| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,463,772 | 16,296,266 | -2,440,290 | 929,337 | 330 | 399,786,995 | 0.041 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,880,019 | 8,880,019 | -9,130,883 | 417,370 |
| 1 | 7,416,247 | 7,416,247 | 6,690,593 | 511,967 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | -251,538 | -126,073 | 177,574 | 1,846,911 | 0.59 | 0.085 | 39,815 |
| CN | 92 | -1,360,809 | -2,003,871 | -3,479,741 | 6,191,584 | 1.36 | 0.105 | 543,701 |
| HK | 14 | -764,643 | -200,735 | -1,099,442 | 958,880 | 1.42 | 0.105 | -63,095 |
| ID | 1 | -21,982 | 0 | -5,418 | 21,982 | 0.25 | 0.083 | -1,818 |
| JP | 150 | 1,794,732 | -920,252 | 2,354,228 | 5,801,765 | 0.73 | 0.049 | 306,755 |
| KR | 12 | -92,917 | -244,463 | -30,721 | 408,271 | 0.37 | 0.201 | 68,566 |
| NZ | 1 | 38,146 | 0 | 10,324 | 38,146 | 0.27 | 0.184 | -7,002 |
| SG | 1 | -28,225 | -28,225 | -18,049 | 28,225 | 0.64 | 0.102 | 2,885 |
| TH | 13 | -459,002 | -517,433 | -78,228 | 584,640 | 0.30 | 0.074 | 53,570 |
| TW | 9 | -317,534 | -48,752 | -270,817 | 415,862 | 0.71 | 0.089 | -14,039 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 18 | -1,049,224 | -126,073 | -250,897 | 1,049,224 | 0.41 | -0.085 | 61,367 |
| 1 | 19 | 797,686 | 0 | 428,471 | 797,686 | 0.77 | -0.058 | -21,553 | |
| CN | -1 | 59 | -3,776,197 | -2,003,871 | -5,712,864 | 3,776,197 | 1.45 | -0.055 | 262,210 |
| 1 | 33 | 2,415,388 | 0 | 2,233,123 | 2,415,388 | 1.20 | 0.026 | 281,491 | |
| HK | -1 | 10 | -861,761 | -200,735 | -1,205,829 | 861,761 | 1.47 | 0.061 | -82,410 |
| 1 | 4 | 97,119 | 0 | 106,387 | 97,119 | 1.28 | 0.200 | 19,314 | |
| ID | -1 | 1 | -21,982 | 0 | -5,418 | 21,982 | 0.25 | 0.083 | -1,818 |
| JP | -1 | 74 | -2,003,516 | -920,252 | -1,400,285 | 2,003,516 | 0.59 | -0.033 | 79,387 |
| 1 | 76 | 3,798,248 | 0 | 3,754,513 | 3,798,248 | 0.86 | 0.013 | 227,368 | |
| KR | -1 | 11 | -250,594 | -244,463 | -117,795 | 250,594 | 0.36 | -0.213 | 57,744 |
| 1 | 1 | 157,677 | 0 | 87,074 | 157,677 | 0.55 | 0.069 | 10,822 | |
| NZ | 1 | 1 | 38,146 | 0 | 10,324 | 38,146 | 0.27 | -0.184 | -7,002 |
| SG | -1 | 1 | -28,225 | -28,225 | -18,049 | 28,225 | 0.64 | -0.102 | 2,885 |
| TH | -1 | 8 | -521,821 | -517,433 | -101,110 | 521,821 | 0.16 | -0.055 | 45,146 |
| 1 | 5 | 62,819 | 0 | 22,883 | 62,819 | 0.54 | 0.084 | 8,424 | |
| TW | -1 | 8 | -366,698 | -48,752 | -318,635 | 366,698 | 0.68 | -0.007 | -7,141 |
| 1 | 1 | 49,164 | 0 | 47,818 | 49,164 | 0.97 | -0.140 | -6,898 |