| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,721,951 | 8,175,877 | -2,837,940 | 35,972 | 356 | 54,232,465 | 0.151 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,948,914 | 4,948,914 | -5,584,149 | 255,542 |
| 1 | 3,226,963 | 3,226,963 | 2,746,209 | -219,570 |
| 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 | 129 | -1,146,855 | -2,499,894 | -1,876,819 | 5,574,054 | 1.27 | 0.118 | -12,918 |
| HK | 26 | -633,096 | -824,522 | -853,340 | 1,182,376 | 1.48 | 0.138 | -66,905 |
| 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 | -24,151 | -12,492 | -16,783 | 24,151 | 0.48 | 0.202 | 4,934 |
| 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 | 11,441 | -42,237 | 12,497 | 130,890 | 0.48 | 0.192 | 9,348 |
| 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 | 32 | -108,009 | -102,869 | -79,644 | 108,009 | 0.72 | -0.016 | 4,396 |
| 1 | 10 | 19,862 | 0 | 11,785 | 19,862 | 0.82 | 0.009 | 25 | |
| CN | -1 | 84 | -3,360,454 | -2,499,894 | -3,883,972 | 3,360,454 | 1.27 | -0.055 | 307,267 |
| 1 | 45 | 2,213,599 | 0 | 2,007,153 | 2,213,599 | 1.27 | -0.121 | -320,185 | |
| HK | -1 | 21 | -907,736 | -824,522 | -1,218,701 | 907,736 | 1.50 | -0.009 | -61,521 |
| 1 | 5 | 274,640 | 0 | 365,361 | 274,640 | 1.35 | 0.111 | -5,384 | |
| ID | 1 | 13 | 198,881 | 0 | 37,174 | 198,881 | 0.38 | 0.242 | 49,315 |
| JP | -1 | 62 | -476,046 | -339,343 | -350,974 | 476,046 | 0.75 | -0.008 | 6,120 |
| 1 | 54 | 405,238 | 0 | 252,918 | 405,238 | 0.67 | 0.056 | 36,359 | |
| KR | -1 | 2 | -24,151 | -12,492 | -16,783 | 24,151 | 0.48 | -0.202 | 4,934 |
| MY | 1 | 4 | 17,696 | 0 | 6,387 | 17,696 | 0.45 | 0.237 | 4,530 |
| NZ | -1 | 1 | -886 | -886 | -383 | 886 | 0.43 | -0.132 | 117 |
| PH | 1 | 1 | 5,777 | 0 | 3,604 | 5,777 | 0.62 | 0.301 | 1,738 |
| SG | 1 | 2 | 6,269 | 0 | 6,779 | 6,269 | 0.76 | 0.012 | 143 |
| TH | -1 | 7 | -59,725 | -42,237 | -24,590 | 59,725 | 0.43 | 0.179 | -6,300 |
| 1 | 9 | 71,165 | 0 | 37,087 | 71,165 | 0.52 | 0.202 | 15,647 | |
| TW | -1 | 3 | -11,907 | -11,907 | -9,103 | 11,907 | 0.82 | -0.037 | 528 |
| 1 | 1 | 13,835 | 0 | 17,962 | 13,835 | 1.30 | -0.127 | -1,758 |