| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,049,811 | 20,832,064 | -1,407,328 | 950,194 | 345 | 399,583,559 | 0.052 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,940,938 | 10,940,938 | -9,282,377 | 452,207 |
| 1 | 9,891,126 | 9,891,126 | 7,875,050 | 497,987 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | -258,919 | -438,790 | -59,820 | 3,413,363 | 0.54 | 0.081 | 94,862 |
| CN | 99 | -581,276 | -1,772,936 | -2,131,229 | 5,462,320 | 1.36 | 0.105 | 371,483 |
| HK | 19 | -1,381,465 | -372,933 | -1,923,065 | 1,928,644 | 1.42 | 0.127 | -64,572 |
| ID | 1 | -4,142 | 0 | -1,021 | 4,142 | 0.25 | 0.079 | -328 |
| JP | 153 | 2,157,181 | -2,230,447 | 2,902,391 | 8,370,761 | 0.75 | 0.050 | 479,229 |
| KR | 9 | -75,892 | -98,792 | -26,073 | 121,692 | 0.51 | 0.173 | 22,987 |
| NZ | 1 | 30,350 | 0 | 8,214 | 30,350 | 0.27 | 0.179 | -5,432 |
| SG | 2 | 124,442 | 0 | 62,687 | 124,442 | 0.57 | 0.092 | 13,198 |
| TH | 15 | -1,026,688 | -825,072 | -217,539 | 1,085,469 | 0.30 | 0.072 | 25,486 |
| TW | 9 | -33,400 | -47,285 | -21,872 | 290,882 | 0.82 | 0.118 | 13,280 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -1,836,141 | -438,790 | -529,085 | 1,836,141 | 0.38 | -0.096 | 154,943 |
| 1 | 26 | 1,577,222 | 0 | 469,265 | 1,577,222 | 0.62 | -0.058 | -60,082 | |
| CN | -1 | 64 | -3,021,798 | -1,772,936 | -4,319,483 | 3,021,798 | 1.44 | -0.050 | 256,356 |
| 1 | 35 | 2,440,522 | 0 | 2,188,254 | 2,440,522 | 1.21 | -0.002 | 115,127 | |
| HK | -1 | 13 | -1,655,055 | -372,933 | -2,330,571 | 1,655,055 | 1.46 | 0.036 | -133,408 |
| 1 | 6 | 273,589 | 0 | 407,506 | 273,589 | 1.33 | 0.219 | 68,836 | |
| ID | -1 | 1 | -4,142 | 0 | -1,021 | 4,142 | 0.25 | 0.079 | -328 |
| JP | -1 | 81 | -3,106,790 | -2,230,447 | -1,696,551 | 3,106,790 | 0.63 | -0.033 | 127,329 |
| 1 | 72 | 5,263,971 | 0 | 4,598,942 | 5,263,971 | 0.88 | 0.037 | 351,901 | |
| KR | -1 | 7 | -98,792 | -98,792 | -40,531 | 98,792 | 0.47 | -0.214 | 22,848 |
| 1 | 2 | 22,900 | 0 | 14,458 | 22,900 | 0.66 | -0.002 | 140 | |
| NZ | 1 | 1 | 30,350 | 0 | 8,214 | 30,350 | 0.27 | -0.179 | -5,432 |
| SG | 1 | 2 | 124,442 | 0 | 62,687 | 124,442 | 0.57 | 0.015 | 13,198 |
| TH | -1 | 12 | -1,056,079 | -825,072 | -225,179 | 1,056,079 | 0.24 | -0.038 | 21,593 |
| 1 | 3 | 29,390 | 0 | 7,640 | 29,390 | 0.53 | 0.063 | 3,893 | |
| TW | -1 | 7 | -162,141 | -47,285 | -139,955 | 162,141 | 0.78 | -0.090 | 2,876 |
| 1 | 2 | 128,741 | 0 | 118,084 | 128,741 | 0.95 | -0.009 | 10,404 |