| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 366,551 | 27,680,888 | -580,862 | 1,543,647 | 394 | 399,573,203 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -13,657,168 | 13,657,168 | -11,276,820 | 1,011,263 |
| 1 | 14,023,719 | 14,023,719 | 10,695,958 | 532,385 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 50 | 23,842 | -1,869,339 | 36,953 | 4,381,499 | 0.55 | 0.092 | 51,106 |
| CN | 105 | 149,344 | -5,004,135 | -388,140 | 12,458,635 | 1.33 | 0.101 | 775,093 |
| HK | 21 | 10,540 | -252,828 | -538,173 | 2,712,659 | 1.44 | 0.151 | 317,538 |
| ID | 1 | -172,479 | 0 | -17,340 | 172,479 | 0.10 | 0.029 | -4,951 |
| JP | 180 | 511,026 | -1,935,837 | 539,459 | 6,440,803 | 0.74 | 0.055 | 306,840 |
| KR | 12 | 130,726 | -85,266 | 110,882 | 301,258 | 0.49 | 0.193 | 16,612 |
| MY | 1 | 1,674 | 0 | 735 | 1,674 | 0.44 | 0.136 | 227 |
| NZ | 1 | 17,796 | 0 | 4,816 | 17,796 | 0.27 | 0.162 | -2,884 |
| SG | 1 | -15,992 | 0 | -5,667 | 15,992 | 0.35 | 0.028 | -448 |
| TH | 10 | 137,578 | 0 | 87,496 | 180,332 | 0.34 | 0.124 | 17,040 |
| TW | 12 | -427,503 | -14,035 | -411,884 | 997,760 | 0.92 | 0.114 | 67,474 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 43 | -2,178,829 | -1,869,339 | -1,045,440 | 2,178,829 | 0.56 | -0.091 | 234,607 |
| 1 | 7 | 2,202,671 | 0 | 1,082,393 | 2,202,671 | 0.49 | -0.025 | -183,502 | |
| CN | -1 | 53 | -6,154,646 | -5,004,135 | -5,310,112 | 6,154,646 | 1.44 | -0.029 | 720,222 |
| 1 | 52 | 6,303,990 | 0 | 4,921,972 | 6,303,990 | 1.22 | -0.003 | 54,872 | |
| HK | -1 | 11 | -1,351,059 | -252,828 | -1,847,167 | 1,351,059 | 1.80 | 0.005 | -59,460 |
| 1 | 10 | 1,361,599 | 0 | 1,308,993 | 1,361,599 | 1.05 | 0.241 | 376,999 | |
| ID | -1 | 1 | -172,479 | 0 | -17,340 | 172,479 | 0.10 | 0.029 | -4,951 |
| JP | -1 | 117 | -2,964,888 | -1,935,837 | -2,404,561 | 2,964,888 | 0.77 | -0.029 | 71,105 |
| 1 | 63 | 3,475,914 | 0 | 2,944,020 | 3,475,914 | 0.70 | 0.037 | 235,735 | |
| KR | -1 | 9 | -85,266 | -85,266 | -21,848 | 85,266 | 0.40 | -0.247 | 22,079 |
| 1 | 3 | 215,992 | 0 | 132,730 | 215,992 | 0.76 | -0.017 | -5,467 | |
| MY | 1 | 1 | 1,674 | 0 | 735 | 1,674 | 0.44 | 0.136 | 227 |
| NZ | 1 | 1 | 17,796 | 0 | 4,816 | 17,796 | 0.27 | -0.162 | -2,884 |
| SG | -1 | 1 | -15,992 | 0 | -5,667 | 15,992 | 0.35 | 0.028 | -448 |
| TH | -1 | 2 | -21,377 | 0 | -520 | 21,377 | -0.04 | 0.095 | -1,753 |
| 1 | 8 | 158,955 | 0 | 88,016 | 158,955 | 0.44 | 0.118 | 18,793 | |
| TW | -1 | 4 | -712,632 | -14,035 | -624,165 | 712,632 | 0.91 | -0.077 | 29,862 |
| 1 | 8 | 285,128 | 0 | 212,282 | 285,128 | 0.92 | 0.084 | 37,612 |