| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,242,450 | 14,583,406 | -862,198 | 568,167 | 248 | 401,367,084 | 0.036 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,912,928 | 7,912,928 | -5,235,629 | 323,213 |
| 1 | 6,670,478 | 6,670,478 | 4,373,431 | 244,954 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 56 | -73,052 | -1,412,545 | -320,850 | 3,943,604 | 0.53 | 0.075 | 134,880 |
| ID | 2 | -17,776 | 0 | -4,036 | 17,776 | 0.18 | 0.085 | -1,431 |
| IN | 1 | -96,269 | 0 | -35,602 | 96,269 | 0.37 | 0.007 | 716 |
| JP | 151 | -1,140,582 | -2,677,167 | -732,732 | 9,379,834 | 0.76 | 0.054 | 381,133 |
| KR | 13 | 59,829 | -44,243 | 79,165 | 157,404 | 0.67 | 0.181 | -15,749 |
| MY | 1 | -20,754 | 0 | -4,527 | 20,754 | 0.22 | 0.010 | -198 |
| NZ | 1 | 39,148 | 0 | 10,595 | 39,148 | 0.27 | 0.142 | -5,573 |
| SG | 3 | -109,532 | 0 | -53,729 | 109,532 | 0.46 | 0.071 | -7,638 |
| TH | 13 | 15,940 | -39,584 | 93,217 | 524,976 | 0.27 | 0.129 | 44,348 |
| TW | 7 | 100,598 | -96,756 | 106,301 | 294,109 | 0.97 | 0.138 | 37,678 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 42 | -2,008,328 | -1,412,545 | -901,602 | 2,008,328 | 0.61 | -0.060 | 117,442 |
| 1 | 14 | 1,935,276 | 0 | 580,752 | 1,935,276 | 0.30 | -0.042 | 17,439 | |
| ID | -1 | 2 | -17,776 | 0 | -4,036 | 17,776 | 0.18 | 0.085 | -1,431 |
| IN | -1 | 1 | -96,269 | 0 | -35,602 | 96,269 | 0.37 | -0.007 | 716 |
| JP | -1 | 95 | -5,260,208 | -2,677,167 | -4,071,060 | 5,260,208 | 0.73 | -0.044 | 217,537 |
| 1 | 56 | 4,119,626 | 0 | 3,338,328 | 4,119,626 | 0.80 | 0.020 | 163,597 | |
| KR | -1 | 10 | -48,787 | -44,243 | -34,411 | 48,787 | 0.65 | -0.187 | 9,601 |
| 1 | 3 | 108,617 | 0 | 113,576 | 108,617 | 0.73 | -0.105 | -25,350 | |
| MY | -1 | 1 | -20,754 | 0 | -4,527 | 20,754 | 0.22 | 0.010 | -198 |
| NZ | 1 | 1 | 39,148 | 0 | 10,595 | 39,148 | 0.27 | -0.142 | -5,573 |
| SG | -1 | 3 | -109,532 | 0 | -53,729 | 109,532 | 0.46 | 0.071 | -7,638 |
| TH | -1 | 8 | -254,518 | -39,584 | -53,377 | 254,518 | 0.25 | 0.067 | -22,045 |
| 1 | 5 | 270,458 | 0 | 146,593 | 270,458 | 0.30 | 0.146 | 66,394 | |
| TW | -1 | 3 | -96,756 | -96,756 | -77,286 | 96,756 | 0.92 | -0.110 | 9,230 |
| 1 | 4 | 197,354 | 0 | 183,587 | 197,354 | 1.00 | 0.071 | 28,448 |