| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,169,057 | 19,109,936 | -1,579,913 | 1,024,072 | 341 | 400,860,530 | 0.048 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -10,139,497 | 10,139,497 | -9,099,798 | 573,935 |
| 1.0000 | 8,970,440 | 8,970,440 | 7,519,885 | 450,138 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | -189,837 | -604,803 | -166,842 | 2,251,377 | 0.44 | 0.081 | 93,759 |
| CN | 97 | -133,496 | -2,827,219 | -354,250 | 6,636,601 | 1.22 | 0.103 | 416,622 |
| HK | 29 | -587,789 | -416,186 | -1,277,515 | 2,261,238 | 1.51 | 0.122 | 95,064 |
| ID | 1 | 50,334 | 0 | 5,700 | 50,334 | 0.11 | 0.241 | 12,149 |
| IN | 1 | -16,125 | 0 | -4,214 | 16,125 | 0.26 | 0.049 | -797 |
| JP | 146 | 701,038 | -1,162,679 | 339,547 | 5,858,150 | 0.75 | 0.050 | 167,299 |
| KR | 7 | -19,477 | -116,360 | -45,252 | 214,511 | 0.46 | 0.147 | 26,579 |
| NZ | 1 | -34,964 | -34,964 | -11,201 | 34,964 | 0.32 | 0.125 | 4,363 |
| SG | 1 | 7,536 | 0 | 3,403 | 7,536 | 0.45 | 0.152 | 1,147 |
| TH | 15 | -1,018,321 | -1,106,281 | -144,993 | 1,707,058 | 0.31 | 0.132 | 210,889 |
| TW | 5 | 72,043 | 0 | 75,704 | 72,043 | 0.82 | 0.142 | -3,002 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 21 | -1,220,607 | -604,803 | -438,607 | 1,220,607 | 0.41 | -0.042 | 31,105 |
| 1.0000 | 17 | 1,030,770 | 0 | 271,765 | 1,030,770 | 0.48 | -0.051 | 62,654 | |
| CN | -1.0000 | 51 | -3,385,048 | -2,827,219 | -4,057,525 | 3,385,048 | 1.29 | -0.059 | 430,017 |
| 1.0000 | 46 | 3,251,553 | 0 | 3,703,275 | 3,251,553 | 1.13 | -0.001 | -13,394 | |
| HK | -1.0000 | 18 | -1,424,513 | -416,186 | -2,191,897 | 1,424,513 | 1.75 | 0.013 | -106,451 |
| 1.0000 | 11 | 836,724 | 0 | 914,382 | 836,724 | 1.12 | 0.203 | 201,516 | |
| ID | 1.0000 | 1 | 50,334 | 0 | 5,700 | 50,334 | 0.11 | 0.241 | 12,149 |
| IN | -1.0000 | 1 | -16,125 | 0 | -4,214 | 16,125 | 0.26 | 0.049 | -797 |
| JP | -1.0000 | 77 | -2,578,556 | -1,162,679 | -2,013,896 | 2,578,556 | 0.78 | -0.020 | 23,433 |
| 1.0000 | 69 | 3,279,594 | 0 | 2,353,443 | 3,279,594 | 0.71 | 0.021 | 143,866 | |
| KR | -1.0000 | 4 | -116,994 | -116,360 | -87,004 | 116,994 | 0.53 | -0.214 | 33,587 |
| 1.0000 | 3 | 97,517 | 0 | 41,752 | 97,517 | 0.37 | 0.008 | -7,008 | |
| NZ | -1.0000 | 1 | -34,964 | -34,964 | -11,201 | 34,964 | 0.32 | -0.125 | 4,363 |
| SG | 1.0000 | 1 | 7,536 | 0 | 3,403 | 7,536 | 0.45 | 0.152 | 1,147 |
| TH | -1.0000 | 7 | -1,362,690 | -1,106,281 | -295,453 | 1,362,690 | 0.24 | 0.037 | 158,679 |
| 1.0000 | 8 | 344,369 | 0 | 150,460 | 344,369 | 0.38 | 0.158 | 52,210 | |
| TW | 1.0000 | 5 | 72,043 | 0 | 75,704 | 72,043 | 0.82 | 0.034 | -3,002 |