| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -975,522 | 23,663,672 | -2,069,093 | 1,397,797 | 355 | 399,481,192 | 0.059 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -12,319,597 | 12,319,597 | -11,700,785 | 446,847 |
| 1 | 11,344,075 | 11,344,075 | 9,631,692 | 950,950 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 46 | 25,427 | -716,411 | -416,398 | 4,176,266 | 0.54 | 0.085 | 212,873 |
| CN | 87 | -463,090 | -3,204,585 | -23,948 | 7,393,212 | 1.30 | 0.124 | 648,796 |
| HK | 31 | -417,098 | -344,206 | -1,154,335 | 3,264,716 | 1.68 | 0.139 | 161,685 |
| ID | 2 | 9,146 | 0 | 2,164 | 29,113 | 0.06 | 0.211 | 2,457 |
| JP | 155 | 28,887 | -2,022,802 | -419,654 | 7,184,306 | 0.70 | 0.059 | 285,876 |
| KR | 9 | 141,081 | -196,863 | -26,058 | 553,648 | 0.46 | 0.159 | 42,003 |
| NZ | 1 | -24,132 | -24,132 | -7,731 | 24,132 | 0.32 | 0.135 | 3,254 |
| SG | 1 | 17,075 | 0 | 7,712 | 17,075 | 0.45 | 0.149 | 2,537 |
| TH | 18 | -215,900 | -571,169 | -17,731 | 927,803 | 0.36 | 0.119 | 50,246 |
| TW | 5 | -76,918 | -2,558 | -13,112 | 93,401 | 0.82 | 0.135 | -11,929 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 20 | -2,075,419 | -716,411 | -946,072 | 2,075,419 | 0.48 | -0.060 | 39,855 |
| 1 | 26 | 2,100,846 | 0 | 529,674 | 2,100,846 | 0.59 | -0.041 | 173,018 | |
| CN | -1 | 47 | -3,928,151 | -3,204,585 | -4,291,947 | 3,928,151 | 1.43 | -0.088 | 504,154 |
| 1 | 40 | 3,465,061 | 0 | 4,267,998 | 3,465,061 | 1.16 | 0.025 | 144,642 | |
| HK | -1 | 16 | -1,840,907 | -344,206 | -3,146,856 | 1,840,907 | 1.94 | 0.023 | -194,128 |
| 1 | 15 | 1,423,809 | 0 | 1,992,521 | 1,423,809 | 1.39 | 0.208 | 355,813 | |
| ID | -1 | 1 | -9,983 | 0 | -2 | 9,983 | 0.00 | 0.193 | -1,931 |
| 1 | 1 | 19,129 | 0 | 2,166 | 19,129 | 0.11 | 0.229 | 4,388 | |
| JP | -1 | 94 | -3,577,709 | -2,022,802 | -2,989,046 | 3,577,709 | 0.76 | -0.027 | 58,889 |
| 1 | 61 | 3,606,596 | 0 | 2,569,391 | 3,606,596 | 0.62 | 0.038 | 226,987 | |
| KR | -1 | 5 | -206,284 | -196,863 | -168,548 | 206,284 | 0.59 | -0.231 | 62,211 |
| 1 | 4 | 347,365 | 0 | 142,490 | 347,365 | 0.30 | 0.030 | -20,207 | |
| NZ | -1 | 1 | -24,132 | -24,132 | -7,731 | 24,132 | 0.32 | -0.135 | 3,254 |
| SG | 1 | 1 | 17,075 | 0 | 7,712 | 17,075 | 0.45 | 0.149 | 2,537 |
| TH | -1 | 6 | -571,852 | -571,169 | -130,328 | 571,852 | 0.37 | 0.020 | -12,594 |
| 1 | 12 | 355,951 | 0 | 112,597 | 355,951 | 0.35 | 0.162 | 62,840 | |
| TW | -1 | 2 | -85,160 | -2,558 | -20,255 | 85,160 | 0.78 | -0.002 | -12,861 |
| 1 | 3 | 8,242 | 0 | 7,143 | 8,242 | 0.85 | 0.116 | 932 |