| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -764,321 | 14,003,034 | -543,641 | -1,238,922 | 697 | 28,028,761 | 0.500 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -7,383,678 | 7,383,678 | -4,851,676 | -836,895 |
| 1 | 6,619,357 | 6,619,357 | 4,308,035 | -402,026 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 73 | 370,216 | 0 | 503,034 | 1,113,934 | 0.80 | 0.067 | -66,361 |
| CN | 124 | 16,257 | -104,965 | 39,780 | 2,886,154 | 1.10 | 0.139 | -249,698 |
| HK | 80 | -300,760 | 0 | -379,523 | 1,428,119 | 0.93 | 0.100 | -143,605 |
| ID | 11 | -121,721 | 0 | -55,911 | 121,721 | 0.56 | 0.203 | -24,760 |
| JP | 294 | 125,121 | -6,811 | -204,922 | 6,544,310 | 0.66 | 0.069 | -470,588 |
| KR | 57 | -266,792 | -118 | -122,248 | 599,639 | 1.42 | 0.171 | -113,307 |
| MY | 4 | -74,461 | 0 | -16,882 | 74,461 | 0.33 | 0.152 | -16,411 |
| NZ | 2 | 33,312 | 0 | 14,378 | 33,312 | 0.44 | 0.013 | 245 |
| SG | 10 | 25,839 | 0 | 66,163 | 241,178 | 0.48 | 0.066 | -7,543 |
| TH | 15 | -351,855 | 0 | -78,911 | 351,855 | 0.40 | 0.164 | -67,252 |
| TW | 27 | -219,477 | 0 | -308,599 | 608,351 | 1.13 | 0.164 | -79,642 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -371,859 | 0 | -44,846 | 371,859 | 0.47 | 0.090 | -29,279 |
| 1 | 56 | 742,075 | 0 | 547,879 | 742,075 | 0.90 | -0.057 | -37,081 | |
| CN | -1 | 71 | -1,434,949 | -104,965 | -1,093,972 | 1,434,949 | 1.05 | -0.021 | -34,566 |
| 1 | 53 | 1,451,206 | 0 | 1,133,752 | 1,451,206 | 1.17 | -0.183 | -215,132 | |
| HK | -1 | 40 | -864,440 | 0 | -739,012 | 864,440 | 1.02 | 0.139 | -138,130 |
| 1 | 40 | 563,680 | 0 | 359,489 | 563,680 | 0.84 | -0.014 | -5,475 | |
| ID | -1 | 11 | -121,721 | 0 | -55,911 | 121,721 | 0.56 | 0.203 | -24,760 |
| JP | -1 | 138 | -3,209,594 | -6,811 | -1,912,812 | 3,209,594 | 0.73 | 0.090 | -319,236 |
| 1 | 156 | 3,334,715 | 0 | 1,707,890 | 3,334,715 | 0.60 | -0.034 | -151,352 | |
| KR | -1 | 32 | -433,215 | -118 | -377,337 | 433,215 | 1.23 | 0.228 | -107,735 |
| 1 | 25 | 166,423 | 0 | 255,089 | 166,423 | 1.67 | -0.026 | -5,572 | |
| MY | -1 | 4 | -74,461 | 0 | -16,882 | 74,461 | 0.33 | 0.152 | -16,411 |
| NZ | 1 | 2 | 33,312 | 0 | 14,378 | 33,312 | 0.44 | 0.006 | 245 |
| SG | -1 | 6 | -107,670 | 0 | -33,430 | 107,670 | 0.34 | 0.083 | -9,155 |
| 1 | 4 | 133,509 | 0 | 99,593 | 133,509 | 0.69 | 0.001 | 1,612 | |
| TH | -1 | 15 | -351,855 | 0 | -78,911 | 351,855 | 0.40 | 0.164 | -67,252 |
| TW | -1 | 14 | -413,914 | 0 | -498,564 | 413,914 | 1.42 | 0.215 | -90,371 |
| 1 | 13 | 194,437 | 0 | 189,966 | 194,437 | 0.81 | 0.103 | 10,729 |