| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -660,913 | 16,466,943 | -457,005 | 543,569 | 363 | 399,652,064 | 0.041 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -8,563,928 | 8,563,928 | -7,059,437 | 397,539 |
| 1 | 7,903,015 | 7,903,015 | 6,602,433 | 146,031 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 46 | 177,218 | -408,970 | -43,954 | 1,327,535 | 0.45 | 0.117 | 30,995 |
| CN | 99 | -214,085 | -1,743,954 | -421,149 | 4,467,939 | 1.45 | 0.114 | 250,006 |
| HK | 15 | -114,030 | -11,521 | -2,725 | 537,508 | 1.19 | 0.138 | -7,751 |
| JP | 161 | -836,702 | -1,466,302 | -61,234 | 7,568,141 | 0.72 | 0.052 | 273,286 |
| KR | 11 | -110,520 | -108,324 | -77,146 | 269,368 | 0.69 | 0.203 | 37,746 |
| MY | 1 | 78,965 | 0 | 22,135 | 78,965 | 0.28 | 0.218 | 17,189 |
| NZ | 1 | 802,243 | 0 | 234,368 | 802,243 | 0.29 | 0.153 | -123,051 |
| SG | 4 | -140,874 | -61,462 | -93,726 | 140,874 | 0.66 | 0.054 | 3,933 |
| TH | 17 | 5,240 | -52,750 | 139,564 | 920,068 | 0.41 | 0.107 | 58,901 |
| TW | 8 | -308,368 | -148,800 | -153,138 | 354,303 | 0.85 | 0.107 | 2,315 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 28 | -575,159 | -408,970 | -181,140 | 575,159 | 0.55 | -0.132 | 66,269 |
| 1 | 18 | 752,377 | 0 | 137,186 | 752,377 | 0.30 | -0.081 | -35,274 | |
| CN | -1 | 62 | -2,341,012 | -1,743,954 | -3,391,315 | 2,341,012 | 1.54 | -0.072 | 233,639 |
| 1 | 37 | 2,126,927 | 0 | 2,970,166 | 2,126,927 | 1.30 | 0.049 | 16,367 | |
| HK | -1 | 9 | -325,769 | -11,521 | -294,870 | 325,769 | 1.17 | 0.109 | -38,731 |
| 1 | 6 | 211,739 | 0 | 292,145 | 211,739 | 1.22 | 0.117 | 30,980 | |
| JP | -1 | 70 | -4,202,421 | -1,466,302 | -2,682,881 | 4,202,421 | 0.61 | -0.020 | 98,220 |
| 1 | 91 | 3,365,719 | 0 | 2,621,647 | 3,365,719 | 0.81 | 0.006 | 175,066 | |
| KR | -1 | 10 | -189,944 | -108,324 | -110,783 | 189,944 | 0.72 | -0.223 | 37,886 |
| 1 | 1 | 79,424 | 0 | 33,637 | 79,424 | 0.42 | -0.002 | -139 | |
| MY | 1 | 1 | 78,965 | 0 | 22,135 | 78,965 | 0.28 | 0.218 | 17,189 |
| NZ | 1 | 1 | 802,243 | 0 | 234,368 | 802,243 | 0.29 | -0.153 | -123,051 |
| SG | -1 | 4 | -140,874 | -61,462 | -93,726 | 140,874 | 0.66 | -0.041 | 3,933 |
| TH | -1 | 6 | -457,414 | -52,750 | -125,553 | 457,414 | 0.31 | -0.013 | -3,601 |
| 1 | 11 | 462,654 | 0 | 265,117 | 462,654 | 0.47 | 0.117 | 62,501 | |
| TW | -1 | 7 | -331,335 | -148,800 | -179,168 | 331,335 | 0.81 | -0.074 | -75 |
| 1 | 1 | 22,967 | 0 | 26,030 | 22,967 | 1.13 | 0.104 | 2,391 |