| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 109,724 | 21,521,619 | -328,155 | 1,096,722 | 374 | 399,697,416 | 0.054 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,705,948 | 10,705,948 | -9,824,044 | 515,565 |
| 1 | 10,815,671 | 10,815,671 | 9,495,889 | 581,158 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | -95,238 | -1,097,905 | 225,596 | 2,522,326 | 0.46 | 0.104 | 168,615 |
| CN | 96 | 670,687 | -2,656,854 | -713,569 | 8,129,873 | 1.32 | 0.098 | 509,936 |
| HK | 14 | -61,637 | -117,790 | -68,736 | 714,539 | 1.40 | 0.117 | 25,236 |
| ID | 1 | -74,115 | 0 | -21,484 | 74,115 | 0.29 | 0.039 | -2,920 |
| JP | 178 | -824,878 | -1,095,994 | -66,334 | 8,199,516 | 0.76 | 0.052 | 200,983 |
| KR | 9 | -28,943 | -49,582 | -21,339 | 70,995 | 0.79 | 0.182 | 10,956 |
| MY | 1 | 74,600 | 0 | 20,911 | 74,600 | 0.28 | 0.220 | 16,429 |
| NZ | 1 | -181,327 | -181,327 | -52,973 | 181,327 | 0.29 | 0.121 | 22,023 |
| PH | 1 | -23,456 | 0 | -10,625 | 23,456 | 0.45 | 0.081 | 1,897 |
| SG | 2 | -155,792 | -33,666 | -85,581 | 155,792 | 0.59 | 0.071 | 3,878 |
| TH | 22 | 928,144 | 0 | 482,930 | 1,046,899 | 0.46 | 0.109 | 122,126 |
| TW | 9 | -118,323 | -124,630 | -16,952 | 328,181 | 0.85 | 0.145 | 17,564 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 23 | -1,308,782 | -1,097,905 | -402,961 | 1,308,782 | 0.46 | -0.111 | 151,109 |
| 1 | 17 | 1,213,544 | 0 | 628,557 | 1,213,544 | 0.47 | -0.045 | 17,506 | |
| CN | -1 | 71 | -3,729,593 | -2,656,854 | -5,010,942 | 3,729,593 | 1.36 | -0.027 | 251,661 |
| 1 | 25 | 4,400,280 | 0 | 4,297,373 | 4,400,280 | 1.23 | 0.073 | 258,276 | |
| HK | -1 | 9 | -388,088 | -117,790 | -505,532 | 388,088 | 1.38 | 0.032 | -25,767 |
| 1 | 5 | 326,451 | 0 | 436,797 | 326,451 | 1.44 | 0.223 | 51,002 | |
| ID | -1 | 1 | -74,115 | 0 | -21,484 | 74,115 | 0.29 | 0.039 | -2,920 |
| JP | -1 | 74 | -4,512,197 | -1,095,994 | -3,559,684 | 4,512,197 | 0.59 | -0.029 | 95,063 |
| 1 | 104 | 3,687,319 | 0 | 3,493,350 | 3,687,319 | 0.88 | -0.015 | 105,920 | |
| KR | -1 | 7 | -49,969 | -49,582 | -34,496 | 49,969 | 0.75 | -0.219 | 12,292 |
| 1 | 2 | 21,026 | 0 | 13,157 | 21,026 | 0.94 | -0.030 | -1,336 | |
| MY | 1 | 1 | 74,600 | 0 | 20,911 | 74,600 | 0.28 | 0.220 | 16,429 |
| NZ | -1 | 1 | -181,327 | -181,327 | -52,973 | 181,327 | 0.29 | -0.121 | 22,023 |
| PH | -1 | 1 | -23,456 | 0 | -10,625 | 23,456 | 0.45 | -0.081 | 1,897 |
| SG | -1 | 2 | -155,792 | -33,666 | -85,581 | 155,792 | 0.59 | -0.065 | 3,878 |
| TH | -1 | 1 | -59,377 | 0 | -15,315 | 59,377 | 0.26 | 0.052 | -3,099 |
| 1 | 21 | 987,522 | 0 | 498,245 | 987,522 | 0.47 | 0.102 | 125,225 | |
| TW | -1 | 5 | -223,252 | -124,630 | -124,451 | 223,252 | 0.73 | -0.111 | 9,429 |
| 1 | 4 | 104,929 | 0 | 107,499 | 104,929 | 1.00 | 0.092 | 8,135 |