| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,257,775 | 29,990,611 | -1,960,368 | 706,574 | 409 | 392,603,638 | 0.076 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -15,624,193 | 15,624,193 | -13,919,621 | -33,503 |
| 1.0000 | 14,366,418 | 14,366,418 | 11,959,253 | 740,077 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 50 | 129,909 | -1,475,880 | 105,707 | 5,045,727 | 0.48 | 0.101 | 342,608 |
| CN | 108 | 170,172 | -1,472,589 | -1,110,771 | 10,317,132 | 1.33 | 0.097 | 422,318 |
| HK | 26 | -1,675,998 | -43,093 | -1,570,592 | 1,922,769 | 1.25 | 0.120 | -202,575 |
| ID | 1 | -134,214 | 0 | -38,904 | 134,214 | 0.29 | 0.011 | 1,436 |
| JP | 170 | 322,885 | -541,838 | 248,536 | 9,394,515 | 0.76 | 0.050 | 57,087 |
| KR | 15 | 296,773 | 0 | 156,283 | 384,742 | 0.62 | 0.074 | -21,868 |
| MY | 1 | 22,404 | 0 | 6,280 | 22,404 | 0.28 | 0.203 | 4,551 |
| NZ | 1 | -196,959 | -196,959 | -57,540 | 196,959 | 0.29 | 0.133 | 26,104 |
| SG | 4 | -849,204 | -140,549 | -427,711 | 849,204 | 0.46 | 0.053 | 31,469 |
| TH | 21 | 307,568 | 0 | 171,115 | 882,207 | 0.45 | 0.095 | -8,332 |
| TW | 12 | 348,889 | -35,447 | 557,229 | 840,737 | 0.94 | 0.114 | 53,777 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 26 | -2,457,909 | -1,475,880 | -547,984 | 2,457,909 | 0.30 | -0.078 | 268,420 |
| 1.0000 | 24 | 2,587,818 | 0 | 653,691 | 2,587,818 | 0.68 | -0.078 | 74,187 | |
| CN | -1.0000 | 71 | -5,073,480 | -1,472,589 | -7,289,271 | 5,073,480 | 1.43 | 0.018 | -119,154 |
| 1.0000 | 37 | 5,243,652 | 0 | 6,178,501 | 5,243,652 | 1.13 | 0.043 | 541,473 | |
| HK | -1.0000 | 22 | -1,799,384 | -43,093 | -1,761,967 | 1,799,384 | 1.19 | 0.093 | -231,080 |
| 1.0000 | 4 | 123,385 | 0 | 191,374 | 123,385 | 1.55 | 0.160 | 28,505 | |
| ID | -1.0000 | 1 | -134,214 | 0 | -38,904 | 134,214 | 0.29 | -0.011 | 1,436 |
| JP | -1.0000 | 59 | -4,535,815 | -541,838 | -3,538,412 | 4,535,815 | 0.71 | -0.014 | 35,322 |
| 1.0000 | 111 | 4,858,700 | 0 | 3,786,948 | 4,858,700 | 0.79 | -0.026 | 21,765 | |
| KR | -1.0000 | 1 | -43,984 | 0 | -49,200 | 43,984 | 1.12 | -0.100 | 4,395 |
| 1.0000 | 14 | 340,757 | 0 | 205,484 | 340,757 | 0.59 | -0.048 | -26,263 | |
| MY | 1.0000 | 1 | 22,404 | 0 | 6,280 | 22,404 | 0.28 | 0.203 | 4,551 |
| NZ | -1.0000 | 1 | -196,959 | -196,959 | -57,540 | 196,959 | 0.29 | -0.133 | 26,104 |
| SG | -1.0000 | 4 | -849,204 | -140,549 | -427,711 | 849,204 | 0.46 | -0.053 | 31,469 |
| TH | -1.0000 | 7 | -287,320 | 0 | -122,590 | 287,320 | 0.36 | 0.121 | -36,123 |
| 1.0000 | 14 | 594,887 | 0 | 293,705 | 594,887 | 0.49 | 0.073 | 27,791 | |
| TW | -1.0000 | 3 | -245,924 | -35,447 | -86,041 | 245,924 | 0.71 | -0.081 | -14,291 |
| 1.0000 | 9 | 594,813 | 0 | 643,269 | 594,813 | 1.01 | 0.085 | 68,068 |