| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -169,235 | 18,626,333 | 956,325 | 851,266 | 336 | 399,929,908 | 0.047 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,397,784 | 9,397,784 | -8,125,017 | 435,976 |
| 1 | 9,228,549 | 9,228,549 | 9,081,342 | 415,290 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | 17,756 | -480,830 | 269,051 | 1,838,785 | 0.53 | 0.091 | 46,672 |
| CN | 81 | 1,023,581 | -1,849,128 | 1,389,703 | 5,481,831 | 1.36 | 0.103 | 584,998 |
| HK | 15 | 376,054 | -32,790 | 273,783 | 1,137,569 | 1.36 | 0.163 | 97,897 |
| ID | 1 | -137,868 | 0 | -16,506 | 137,868 | 0.12 | 0.077 | -10,561 |
| IN | 1 | -427,727 | 0 | -156,195 | 427,727 | 0.37 | 0.125 | -53,300 |
| JP | 175 | -1,273,420 | -1,463,980 | -1,022,454 | 8,883,219 | 0.77 | 0.053 | 217,101 |
| KR | 5 | 35,182 | 0 | 36,934 | 35,182 | 0.74 | 0.056 | 699 |
| NZ | 1 | -34,158 | -34,158 | -9,245 | 34,158 | 0.27 | 0.149 | 5,092 |
| SG | 3 | 5,795 | 0 | 12,659 | 25,124 | 0.67 | 0.059 | -1,446 |
| TH | 12 | 176,969 | -17,418 | 110,221 | 556,266 | 0.44 | 0.083 | -30,209 |
| TW | 2 | 68,602 | 0 | 68,373 | 68,602 | 1.01 | 0.156 | -5,676 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 16 | -910,515 | -480,830 | -141,636 | 910,515 | 0.34 | -0.049 | 74,311 |
| 1 | 24 | 928,271 | 0 | 410,687 | 928,271 | 0.66 | -0.095 | -27,640 | |
| CN | -1 | 42 | -2,229,125 | -1,849,128 | -2,724,162 | 2,229,125 | 1.26 | -0.065 | 307,092 |
| 1 | 39 | 3,252,706 | 0 | 4,113,865 | 3,252,706 | 1.47 | 0.023 | 277,906 | |
| HK | -1 | 6 | -380,758 | -32,790 | -532,861 | 380,758 | 1.55 | 0.114 | -50,931 |
| 1 | 9 | 756,811 | 0 | 806,644 | 756,811 | 1.24 | 0.195 | 148,828 | |
| ID | -1 | 1 | -137,868 | 0 | -16,506 | 137,868 | 0.12 | 0.077 | -10,561 |
| IN | -1 | 1 | -427,727 | 0 | -156,195 | 427,727 | 0.37 | 0.125 | -53,300 |
| JP | -1 | 71 | -5,078,319 | -1,463,980 | -4,494,395 | 5,078,319 | 0.69 | -0.021 | 186,957 |
| 1 | 104 | 3,804,900 | 0 | 3,471,941 | 3,804,900 | 0.82 | -0.034 | 30,144 | |
| KR | 1 | 5 | 35,182 | 0 | 36,934 | 35,182 | 0.74 | -0.012 | 699 |
| NZ | -1 | 1 | -34,158 | -34,158 | -9,245 | 34,158 | 0.27 | -0.149 | 5,092 |
| SG | -1 | 2 | -9,665 | 0 | -4,421 | 9,665 | 0.46 | 0.062 | -602 |
| 1 | 1 | 15,459 | 0 | 17,081 | 15,459 | 1.10 | -0.055 | -844 | |
| TH | -1 | 4 | -189,649 | -17,418 | -45,597 | 189,649 | 0.25 | 0.105 | -22,083 |
| 1 | 8 | 366,618 | 0 | 155,818 | 366,618 | 0.54 | 0.014 | -8,126 | |
| TW | 1 | 2 | 68,602 | 0 | 68,373 | 68,602 | 1.01 | -0.156 | -5,676 |