| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,408,809 | 10,817,322 | -5,406,057 | 522,278 | 385 | 200,694,711 | 0.054 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -7,113,066 | 7,113,066 | -7,892,480 | 493,250 |
| 1.0 | 3,704,256 | 3,704,256 | 2,486,424 | 29,028 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | -49,806 | -181,804 | -10,641 | 359,605 | 0.36 | 0.105 | 12,117 |
| CN | 190 | -3,171,712 | -2,988,023 | -5,399,920 | 4,990,743 | 1.52 | 0.082 | 138,204 |
| HK | 14 | -83,133 | -58,802 | -27,329 | 171,908 | 1.60 | 0.140 | 12,404 |
| IN | 8 | -34,748 | 0 | -12,414 | 148,757 | 0.18 | 0.038 | 2,447 |
| JP | 110 | 519,746 | -1,817,499 | 223,976 | 4,477,483 | 0.54 | 0.073 | 252,709 |
| MY | 3 | -35,715 | 0 | -7,993 | 35,715 | 0.31 | 0.059 | 2,231 |
| NZ | 1 | 1,412 | 0 | 13 | 1,412 | 0.01 | 0.106 | -150 |
| TH | 13 | -198,848 | -237,270 | -37,778 | 275,693 | 0.25 | 0.118 | 37,566 |
| TW | 21 | -356,005 | -356,005 | -133,970 | 356,005 | 0.43 | 0.167 | 64,750 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 19 | -204,706 | -181,804 | -33,903 | 204,706 | 0.39 | -0.120 | 20,598 |
| 1.0 | 6 | 154,900 | 0 | 23,262 | 154,900 | 0.26 | -0.039 | -8,481 | |
| CN | -1.0 | 129 | -4,081,227 | -2,988,023 | -6,695,660 | 4,081,227 | 1.55 | -0.007 | 129,557 |
| 1.0 | 61 | 909,516 | 0 | 1,295,740 | 909,516 | 1.46 | 0.071 | 8,647 | |
| HK | -1.0 | 5 | -127,521 | -58,802 | -125,826 | 127,521 | 0.99 | -0.089 | 4,052 |
| 1.0 | 9 | 44,387 | 0 | 98,497 | 44,387 | 1.94 | 0.158 | 8,352 | |
| IN | -1.0 | 3 | -91,753 | 0 | -20,462 | 91,753 | 0.29 | 0.016 | -845 |
| 1.0 | 5 | 57,004 | 0 | 8,047 | 57,004 | 0.11 | 0.051 | 3,292 | |
| JP | -1.0 | 59 | -1,978,869 | -1,817,499 | -836,403 | 1,978,869 | 0.50 | -0.092 | 237,165 |
| 1.0 | 51 | 2,498,615 | 0 | 1,060,379 | 2,498,615 | 0.59 | 0.014 | 15,544 | |
| MY | -1.0 | 3 | -35,715 | 0 | -7,993 | 35,715 | 0.31 | -0.059 | 2,231 |
| NZ | 1.0 | 1 | 1,412 | 0 | 13 | 1,412 | 0.01 | -0.106 | -150 |
| TH | -1.0 | 9 | -237,270 | -237,270 | -38,263 | 237,270 | 0.22 | -0.147 | 35,743 |
| 1.0 | 4 | 38,422 | 0 | 485 | 38,422 | 0.32 | -0.014 | 1,823 | |
| TW | -1.0 | 21 | -356,005 | -356,005 | -133,970 | 356,005 | 0.43 | -0.167 | 64,750 |