| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 109,276 | 18,031,918 | -113,640 | 648,099 | 332 | 399,971,474 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,961,321 | 8,961,321 | -6,720,496 | 95,995 |
| 1 | 9,070,597 | 9,070,597 | 6,606,856 | 552,104 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | 14,600 | -43,837 | 311,134 | 4,058,028 | 0.45 | 0.078 | 119,079 |
| CN | 81 | -209,001 | -906,568 | -1,057,667 | 3,610,490 | 1.42 | 0.107 | 150,314 |
| HK | 18 | 1,181,775 | -11,746 | 552,076 | 2,417,210 | 1.34 | 0.171 | 294,255 |
| ID | 2 | -184,795 | 0 | -27,217 | 184,795 | 0.18 | 0.092 | -16,664 |
| IN | 1 | 31,986 | 0 | 11,680 | 31,986 | 0.37 | 0.209 | 6,670 |
| JP | 153 | -656,166 | -1,023,804 | 57,552 | 5,393,314 | 0.68 | 0.046 | 98,785 |
| KR | 10 | 266,794 | -102,861 | 203,728 | 472,516 | 0.55 | 0.139 | 46,519 |
| MY | 1 | 1,634 | 0 | 717 | 1,634 | 0.44 | 0.144 | 236 |
| NZ | 1 | 29,906 | 0 | 8,094 | 29,906 | 0.27 | 0.168 | -5,031 |
| SG | 3 | -22,703 | 0 | -8,116 | 22,703 | 0.32 | 0.047 | -925 |
| TH | 17 | -260,522 | -354,085 | -99,372 | 1,526,679 | 0.35 | 0.088 | -82,387 |
| TW | 7 | -84,232 | -183,445 | -66,250 | 282,657 | 0.96 | 0.157 | 37,248 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -2,021,714 | -43,837 | -326,865 | 2,021,714 | 0.49 | -0.116 | 91,122 |
| 1 | 25 | 2,036,314 | 0 | 637,998 | 2,036,314 | 0.43 | -0.033 | 27,957 | |
| CN | -1 | 46 | -1,909,746 | -906,568 | -2,833,159 | 1,909,746 | 1.54 | -0.017 | 55,647 |
| 1 | 35 | 1,700,745 | 0 | 1,775,492 | 1,700,745 | 1.27 | 0.043 | 94,666 | |
| HK | -1 | 8 | -617,717 | -11,746 | -1,084,610 | 617,717 | 1.67 | 0.119 | -82,715 |
| 1 | 10 | 1,799,492 | 0 | 1,636,686 | 1,799,492 | 1.07 | 0.205 | 376,971 | |
| ID | -1 | 2 | -184,795 | 0 | -27,217 | 184,795 | 0.18 | 0.092 | -16,664 |
| IN | 1 | 1 | 31,986 | 0 | 11,680 | 31,986 | 0.37 | 0.209 | 6,670 |
| JP | -1 | 80 | -3,024,740 | -1,023,804 | -1,968,050 | 3,024,740 | 0.59 | -0.012 | 22,841 |
| 1 | 73 | 2,368,574 | 0 | 2,025,602 | 2,368,574 | 0.77 | -0.003 | 75,944 | |
| KR | -1 | 3 | -102,861 | -102,861 | -44,001 | 102,861 | 0.32 | -0.269 | 25,116 |
| 1 | 7 | 369,655 | 0 | 247,729 | 369,655 | 0.65 | 0.019 | 21,403 | |
| MY | 1 | 1 | 1,634 | 0 | 717 | 1,634 | 0.44 | 0.144 | 236 |
| NZ | 1 | 1 | 29,906 | 0 | 8,094 | 29,906 | 0.27 | -0.168 | -5,031 |
| SG | -1 | 3 | -22,703 | 0 | -8,116 | 22,703 | 0.32 | 0.047 | -925 |
| TH | -1 | 15 | -893,601 | -354,085 | -267,022 | 893,601 | 0.36 | 0.044 | -23,487 |
| 1 | 2 | 633,078 | 0 | 167,650 | 633,078 | 0.26 | -0.077 | -58,900 | |
| TW | -1 | 4 | -183,445 | -183,445 | -161,457 | 183,445 | 0.95 | -0.136 | 25,059 |
| 1 | 3 | 99,213 | 0 | 95,206 | 99,213 | 0.98 | -0.052 | 12,189 |