| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -4,219,267 | 23,747,455 | -6,181,239 | 1,493,128 | 408 | 399,384,811 | 0.059 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -13,983,361 | 13,983,361 | -13,759,959 | 864,987 |
| 1 | 9,764,094 | 9,764,094 | 7,578,720 | 628,141 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 51 | -56,351 | -732,156 | -657,096 | 4,911,537 | 0.50 | 0.072 | 133,823 |
| CN | 141 | -1,949,924 | -4,549,387 | -3,985,081 | 7,377,411 | 1.43 | 0.117 | 744,492 |
| HK | 17 | 171,150 | -71,476 | 259,525 | 426,236 | 1.47 | 0.140 | 35,120 |
| ID | 1 | -804 | 0 | -91 | 804 | 0.11 | 0.088 | -71 |
| IN | 1 | -94,152 | 0 | -31,624 | 94,152 | 0.34 | 0.016 | 1,526 |
| JP | 166 | -2,491,600 | -2,677,247 | -2,146,124 | 8,885,579 | 0.72 | 0.057 | 340,789 |
| KR | 7 | 37,906 | -14,860 | 31,762 | 75,083 | 0.69 | 0.170 | -3,403 |
| MY | 1 | -462 | 0 | -107 | 462 | 0.23 | 0.014 | -7 |
| NZ | 1 | 59,963 | 0 | 19,210 | 59,963 | 0.32 | 0.136 | -8,179 |
| SG | 1 | -33,316 | 0 | -16,381 | 33,316 | 0.49 | 0.066 | -2,189 |
| TH | 14 | 128,952 | -697,011 | 276,931 | 1,741,329 | 0.31 | 0.137 | 248,578 |
| TW | 7 | 9,372 | -66,105 | 67,838 | 141,583 | 0.95 | 0.121 | 2,649 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 27 | -2,483,944 | -732,156 | -1,260,828 | 2,483,944 | 0.60 | -0.059 | 109,344 |
| 1 | 24 | 2,427,593 | 0 | 603,732 | 2,427,593 | 0.39 | -0.034 | 24,479 | |
| CN | -1 | 104 | -4,663,667 | -4,549,387 | -7,436,727 | 4,663,667 | 1.51 | -0.097 | 605,666 |
| 1 | 37 | 2,713,743 | 0 | 3,451,646 | 2,713,743 | 1.21 | 0.056 | 138,826 | |
| HK | -1 | 8 | -127,543 | -71,476 | -149,311 | 127,543 | 1.43 | 0.009 | -1,950 |
| 1 | 9 | 298,693 | 0 | 408,836 | 298,693 | 1.50 | 0.193 | 37,070 | |
| ID | -1 | 1 | -804 | 0 | -91 | 804 | 0.11 | 0.088 | -71 |
| IN | -1 | 1 | -94,152 | 0 | -31,624 | 94,152 | 0.34 | -0.016 | 1,526 |
| JP | -1 | 108 | -5,688,589 | -2,677,247 | -4,642,544 | 5,688,589 | 0.68 | -0.025 | 108,723 |
| 1 | 58 | 3,196,990 | 0 | 2,496,420 | 3,196,990 | 0.81 | 0.015 | 232,066 | |
| KR | -1 | 5 | -18,589 | -14,860 | -11,896 | 18,589 | 0.70 | -0.199 | 3,489 |
| 1 | 2 | 56,494 | 0 | 43,657 | 56,494 | 0.65 | -0.098 | -6,893 | |
| MY | -1 | 1 | -462 | 0 | -107 | 462 | 0.23 | 0.014 | -7 |
| NZ | 1 | 1 | 59,963 | 0 | 19,210 | 59,963 | 0.32 | -0.136 | -8,179 |
| SG | -1 | 1 | -33,316 | 0 | -16,381 | 33,316 | 0.49 | 0.066 | -2,189 |
| TH | -1 | 6 | -806,189 | -697,011 | -176,994 | 806,189 | 0.21 | -0.014 | 32,894 |
| 1 | 8 | 935,140 | 0 | 453,925 | 935,140 | 0.39 | 0.164 | 215,684 | |
| TW | -1 | 4 | -66,105 | -66,105 | -33,457 | 66,105 | 0.76 | -0.109 | 7,561 |
| 1 | 3 | 75,478 | 0 | 101,296 | 75,478 | 1.20 | 0.017 | -4,912 |