| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,686,940 | 5,956,579 | -1,029,952 | -138,255 | 239 | 42,329,455 | 0.141 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,821,760 | 3,821,760 | -3,030,514 | -218,469 |
| 1 | 2,134,820 | 2,134,820 | 2,000,563 | 80,214 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | -34,742 | -24,384 | -25,107 | 58,118 | 0.68 | 0.074 | 381 |
| CN | 58 | -28,420 | -197,566 | -36,258 | 796,800 | 1.25 | 0.113 | 23,360 |
| HK | 22 | -103,509 | -20,685 | -144,454 | 207,535 | 1.39 | 0.126 | -10,782 |
| ID | 1 | -3,066 | 0 | -1,787 | 3,066 | 0.58 | 0.137 | -420 |
| JP | 105 | -1,784,032 | -32,476 | -910,377 | 4,486,015 | 0.77 | 0.065 | -189,913 |
| KR | 1 | -14,824 | 0 | 801 | 14,824 | -0.05 | 0.271 | 4,013 |
| MY | 2 | 316 | 0 | -88 | 2,036 | 0.38 | 0.233 | 185 |
| NZ | 1 | 1,830 | 0 | 792 | 1,830 | 0.43 | 0.205 | -375 |
| PH | 1 | 14,086 | 0 | 8,787 | 14,086 | 0.62 | 0.442 | 6,225 |
| SG | 2 | -6,750 | -6,750 | -5,013 | 6,750 | 0.71 | 0.015 | -140 |
| TH | 16 | 231,404 | 0 | 79,663 | 239,037 | 0.47 | 0.211 | 44,493 |
| TW | 5 | 40,767 | 0 | 3,088 | 126,483 | 1.06 | 0.164 | -15,281 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 18 | -46,430 | -24,384 | -33,639 | 46,430 | 0.62 | -0.035 | 322 |
| 1 | 7 | 11,688 | 0 | 8,532 | 11,688 | 0.84 | -0.016 | 59 | |
| CN | -1 | 27 | -412,610 | -197,566 | -517,243 | 412,610 | 1.25 | -0.042 | 21,028 |
| 1 | 31 | 384,190 | 0 | 480,984 | 384,190 | 1.26 | -0.011 | 2,333 | |
| HK | -1 | 18 | -155,522 | -20,685 | -210,340 | 155,522 | 1.40 | 0.087 | -18,314 |
| 1 | 4 | 52,013 | 0 | 65,887 | 52,013 | 1.33 | 0.077 | 7,532 | |
| ID | -1 | 1 | -3,066 | 0 | -1,787 | 3,066 | 0.58 | 0.137 | -420 |
| JP | -1 | 42 | -3,135,023 | -32,476 | -2,206,817 | 3,135,023 | 0.67 | 0.036 | -219,938 |
| 1 | 63 | 1,350,992 | 0 | 1,296,441 | 1,350,992 | 0.83 | 0.019 | 30,025 | |
| KR | -1 | 1 | -14,824 | 0 | 801 | 14,824 | -0.05 | -0.271 | 4,013 |
| MY | -1 | 1 | -860 | 0 | -411 | 860 | 0.48 | 0.178 | -153 |
| 1 | 1 | 1,176 | 0 | 322 | 1,176 | 0.27 | 0.287 | 338 | |
| NZ | 1 | 1 | 1,830 | 0 | 792 | 1,830 | 0.43 | -0.205 | -375 |
| PH | 1 | 1 | 14,086 | 0 | 8,787 | 14,086 | 0.62 | 0.442 | 6,225 |
| SG | -1 | 2 | -6,750 | -6,750 | -5,013 | 6,750 | 0.71 | 0.015 | -140 |
| TH | -1 | 4 | -3,817 | 0 | -1,626 | 3,817 | 0.49 | 0.245 | -931 |
| 1 | 12 | 235,221 | 0 | 81,290 | 235,221 | 0.46 | 0.200 | 45,424 | |
| TW | -1 | 3 | -42,858 | 0 | -54,440 | 42,858 | 1.30 | 0.103 | -3,936 |
| 1 | 2 | 83,625 | 0 | 57,528 | 83,625 | 0.69 | -0.076 | -11,346 |