| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -848,178 | 19,098,675 | -1,941,541 | 1,191,096 | 357 | 400,257,284 | 0.048 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -9,973,427 | 9,973,427 | -8,593,026 | 544,988 |
| 1.0000 | 9,125,248 | 9,125,248 | 6,651,486 | 646,107 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 50 | -82,391 | -697,122 | -254,620 | 3,352,368 | 0.52 | 0.087 | 228,226 |
| CN | 95 | -771,154 | -1,580,015 | -1,795,805 | 4,496,243 | 1.37 | 0.109 | 263,127 |
| HK | 11 | 201,178 | -34,950 | 108,280 | 554,211 | 1.60 | 0.146 | 83,773 |
| ID | 1 | -629 | 0 | -75 | 629 | 0.12 | 0.113 | -71 |
| IN | 1 | 199,722 | 0 | 72,934 | 199,722 | 0.37 | 0.208 | 41,549 |
| JP | 153 | 477,100 | -1,718,593 | 177,115 | 6,826,636 | 0.74 | 0.051 | 246,853 |
| KR | 16 | -170,169 | -609,851 | 50,744 | 1,060,826 | 0.59 | 0.212 | 86,953 |
| MY | 1 | 11,075 | 0 | 4,863 | 11,075 | 0.44 | 0.154 | 1,703 |
| NZ | 1 | 54,959 | 0 | 14,875 | 54,959 | 0.27 | 0.172 | -9,461 |
| PH | 1 | -3,823 | 0 | -1,646 | 3,823 | 0.43 | 0.023 | -88 |
| SG | 2 | -63,157 | -12,550 | -31,799 | 63,157 | 0.73 | 0.024 | 468 |
| TH | 14 | -308,461 | -222,947 | 50,508 | 1,994,619 | 0.31 | 0.107 | 199,229 |
| TW | 11 | -392,428 | -436,417 | -336,914 | 480,406 | 1.07 | 0.138 | 48,835 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 43 | -1,717,379 | -697,122 | -701,901 | 1,717,379 | 0.48 | -0.068 | 63,988 |
| 1.0000 | 7 | 1,634,988 | 0 | 447,281 | 1,634,988 | 0.74 | -0.038 | 164,238 | |
| CN | -1.0000 | 51 | -2,633,698 | -1,580,015 | -3,696,660 | 2,633,698 | 1.44 | -0.028 | 188,029 |
| 1.0000 | 44 | 1,862,545 | 0 | 1,900,856 | 1,862,545 | 1.29 | 0.047 | 75,098 | |
| HK | -1.0000 | 7 | -176,516 | -34,950 | -369,329 | 176,516 | 1.92 | 0.064 | -16,288 |
| 1.0000 | 4 | 377,695 | 0 | 477,609 | 377,695 | 1.03 | 0.207 | 100,061 | |
| ID | -1.0000 | 1 | -629 | 0 | -75 | 629 | 0.12 | 0.113 | -71 |
| IN | 1.0000 | 1 | 199,722 | 0 | 72,934 | 199,722 | 0.37 | 0.208 | 41,549 |
| JP | -1.0000 | 78 | -3,174,768 | -1,718,593 | -3,015,934 | 3,174,768 | 0.70 | -0.031 | 55,956 |
| 1.0000 | 75 | 3,651,868 | 0 | 3,193,049 | 3,651,868 | 0.78 | 0.029 | 190,897 | |
| KR | -1.0000 | 14 | -615,497 | -609,851 | -235,899 | 615,497 | 0.58 | -0.228 | 140,217 |
| 1.0000 | 2 | 445,328 | 0 | 286,643 | 445,328 | 0.65 | -0.097 | -53,264 | |
| MY | 1.0000 | 1 | 11,075 | 0 | 4,863 | 11,075 | 0.44 | 0.154 | 1,703 |
| NZ | 1.0000 | 1 | 54,959 | 0 | 14,875 | 54,959 | 0.27 | -0.172 | -9,461 |
| PH | -1.0000 | 1 | -3,823 | 0 | -1,646 | 3,823 | 0.43 | 0.023 | -88 |
| SG | -1.0000 | 2 | -63,157 | -12,550 | -31,799 | 63,157 | 0.73 | -0.022 | 468 |
| TH | -1.0000 | 10 | -1,151,540 | -222,947 | -136,307 | 1,151,540 | 0.34 | -0.002 | 59,839 |
| 1.0000 | 4 | 843,079 | 0 | 186,814 | 843,079 | 0.24 | 0.186 | 139,390 | |
| TW | -1.0000 | 8 | -436,417 | -436,417 | -403,476 | 436,417 | 1.01 | -0.126 | 52,940 |
| 1.0000 | 3 | 43,989 | 0 | 66,562 | 43,989 | 1.23 | -0.076 | -4,104 |