| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,038,260 | 20,286,805 | -1,844,059 | 1,937,264 | 575 | 191,988,900 | 0.106 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -10,662,532 | 10,662,532 | -10,701,723 | 844,518 |
| 1.0 | 9,624,273 | 9,624,273 | 8,857,664 | 1,092,746 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 33 | -448,880 | -354,999 | -170,125 | 611,774 | 0.54 | 46,255 |
| CN | 320 | 519,182 | -4,179,687 | -451,208 | 9,428,298 | 1.40 | 1,137,435 |
| HK | 22 | -95,076 | -321,532 | 491,362 | 1,482,620 | 1.12 | 202,708 |
| JP | 175 | -659,593 | -3,242,586 | -1,386,574 | 7,470,677 | 0.66 | 473,942 |
| NZ | 2 | -29,637 | -29,637 | 2,263 | 29,637 | -0.08 | 4,705 |
| PH | 1 | -38,202 | -38,202 | -10,549 | 38,202 | 0.28 | 9,642 |
| SG | 3 | 39,547 | -2,238 | 10,808 | 44,022 | 0.28 | 784 |
| TH | 16 | -371,206 | -348,983 | -130,746 | 442,342 | 0.37 | 70,196 |
| TW | 3 | 45,607 | 0 | -199,290 | 739,232 | 0.48 | -8,404 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1.0 | 25 | -530,327 | -354,999 | -208,547 | 530,327 | 0.51 | 44,175 |
| 1.0 | 8 | 81,447 | 0 | 38,422 | 81,447 | 0.62 | 2,080 | |
| CN | -1.0 | 170 | -4,454,558 | -4,179,687 | -6,287,133 | 4,454,558 | 1.51 | 492,595 |
| 1.0 | 150 | 4,973,740 | 0 | 5,835,924 | 4,973,740 | 1.27 | 644,840 | |
| HK | -1.0 | 10 | -788,848 | -321,532 | -593,199 | 788,848 | 0.80 | 31,789 |
| 1.0 | 12 | 693,772 | 0 | 1,084,561 | 693,772 | 1.39 | 170,919 | |
| JP | -1.0 | 102 | -4,065,135 | -3,242,586 | -3,176,838 | 4,065,135 | 0.73 | 168,455 |
| 1.0 | 73 | 3,405,542 | 0 | 1,790,264 | 3,405,542 | 0.56 | 305,487 | |
| NZ | -1.0 | 2 | -29,637 | -29,637 | 2,263 | 29,637 | -0.08 | 4,705 |
| PH | -1.0 | 1 | -38,202 | -38,202 | -10,549 | 38,202 | 0.28 | 9,642 |
| SG | -1.0 | 1 | -2,238 | -2,238 | -631 | 2,238 | 0.28 | 321 |
| 1.0 | 2 | 41,785 | 0 | 11,439 | 41,785 | 0.27 | 463 | |
| TH | -1.0 | 10 | -406,774 | -348,983 | -140,557 | 406,774 | 0.41 | 68,193 |
| 1.0 | 6 | 35,568 | 0 | 9,811 | 35,568 | 0.31 | 2,002 | |
| TW | -1.0 | 1 | -346,812 | 0 | -286,532 | 346,812 | 0.83 | 24,642 |
| 1.0 | 2 | 392,419 | 0 | 87,242 | 392,419 | 0.31 | -33,046 |