| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -963,425 | 25,514,755 | -2,356,145 | 1,471,215 | 423 | 399,152,975 | 0.064 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -13,239,090 | 13,239,090 | -11,304,404 | 727,039 |
| 1 | 12,275,665 | 12,275,665 | 8,948,259 | 744,177 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 47 | 62,183 | -367,763 | 581,570 | 2,562,795 | 0.54 | 0.086 | 37,092 |
| CN | 109 | -1,415,101 | -3,738,006 | -2,613,396 | 6,780,241 | 1.33 | 0.128 | 697,559 |
| HK | 20 | 433,431 | -122,386 | 552,115 | 1,075,948 | 1.24 | 0.140 | 145,272 |
| IN | 4 | -257,395 | 0 | -104,679 | 257,395 | 0.40 | 0.045 | -22,899 |
| JP | 197 | -2,095,103 | -2,964,112 | -847,790 | 11,258,632 | 0.68 | 0.050 | 262,222 |
| KR | 6 | 82,900 | -5,059 | 42,104 | 93,017 | 0.53 | 0.116 | 4,069 |
| NZ | 1 | -41,593 | -41,593 | -11,323 | 41,593 | 0.27 | 0.199 | 8,277 |
| SG | 11 | 568,923 | 0 | 238,014 | 568,923 | 0.50 | 0.068 | 46,336 |
| TH | 19 | 2,219,624 | -29,140 | 261,635 | 2,348,749 | 0.29 | 0.099 | 253,890 |
| TW | 9 | -521,293 | -524,378 | -454,394 | 527,462 | 1.01 | 0.128 | 39,398 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 18 | -1,250,306 | -367,763 | -215,362 | 1,250,306 | 0.27 | -0.086 | 38,025 |
| 1 | 29 | 1,312,489 | 0 | 796,932 | 1,312,489 | 0.71 | -0.057 | -933 | |
| CN | -1 | 58 | -4,097,671 | -3,738,006 | -5,714,990 | 4,097,671 | 1.35 | -0.126 | 681,947 |
| 1 | 51 | 2,682,570 | 0 | 3,101,594 | 2,682,570 | 1.30 | 0.037 | 15,613 | |
| HK | -1 | 12 | -321,259 | -122,386 | -339,782 | 321,259 | 1.22 | 0.066 | -14,464 |
| 1 | 8 | 754,689 | 0 | 891,897 | 754,689 | 1.28 | 0.226 | 159,736 | |
| IN | -1 | 4 | -257,395 | 0 | -104,679 | 257,395 | 0.40 | 0.045 | -22,899 |
| JP | -1 | 129 | -6,676,867 | -2,964,112 | -4,438,019 | 6,676,867 | 0.65 | -0.005 | -1 |
| 1 | 68 | 4,581,764 | 0 | 3,590,229 | 4,581,764 | 0.73 | 0.050 | 262,223 | |
| KR | -1 | 2 | -5,059 | -5,059 | -4,407 | 5,059 | 0.66 | -0.273 | 1,444 |
| 1 | 4 | 87,958 | 0 | 46,511 | 87,958 | 0.47 | 0.028 | 2,624 | |
| NZ | -1 | 1 | -41,593 | -41,593 | -11,323 | 41,593 | 0.27 | -0.199 | 8,277 |
| SG | 1 | 11 | 568,923 | 0 | 238,014 | 568,923 | 0.50 | 0.056 | 46,336 |
| TH | -1 | 2 | -64,562 | -29,140 | -18,444 | 64,562 | 0.28 | 0.071 | -5,187 |
| 1 | 17 | 2,284,186 | 0 | 280,079 | 2,284,186 | 0.29 | 0.084 | 259,077 | |
| TW | -1 | 8 | -524,378 | -524,378 | -457,397 | 524,378 | 1.01 | -0.124 | 39,897 |
| 1 | 1 | 3,085 | 0 | 3,003 | 3,085 | 0.97 | -0.162 | -499 |