| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -293,208 | 18,501,297 | 91,681 | 684,757 | 329 | 399,890,701 | 0.046 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,397,252 | 9,397,252 | -8,596,405 | 457,376 |
| 1 | 9,104,044 | 9,104,044 | 8,688,086 | 227,381 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | 185,366 | -352,693 | 466,133 | 2,108,830 | 0.66 | 0.091 | 29,035 |
| CN | 87 | -252,464 | -1,944,215 | -818,950 | 6,031,588 | 1.36 | 0.101 | 418,725 |
| HK | 19 | 163,611 | -113,184 | 256,644 | 707,993 | 1.20 | 0.155 | 50,054 |
| ID | 1 | -167,130 | 0 | -20,009 | 167,130 | 0.12 | 0.065 | -10,882 |
| IN | 1 | -279,267 | 0 | -101,981 | 279,267 | 0.37 | 0.114 | -31,920 |
| JP | 159 | -729,781 | -1,227,495 | -153,154 | 7,856,098 | 0.73 | 0.057 | 236,765 |
| KR | 14 | 279,092 | 0 | 248,648 | 279,092 | 0.61 | 0.064 | 5,955 |
| NZ | 1 | 16,413 | 0 | 4,442 | 16,413 | 0.27 | 0.145 | -2,375 |
| SG | 2 | -74,908 | 0 | -12,972 | 111,070 | 0.73 | 0.021 | -314 |
| TH | 11 | 617,691 | -137,146 | 233,980 | 891,984 | 0.37 | 0.080 | -2,580 |
| TW | 1 | -51,831 | 0 | -11,100 | 51,831 | 0.21 | 0.149 | -7,705 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -961,732 | -352,693 | -118,549 | 961,732 | 0.41 | -0.053 | 41,534 |
| 1 | 20 | 1,147,098 | 0 | 584,682 | 1,147,098 | 0.83 | -0.061 | -12,499 | |
| CN | -1 | 48 | -3,142,026 | -1,944,215 | -4,359,828 | 3,142,026 | 1.33 | -0.021 | 260,356 |
| 1 | 39 | 2,889,562 | 0 | 3,540,879 | 2,889,562 | 1.41 | 0.003 | 158,369 | |
| HK | -1 | 7 | -272,191 | -113,184 | -330,036 | 272,191 | 1.11 | 0.117 | -21,048 |
| 1 | 12 | 435,802 | 0 | 586,680 | 435,802 | 1.25 | 0.174 | 71,102 | |
| ID | -1 | 1 | -167,130 | 0 | -20,009 | 167,130 | 0.12 | 0.065 | -10,882 |
| IN | -1 | 1 | -279,267 | 0 | -101,981 | 279,267 | 0.37 | 0.114 | -31,920 |
| JP | -1 | 70 | -4,292,939 | -1,227,495 | -3,602,906 | 4,292,939 | 0.57 | -0.035 | 221,772 |
| 1 | 89 | 3,563,159 | 0 | 3,449,752 | 3,563,159 | 0.86 | -0.037 | 14,993 | |
| KR | 1 | 14 | 279,092 | 0 | 248,648 | 279,092 | 0.61 | 0.007 | 5,955 |
| NZ | 1 | 1 | 16,413 | 0 | 4,442 | 16,413 | 0.27 | -0.145 | -2,375 |
| SG | -1 | 1 | -92,989 | 0 | -32,950 | 92,989 | 0.35 | -0.004 | 370 |
| 1 | 1 | 18,081 | 0 | 19,978 | 18,081 | 1.10 | -0.038 | -684 | |
| TH | -1 | 2 | -137,146 | -137,146 | -19,046 | 137,146 | 0.02 | -0.056 | 4,899 |
| 1 | 9 | 754,837 | 0 | 253,026 | 754,837 | 0.44 | 0.067 | -7,479 | |
| TW | -1 | 1 | -51,831 | 0 | -11,100 | 51,831 | 0.21 | 0.149 | -7,705 |