| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -786,698 | 21,483,231 | -1,021,760 | 1,089,755 | 375 | 399,790,101 | 0.054 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -11,134,964 | 11,134,964 | -9,756,674 | 523,697 |
| 1 | 10,348,266 | 10,348,266 | 8,734,914 | 566,058 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 50 | 50,567 | -372,047 | 288,930 | 4,317,592 | 0.48 | 0.072 | 157,649 |
| CN | 106 | -677,375 | -2,838,535 | -1,353,331 | 5,284,260 | 1.35 | 0.116 | 514,763 |
| HK | 20 | 159,039 | -247,166 | 204,299 | 1,282,537 | 1.43 | 0.131 | 118,495 |
| IN | 1 | -34,506 | 0 | -11,590 | 34,506 | 0.34 | 0.005 | 184 |
| JP | 167 | 353,077 | -1,641,538 | -127,818 | 8,954,135 | 0.73 | 0.057 | 236,210 |
| KR | 8 | -36,601 | -120,558 | -50,415 | 204,515 | 0.65 | 0.210 | 28,003 |
| NZ | 1 | 37,658 | 0 | 12,064 | 37,658 | 0.32 | 0.104 | -3,928 |
| SG | 2 | -36,782 | 0 | -17,960 | 36,782 | 0.44 | 0.101 | -4,065 |
| TH | 16 | -744,896 | -436,271 | -82,398 | 1,157,444 | 0.32 | 0.083 | 32,008 |
| TW | 4 | 143,121 | -15,341 | 116,458 | 173,802 | 0.90 | 0.121 | 10,437 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 6 | -2,133,513 | -372,047 | -573,227 | 2,133,513 | 0.29 | -0.101 | 100,565 |
| 1 | 44 | 2,184,080 | 0 | 862,156 | 2,184,080 | 0.50 | -0.021 | 57,085 | |
| CN | -1 | 62 | -2,980,818 | -2,838,535 | -4,516,592 | 2,980,818 | 1.48 | -0.110 | 444,884 |
| 1 | 44 | 2,303,442 | 0 | 3,163,261 | 2,303,442 | 1.16 | 0.045 | 69,879 | |
| HK | -1 | 9 | -561,749 | -247,166 | -755,706 | 561,749 | 1.49 | 0.022 | -24,134 |
| 1 | 11 | 720,788 | 0 | 960,005 | 720,788 | 1.38 | 0.189 | 142,629 | |
| IN | -1 | 1 | -34,506 | 0 | -11,590 | 34,506 | 0.34 | -0.005 | 184 |
| JP | -1 | 77 | -4,300,529 | -1,641,538 | -3,551,465 | 4,300,529 | 0.70 | -0.008 | -25,758 |
| 1 | 90 | 4,653,606 | 0 | 3,423,647 | 4,653,606 | 0.76 | 0.018 | 261,968 | |
| KR | -1 | 6 | -120,558 | -120,558 | -105,335 | 120,558 | 0.65 | -0.249 | 35,928 |
| 1 | 2 | 83,957 | 0 | 54,920 | 83,957 | 0.65 | -0.093 | -7,925 | |
| NZ | 1 | 1 | 37,658 | 0 | 12,064 | 37,658 | 0.32 | -0.104 | -3,928 |
| SG | -1 | 2 | -36,782 | 0 | -17,960 | 36,782 | 0.44 | 0.101 | -4,065 |
| TH | -1 | 12 | -951,170 | -436,271 | -211,758 | 951,170 | 0.29 | 0.038 | -5,181 |
| 1 | 4 | 206,274 | 0 | 129,360 | 206,274 | 0.42 | 0.111 | 37,189 | |
| TW | -1 | 1 | -15,341 | -15,341 | -13,041 | 15,341 | 0.85 | -0.083 | 1,275 |
| 1 | 3 | 158,461 | 0 | 129,500 | 158,461 | 0.92 | 0.043 | 9,162 |