| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,260,883 | 17,142,440 | -3,622,665 | 916,703 | 393 | 399,614,979 | 0.043 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,201,662 | 9,201,662 | -9,014,043 | 376,135 |
| 1 | 7,940,779 | 7,940,779 | 5,391,378 | 540,568 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 45 | 498,379 | -442,132 | 270,943 | 2,213,013 | 0.56 | 0.098 | -14,669 |
| CN | 114 | -1,641,839 | -2,140,754 | -2,852,554 | 4,386,147 | 1.41 | 0.116 | 357,917 |
| HK | 20 | -146,141 | -76,158 | -585,969 | 883,892 | 1.49 | 0.134 | 38,610 |
| ID | 1 | -22,684 | 0 | -2,716 | 22,684 | 0.12 | 0.095 | -2,155 |
| IN | 3 | 308,596 | 0 | 115,505 | 315,723 | 0.40 | 0.143 | 64,278 |
| JP | 170 | -956,170 | -1,686,749 | -735,038 | 6,375,503 | 0.72 | 0.051 | 182,311 |
| KR | 8 | 143,979 | -16,094 | 67,376 | 176,167 | 0.24 | 0.138 | 17,695 |
| NZ | 1 | -4,879 | -4,879 | -1,321 | 4,879 | 0.27 | 0.150 | 732 |
| SG | 1 | -32,487 | 0 | -11,511 | 32,487 | 0.35 | 0.010 | -333 |
| TH | 20 | 729,043 | -274,998 | 221,407 | 2,486,960 | 0.30 | 0.103 | 253,500 |
| TW | 10 | -136,679 | -165,618 | -108,787 | 244,984 | 1.01 | 0.153 | 18,817 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 28 | -857,317 | -442,132 | -328,079 | 857,317 | 0.55 | -0.116 | 66,338 |
| 1 | 17 | 1,355,696 | 0 | 599,022 | 1,355,696 | 0.59 | -0.040 | -81,007 | |
| CN | -1 | 63 | -3,013,993 | -2,140,754 | -4,457,057 | 3,013,993 | 1.49 | -0.087 | 255,726 |
| 1 | 51 | 1,372,154 | 0 | 1,604,503 | 1,372,154 | 1.31 | 0.057 | 102,191 | |
| HK | -1 | 13 | -515,017 | -76,158 | -933,876 | 515,017 | 1.68 | 0.037 | -36,494 |
| 1 | 7 | 368,875 | 0 | 347,907 | 368,875 | 1.16 | 0.222 | 75,104 | |
| ID | -1 | 1 | -22,684 | 0 | -2,716 | 22,684 | 0.12 | 0.095 | -2,155 |
| IN | -1 | 1 | -3,564 | 0 | -1,318 | 3,564 | 0.37 | 0.028 | -101 |
| 1 | 2 | 312,159 | 0 | 116,823 | 312,159 | 0.41 | 0.201 | 64,379 | |
| JP | -1 | 117 | -3,665,837 | -1,686,749 | -2,953,491 | 3,665,837 | 0.70 | -0.030 | 39,887 |
| 1 | 53 | 2,709,667 | 0 | 2,218,452 | 2,709,667 | 0.75 | 0.040 | 142,424 | |
| KR | -1 | 3 | -16,094 | -16,094 | -2,264 | 16,094 | 0.06 | -0.253 | 4,605 |
| 1 | 5 | 160,073 | 0 | 69,640 | 160,073 | 0.35 | 0.069 | 13,090 | |
| NZ | -1 | 1 | -4,879 | -4,879 | -1,321 | 4,879 | 0.27 | -0.150 | 732 |
| SG | -1 | 1 | -32,487 | 0 | -11,511 | 32,487 | 0.35 | 0.010 | -333 |
| TH | -1 | 15 | -878,959 | -274,998 | -132,371 | 878,959 | 0.32 | 0.015 | 22,881 |
| 1 | 5 | 1,608,001 | 0 | 353,777 | 1,608,001 | 0.27 | 0.154 | 230,618 | |
| TW | -1 | 7 | -190,832 | -165,618 | -190,039 | 190,832 | 0.91 | -0.096 | 25,048 |
| 1 | 3 | 54,153 | 0 | 81,252 | 54,153 | 1.23 | -0.071 | -6,231 |