| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,085,809 | 22,953,314 | -3,829,882 | 1,715,913 | 380 | 402,366,069 | 0.057 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -12,019,561 | 12,019,561 | -12,182,586 | 1,142,529 |
| 1.0000 | 10,933,752 | 10,933,752 | 8,352,704 | 573,384 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | -64,718 | -667,521 | 20,702 | 1,955,856 | 0.55 | 0.080 | 122,474 |
| CN | 118 | -3,387,142 | -6,226,986 | -5,799,925 | 9,969,363 | 1.35 | 0.121 | 1,126,521 |
| HK | 19 | 889,860 | -45,973 | 1,156,726 | 1,069,359 | 1.47 | 0.162 | 202,395 |
| ID | 2 | 93,521 | 0 | 9,451 | 93,521 | 0.06 | 0.226 | 22,146 |
| IN | 1 | 15,607 | 0 | 4,079 | 15,607 | 0.26 | 0.141 | 2,196 |
| JP | 161 | 631,560 | -1,834,704 | 448,194 | 7,512,784 | 0.71 | 0.052 | 28,330 |
| KR | 12 | -16,882 | -156,704 | 98,313 | 470,492 | 0.68 | 0.202 | -16,813 |
| SG | 3 | 50,348 | 0 | 25,615 | 50,348 | 0.54 | 0.109 | 5,902 |
| TH | 17 | 629,340 | -416,768 | 112,528 | 1,552,146 | 0.39 | 0.114 | 220,895 |
| TW | 7 | 72,698 | -75,546 | 94,435 | 263,839 | 1.08 | 0.147 | 1,868 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 16 | -1,010,287 | -667,521 | -378,371 | 1,010,287 | 0.48 | -0.083 | 78,063 |
| 1.0000 | 24 | 945,569 | 0 | 399,073 | 945,569 | 0.60 | -0.014 | 44,412 | |
| CN | -1.0000 | 68 | -6,678,253 | -6,226,986 | -8,819,776 | 6,678,253 | 1.42 | -0.110 | 999,368 |
| 1.0000 | 50 | 3,291,110 | 0 | 3,019,851 | 3,291,110 | 1.25 | 0.034 | 127,153 | |
| HK | -1.0000 | 6 | -89,749 | -45,973 | -129,840 | 89,749 | 1.78 | -0.004 | -4,175 |
| 1.0000 | 13 | 979,609 | 0 | 1,286,566 | 979,609 | 1.33 | 0.212 | 206,570 | |
| ID | 1.0000 | 2 | 93,521 | 0 | 9,451 | 93,521 | 0.06 | 0.226 | 22,146 |
| IN | 1.0000 | 1 | 15,607 | 0 | 4,079 | 15,607 | 0.26 | 0.141 | 2,196 |
| JP | -1.0000 | 99 | -3,440,612 | -1,834,704 | -2,458,856 | 3,440,612 | 0.70 | -0.023 | 24,828 |
| 1.0000 | 62 | 4,072,172 | 0 | 2,907,050 | 4,072,172 | 0.73 | 0.009 | 3,501 | |
| KR | -1.0000 | 11 | -243,687 | -156,704 | -144,545 | 243,687 | 0.65 | -0.198 | 39,553 |
| 1.0000 | 1 | 226,805 | 0 | 242,858 | 226,805 | 1.07 | -0.249 | -56,365 | |
| SG | 1.0000 | 3 | 50,348 | 0 | 25,615 | 50,348 | 0.54 | 0.109 | 5,902 |
| TH | -1.0000 | 5 | -461,403 | -416,768 | -148,612 | 461,403 | 0.32 | 0.006 | 71 |
| 1.0000 | 12 | 1,090,743 | 0 | 261,140 | 1,090,743 | 0.42 | 0.154 | 220,824 | |
| TW | -1.0000 | 5 | -95,571 | -75,546 | -102,587 | 95,571 | 1.05 | -0.064 | 4,822 |
| 1.0000 | 2 | 168,268 | 0 | 197,022 | 168,268 | 1.14 | 0.008 | -2,954 |