| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 93,391 | 5,893,781 | -362,192 | -53,529 | 342 | 41,984,039 | 0.140 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,900,195 | 2,900,195 | -2,969,943 | 178,153 |
| 1.0000 | 2,993,586 | 2,993,586 | 2,607,751 | -231,682 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 42 | -88,147 | -102,869 | -67,859 | 127,871 | 0.74 | 0.066 | 4,421 |
| CN | 119 | 58,774 | -1,200,249 | -297,394 | 4,178,554 | 1.29 | 0.122 | -162,060 |
| HK | 22 | -70,770 | -124,353 | 14,928 | 343,167 | 1.52 | 0.139 | -8,050 |
| ID | 13 | 198,881 | 0 | 37,174 | 198,881 | 0.38 | 0.242 | 49,315 |
| JP | 116 | -70,808 | -339,343 | -98,056 | 881,285 | 0.71 | 0.071 | 42,479 |
| KR | 2 | -19,001 | 0 | -3,618 | 19,001 | 0.48 | 0.202 | 3,783 |
| MY | 4 | 17,696 | 0 | 6,387 | 17,696 | 0.45 | 0.237 | 4,530 |
| NZ | 1 | -886 | -886 | -383 | 886 | 0.43 | 0.132 | 117 |
| PH | 1 | 5,777 | 0 | 3,604 | 5,777 | 0.62 | 0.301 | 1,738 |
| SG | 2 | 6,269 | 0 | 6,779 | 6,269 | 0.76 | 0.016 | 143 |
| TH | 16 | 53,678 | 0 | 27,387 | 88,652 | 0.48 | 0.192 | 11,285 |
| TW | 4 | 1,928 | -11,907 | 8,858 | 25,742 | 0.94 | 0.063 | -1,230 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 32 | -108,009 | -102,869 | -79,644 | 108,009 | 0.72 | -0.016 | 4,396 |
| 1.0000 | 10 | 19,862 | 0 | 11,785 | 19,862 | 0.82 | 0.009 | 25 | |
| CN | -1.0000 | 77 | -2,059,890 | -1,200,249 | -2,216,151 | 2,059,890 | 1.29 | -0.057 | 159,315 |
| 1.0000 | 42 | 2,118,664 | 0 | 1,918,757 | 2,118,664 | 1.29 | -0.127 | -321,375 | |
| HK | -1.0000 | 19 | -206,968 | -124,353 | -300,370 | 206,968 | 1.52 | -0.022 | 8,256 |
| 1.0000 | 3 | 136,199 | 0 | 315,298 | 136,199 | 1.55 | 0.092 | -16,306 | |
| ID | 1.0000 | 13 | 198,881 | 0 | 37,174 | 198,881 | 0.38 | 0.242 | 49,315 |
| JP | -1.0000 | 62 | -476,046 | -339,343 | -350,974 | 476,046 | 0.75 | -0.008 | 6,120 |
| 1.0000 | 54 | 405,238 | 0 | 252,918 | 405,238 | 0.67 | 0.056 | 36,359 | |
| KR | -1.0000 | 2 | -19,001 | 0 | -3,618 | 19,001 | 0.48 | -0.202 | 3,783 |
| MY | 1.0000 | 4 | 17,696 | 0 | 6,387 | 17,696 | 0.45 | 0.237 | 4,530 |
| NZ | -1.0000 | 1 | -886 | -886 | -383 | 886 | 0.43 | -0.132 | 117 |
| PH | 1.0000 | 1 | 5,777 | 0 | 3,604 | 5,777 | 0.62 | 0.301 | 1,738 |
| SG | 1.0000 | 2 | 6,269 | 0 | 6,779 | 6,269 | 0.76 | 0.012 | 143 |
| TH | -1.0000 | 7 | -17,487 | 0 | -9,699 | 17,487 | 0.43 | 0.179 | -4,363 |
| 1.0000 | 9 | 71,165 | 0 | 37,087 | 71,165 | 0.52 | 0.202 | 15,647 | |
| TW | -1.0000 | 3 | -11,907 | -11,907 | -9,103 | 11,907 | 0.82 | -0.037 | 528 |
| 1.0000 | 1 | 13,835 | 0 | 17,962 | 13,835 | 1.30 | -0.127 | -1,758 |