| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,079,435 | 25,489,716 | -2,418,942 | 1,345,545 | 419 | 399,907,261 | 0.064 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -13,784,576 | 13,784,576 | -11,101,126 | 591,745 |
| 1 | 11,705,140 | 11,705,140 | 8,682,184 | 753,800 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 50 | 74,884 | -1,579,216 | -8,607 | 3,670,714 | 0.41 | 0.070 | 204,013 |
| CN | 128 | -1,146,569 | -3,080,173 | -3,413,707 | 6,600,422 | 1.44 | 0.109 | 511,685 |
| HK | 31 | -1,413,385 | -1,644,823 | -551,553 | 3,196,144 | 1.40 | 0.140 | 125,109 |
| IN | 1 | -1,764 | 0 | -592 | 1,764 | 0.34 | 0.023 | -41 |
| JP | 174 | 1,641,102 | -1,760,577 | 1,613,076 | 8,717,400 | 0.69 | 0.054 | 469,125 |
| MY | 1 | -302 | 0 | -78 | 302 | 0.26 | 0.023 | -7 |
| NZ | 1 | 16,397 | 0 | 5,253 | 16,397 | 0.32 | 0.141 | -2,315 |
| SG | 4 | 46,016 | 0 | 30,813 | 46,016 | 0.61 | 0.076 | 2,028 |
| TH | 20 | -1,457,507 | -37,738 | -243,713 | 2,520,704 | 0.32 | 0.086 | -11,940 |
| TW | 9 | 161,692 | -12,565 | 150,168 | 719,852 | 0.84 | 0.102 | 47,888 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -1,797,915 | -1,579,216 | -536,530 | 1,797,915 | 0.48 | -0.071 | 166,448 |
| 1 | 33 | 1,872,799 | 0 | 527,922 | 1,872,799 | 0.38 | -0.023 | 37,565 | |
| CN | -1 | 88 | -3,873,495 | -3,080,173 | -5,622,622 | 3,873,495 | 1.57 | -0.060 | 457,336 |
| 1 | 40 | 2,726,927 | 0 | 2,208,915 | 2,726,927 | 1.17 | 0.010 | 54,349 | |
| HK | -1 | 13 | -2,304,764 | -1,644,823 | -1,855,357 | 2,304,764 | 1.71 | 0.021 | -55,387 |
| 1 | 18 | 891,379 | 0 | 1,303,804 | 891,379 | 1.17 | 0.177 | 180,496 | |
| IN | -1 | 1 | -1,764 | 0 | -592 | 1,764 | 0.34 | 0.023 | -41 |
| JP | -1 | 89 | -3,538,149 | -1,760,577 | -2,491,733 | 3,538,149 | 0.69 | -0.012 | 83,130 |
| 1 | 85 | 5,179,251 | 0 | 4,104,809 | 5,179,251 | 0.69 | 0.042 | 385,995 | |
| MY | -1 | 1 | -302 | 0 | -78 | 302 | 0.26 | 0.023 | -7 |
| NZ | 1 | 1 | 16,397 | 0 | 5,253 | 16,397 | 0.32 | -0.141 | -2,315 |
| SG | 1 | 4 | 46,016 | 0 | 30,813 | 46,016 | 0.61 | 0.040 | 2,028 |
| TH | -1 | 8 | -1,989,106 | -37,738 | -389,412 | 1,989,106 | 0.24 | 0.051 | -60,866 |
| 1 | 12 | 531,599 | 0 | 145,699 | 531,599 | 0.37 | 0.076 | 48,926 | |
| TW | -1 | 2 | -279,080 | -12,565 | -204,802 | 279,080 | 0.90 | -0.069 | 1,131 |
| 1 | 7 | 440,772 | 0 | 354,970 | 440,772 | 0.82 | 0.067 | 46,757 |