| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -701,994 | 24,643,159 | -927,709 | 1,382,404 | 360 | 401,844,199 | 0.061 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -12,672,577 | 12,672,577 | -12,901,787 | 325,587 |
| 1.0000 | 11,970,583 | 11,970,583 | 11,974,079 | 1,056,817 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 48 | 116,833 | -423,975 | -111,563 | 1,687,387 | 0.47 | 0.075 | 93,945 |
| CN | 89 | -894,018 | -2,484,493 | -2,939,037 | 7,088,438 | 1.36 | 0.120 | 465,526 |
| HK | 32 | -272,644 | -581,314 | -235,022 | 2,375,704 | 1.45 | 0.128 | 115,373 |
| IN | 2 | -180,767 | 0 | -66,916 | 180,767 | 0.35 | 0.059 | -18,896 |
| JP | 155 | 620,692 | -1,393,210 | 2,412,891 | 11,890,250 | 0.73 | 0.056 | 674,635 |
| KR | 9 | 114,100 | -115,689 | 22,825 | 349,628 | 0.72 | 0.205 | 46,866 |
| MY | 1 | -13,330 | 0 | -3,454 | 13,330 | 0.26 | 0.022 | -289 |
| SG | 6 | 310,007 | 0 | 228,750 | 310,007 | 0.51 | 0.114 | 19,538 |
| TH | 15 | -410,289 | -61,098 | -225,362 | 597,709 | 0.41 | 0.068 | -5,720 |
| TW | 3 | -92,578 | -42,190 | -10,821 | 149,940 | 0.67 | 0.087 | -8,574 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 27 | -785,277 | -423,975 | -389,449 | 785,277 | 0.47 | -0.062 | 32,854 |
| 1.0000 | 21 | 902,110 | 0 | 277,886 | 902,110 | 0.46 | -0.014 | 61,091 | |
| CN | -1.0000 | 44 | -3,991,228 | -2,484,493 | -6,116,163 | 3,991,228 | 1.44 | -0.068 | 399,234 |
| 1.0000 | 45 | 3,097,210 | 0 | 3,177,126 | 3,097,210 | 1.29 | 0.029 | 66,293 | |
| HK | -1.0000 | 16 | -1,324,174 | -581,314 | -1,825,914 | 1,324,174 | 1.71 | 0.030 | -94,620 |
| 1.0000 | 16 | 1,051,530 | 0 | 1,590,892 | 1,051,530 | 1.19 | 0.166 | 209,993 | |
| IN | -1.0000 | 2 | -180,767 | 0 | -66,916 | 180,767 | 0.35 | 0.059 | -18,896 |
| JP | -1.0000 | 85 | -5,634,779 | -1,393,210 | -4,092,557 | 5,634,779 | 0.69 | -0.006 | -897 |
| 1.0000 | 70 | 6,255,471 | 0 | 6,505,448 | 6,255,471 | 0.77 | 0.043 | 675,533 | |
| KR | -1.0000 | 8 | -117,764 | -115,689 | -99,227 | 117,764 | 0.75 | -0.222 | 29,971 |
| 1.0000 | 1 | 231,864 | 0 | 122,052 | 231,864 | 0.53 | 0.073 | 16,895 | |
| MY | -1.0000 | 1 | -13,330 | 0 | -3,454 | 13,330 | 0.26 | 0.022 | -289 |
| SG | 1.0000 | 6 | 310,007 | 0 | 228,750 | 310,007 | 0.51 | 0.109 | 19,538 |
| TH | -1.0000 | 7 | -503,999 | -61,098 | -264,504 | 503,999 | 0.34 | 0.048 | -10,592 |
| 1.0000 | 8 | 93,710 | 0 | 39,142 | 93,710 | 0.47 | 0.070 | 4,872 | |
| TW | -1.0000 | 2 | -121,259 | -42,190 | -43,604 | 121,259 | 0.43 | 0.066 | -11,176 |
| 1.0000 | 1 | 28,681 | 0 | 32,783 | 28,681 | 1.14 | 0.091 | 2,602 |