| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,379,136 | 17,243,348 | -1,424,738 | 1,084,672 | 353 | 299,695,853 | 0.058 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,311,242 | 9,311,242 | -9,275,068 | 359,546 |
| 1 | 7,932,106 | 7,932,106 | 7,850,330 | 725,127 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | 33,991 | -367,286 | -211,361 | 1,146,458 | 0.36 | 0.091 | 34,183 |
| CN | 101 | 12,754 | -2,566,079 | -66,245 | 6,501,301 | 1.36 | 0.115 | 638,226 |
| HK | 33 | -963,171 | -311,578 | -845,005 | 3,526,479 | 1.52 | 0.154 | 137,219 |
| JP | 136 | 49,664 | -1,275,959 | 93,883 | 3,906,388 | 0.71 | 0.064 | 122,316 |
| KR | 9 | 53,968 | -101,293 | 65,721 | 354,434 | 0.57 | 0.152 | 22,132 |
| MY | 2 | 65,005 | 0 | 18,225 | 65,005 | 0.33 | 0.168 | 13,744 |
| NZ | 1 | 49,278 | 0 | 14,387 | 49,278 | 0.29 | 0.145 | -7,134 |
| PH | 1 | 5,108 | 0 | 3,893 | 5,108 | 0.76 | 0.285 | 1,458 |
| SG | 10 | -735,459 | -524,403 | -434,249 | 735,459 | 0.47 | 0.065 | 50,642 |
| TH | 16 | 310,766 | -45,844 | 124,239 | 508,938 | 0.45 | 0.099 | 29,171 |
| TW | 5 | -261,040 | -352,770 | -188,227 | 444,500 | 0.98 | 0.137 | 42,714 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 22 | -556,233 | -367,286 | -287,107 | 556,233 | 0.41 | -0.104 | 55,957 |
| 1 | 17 | 590,224 | 0 | 75,746 | 590,224 | 0.29 | -0.047 | -21,773 | |
| CN | -1 | 54 | -3,244,273 | -2,566,079 | -4,196,162 | 3,244,273 | 1.48 | -0.074 | 304,105 |
| 1 | 47 | 3,257,027 | 0 | 4,129,916 | 3,257,027 | 1.23 | 0.099 | 334,121 | |
| HK | -1 | 20 | -2,244,825 | -311,578 | -2,635,064 | 2,244,825 | 1.52 | 0.060 | -210,045 |
| 1 | 13 | 1,281,654 | 0 | 1,790,060 | 1,281,654 | 1.51 | 0.233 | 347,264 | |
| JP | -1 | 63 | -1,928,362 | -1,275,959 | -1,351,659 | 1,928,362 | 0.75 | -0.060 | 107,454 |
| 1 | 73 | 1,978,026 | 0 | 1,445,543 | 1,978,026 | 0.67 | -0.004 | 14,862 | |
| KR | -1 | 5 | -150,233 | -101,293 | -50,965 | 150,233 | 0.40 | -0.196 | 26,641 |
| 1 | 4 | 204,201 | 0 | 116,686 | 204,201 | 0.78 | -0.066 | -4,509 | |
| MY | 1 | 2 | 65,005 | 0 | 18,225 | 65,005 | 0.33 | 0.168 | 13,744 |
| NZ | 1 | 1 | 49,278 | 0 | 14,387 | 49,278 | 0.29 | -0.145 | -7,134 |
| PH | 1 | 1 | 5,108 | 0 | 3,893 | 5,108 | 0.76 | 0.285 | 1,458 |
| SG | -1 | 10 | -735,459 | -524,403 | -434,249 | 735,459 | 0.47 | -0.051 | 50,642 |
| TH | -1 | 5 | -99,086 | -45,844 | -35,146 | 99,086 | 0.31 | 0.033 | -7,677 |
| 1 | 11 | 409,852 | 0 | 159,385 | 409,852 | 0.51 | 0.094 | 36,848 | |
| TW | -1 | 3 | -352,770 | -352,770 | -284,715 | 352,770 | 0.95 | -0.138 | 32,468 |
| 1 | 2 | 91,730 | 0 | 96,489 | 91,730 | 1.02 | 0.135 | 10,246 |