| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -670,921 | 21,369,473 | -1,084,642 | 966,582 | 392 | 399,833,429 | 0.053 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -11,020,197 | 11,020,197 | -9,451,621 | 637,713 |
| 1 | 10,349,276 | 10,349,276 | 8,366,979 | 328,869 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 49 | -82,827 | -1,437,547 | 349,062 | 3,722,017 | 0.54 | 0.072 | 117,228 |
| CN | 131 | -35,961 | -2,821,602 | -1,419,069 | 8,140,564 | 1.41 | 0.106 | 376,212 |
| HK | 20 | -112,580 | -181,417 | 103,092 | 1,182,085 | 1.55 | 0.148 | 81,889 |
| IN | 1 | -19,288 | 0 | -6,478 | 19,288 | 0.34 | 0.010 | -186 |
| JP | 158 | 766,737 | -1,121,618 | 279,847 | 5,453,908 | 0.71 | 0.050 | 162,713 |
| KR | 11 | -95,714 | -130,486 | -65,244 | 403,897 | 0.60 | 0.196 | 27,634 |
| NZ | 1 | -19,917 | -19,917 | -6,381 | 19,917 | 0.32 | 0.106 | 2,118 |
| SG | 1 | -26,091 | 0 | -10,168 | 26,091 | 0.39 | 0.048 | -1,261 |
| TH | 16 | -1,003,443 | -1,055,031 | -246,883 | 2,184,386 | 0.28 | 0.105 | 194,811 |
| TW | 4 | -41,839 | -120,896 | -62,421 | 217,320 | 1.05 | 0.120 | 5,423 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 9 | -1,902,422 | -1,437,547 | -373,986 | 1,902,422 | 0.37 | -0.080 | 140,545 |
| 1 | 40 | 1,819,595 | 0 | 723,048 | 1,819,595 | 0.58 | -0.038 | -23,317 | |
| CN | -1 | 100 | -4,088,262 | -2,821,602 | -5,842,168 | 4,088,262 | 1.47 | -0.045 | 340,239 |
| 1 | 31 | 4,052,302 | 0 | 4,423,099 | 4,052,302 | 1.23 | -0.026 | 35,973 | |
| HK | -1 | 11 | -647,332 | -181,417 | -679,691 | 647,332 | 1.52 | 0.042 | -39,860 |
| 1 | 9 | 534,752 | 0 | 782,783 | 534,752 | 1.59 | 0.228 | 121,750 | |
| IN | -1 | 1 | -19,288 | 0 | -6,478 | 19,288 | 0.34 | 0.010 | -186 |
| JP | -1 | 64 | -2,343,586 | -1,121,618 | -1,861,451 | 2,343,586 | 0.72 | -0.000 | 21,146 |
| 1 | 94 | 3,110,322 | 0 | 2,141,298 | 3,110,322 | 0.71 | 0.025 | 141,566 | |
| KR | -1 | 7 | -249,806 | -130,486 | -146,880 | 249,806 | 0.62 | -0.230 | 41,033 |
| 1 | 4 | 154,092 | 0 | 81,636 | 154,092 | 0.58 | -0.135 | -13,399 | |
| NZ | -1 | 1 | -19,917 | -19,917 | -6,381 | 19,917 | 0.32 | -0.106 | 2,118 |
| SG | -1 | 1 | -26,091 | 0 | -10,168 | 26,091 | 0.39 | 0.048 | -1,261 |
| TH | -1 | 12 | -1,593,915 | -1,055,031 | -367,360 | 1,593,915 | 0.27 | 0.028 | 128,211 |
| 1 | 4 | 590,472 | 0 | 120,477 | 590,472 | 0.30 | 0.104 | 66,601 | |
| TW | -1 | 2 | -129,579 | -120,896 | -157,059 | 129,579 | 1.09 | 0.025 | 5,728 |
| 1 | 2 | 87,741 | 0 | 94,639 | 87,741 | 1.01 | 0.029 | -305 |