 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 25 | -1,437,682 | -575,115 | -350,249 | 1,437,682 | 0.37 | -0.083 | 35,834 |
| 1.0000 | 20 | 1,474,377 | 0 | 757,103 | 1,474,377 | 0.67 | -0.024 | 13,518 | |
| CN | -1.0000 | 55 | -3,892,058 | -3,719,856 | -5,705,772 | 3,892,058 | 1.40 | -0.130 | 790,692 |
| 1.0000 | 43 | 1,612,107 | 0 | 1,866,402 | 1,612,107 | 1.26 | 0.017 | -8,148 | |
| HK | -1.0000 | 13 | -398,434 | -163,203 | -440,140 | 398,434 | 1.30 | 0.048 | -27,481 |
| 1.0000 | 9 | 1,248,072 | 0 | 1,821,702 | 1,248,072 | 1.50 | 0.240 | 300,723 | |
| ID | -1.0000 | 1 | -23,308 | 0 | -2,571 | 23,308 | 0.11 | 0.071 | -1,658 |
| IN | -1.0000 | 2 | -14,790 | 0 | -7,370 | 14,790 | 0.44 | 0.045 | -632 |
| JP | -1.0000 | 119 | -4,342,413 | -2,892,828 | -3,656,477 | 4,342,413 | 0.72 | -0.003 | 48,196 |
| 1.0000 | 65 | 3,400,018 | 0 | 2,662,571 | 3,400,018 | 0.74 | 0.070 | 213,374 | |
| KR | -1.0000 | 4 | -14,647 | -14,647 | -15,306 | 14,647 | 0.94 | -0.257 | 3,805 |
| 1.0000 | 2 | 19,331 | 0 | 12,864 | 19,331 | 0.65 | 0.028 | 454 | |
| MY | 1.0000 | 1 | 26,384 | 0 | 6,717 | 26,384 | 0.25 | 0.172 | 4,544 |
| NZ | 1.0000 | 1 | 9,085 | 0 | 2,473 | 9,085 | 0.27 | -0.212 | -1,922 |
| SG | 1.0000 | 8 | 234,090 | 0 | 86,944 | 234,090 | 0.46 | 0.056 | 14,792 |
| TH | -1.0000 | 4 | -160,610 | -132,007 | -32,556 | 160,610 | 0.30 | 0.042 | 605 |
| 1.0000 | 21 | 1,763,680 | 0 | 216,379 | 1,763,680 | 0.28 | 0.088 | 147,235 | |
| TW | -1.0000 | 9 | -516,650 | -445,783 | -449,934 | 516,650 | 0.95 | -0.089 | 34,605 |
| 1.0000 | 1 | 14,643 | 0 | 4,739 | 14,643 | 0.32 | 0.151 | 2,207 |