| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,819,523 | 26,900,939 | -3,001,082 | 1,835,828 | 435 | 250,258,349 | 0.107 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -14,860,231 | 14,860,231 | -12,010,506 | 1,000,378 |
| 1.0 | 12,040,708 | 12,040,708 | 9,009,424 | 835,450 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 43 | -75,317 | -370,379 | -80,968 | 3,606,878 | 0.38 | 0.118 | 136,292 |
| CN | 178 | -2,195,235 | -4,041,661 | -2,818,623 | 10,112,386 | 1.54 | 0.111 | 732,490 |
| HK | 23 | 306,529 | -83,270 | 903,830 | 2,091,129 | 1.37 | 0.145 | 336,848 |
| ID | 3 | -32,168 | 0 | 8,904 | 432,298 | -0.05 | 0.122 | 50,822 |
| IN | 5 | -676,094 | 0 | -167,912 | 828,263 | 0.20 | 0.057 | -18,971 |
| JP | 152 | 365,588 | -2,778,541 | -523,742 | 7,965,767 | 0.56 | 0.086 | 412,372 |
| NZ | 1 | 2,331 | 0 | -77 | 2,331 | -0.03 | 0.163 | -380 |
| SG | 2 | -13,165 | -13,165 | -7,986 | 13,165 | 0.47 | 0.150 | 2,241 |
| TH | 18 | 86,845 | -423,396 | -58,874 | 1,201,671 | 0.21 | 0.071 | 108,108 |
| TW | 10 | -588,835 | -132,142 | -255,633 | 647,051 | 0.60 | 0.192 | 76,005 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 27 | -1,841,097 | -370,379 | -241,469 | 1,841,097 | 0.44 | -0.135 | 144,619 |
| 1.0 | 16 | 1,765,781 | 0 | 160,500 | 1,765,781 | 0.27 | -0.078 | -8,326 | |
| CN | -1.0 | 86 | -6,153,810 | -4,041,661 | -8,002,320 | 6,153,810 | 1.35 | 0.009 | 205,998 |
| 1.0 | 92 | 3,958,575 | 0 | 5,183,697 | 3,958,575 | 1.72 | 0.108 | 526,493 | |
| HK | -1.0 | 5 | -892,300 | -83,270 | -735,329 | 892,300 | 0.93 | 0.017 | 33,908 |
| 1.0 | 18 | 1,198,829 | 0 | 1,639,159 | 1,198,829 | 1.49 | 0.139 | 302,940 | |
| ID | -1.0 | 1 | -232,233 | 0 | 42,021 | 232,233 | -0.18 | -0.080 | 18,534 |
| 1.0 | 2 | 200,065 | 0 | -33,117 | 200,065 | 0.01 | 0.143 | 32,288 | |
| IN | -1.0 | 4 | -752,178 | 0 | -185,104 | 752,178 | 0.19 | 0.050 | -25,488 |
| 1.0 | 1 | 76,084 | 0 | 17,191 | 76,084 | 0.23 | 0.086 | 6,517 | |
| JP | -1.0 | 79 | -3,800,090 | -2,778,541 | -2,513,483 | 3,800,090 | 0.61 | -0.113 | 463,467 |
| 1.0 | 73 | 4,165,677 | 0 | 1,989,740 | 4,165,677 | 0.50 | -0.040 | -51,094 | |
| NZ | 1.0 | 1 | 2,331 | 0 | -77 | 2,331 | -0.03 | -0.163 | -380 |
| SG | -1.0 | 2 | -13,165 | -13,165 | -7,986 | 13,165 | 0.47 | -0.150 | 2,241 |
| TH | -1.0 | 7 | -557,413 | -423,396 | -89,346 | 557,413 | 0.20 | -0.116 | 80,118 |
| 1.0 | 11 | 644,258 | 0 | 30,472 | 644,258 | 0.22 | -0.006 | 27,990 | |
| TW | -1.0 | 9 | -617,943 | -132,142 | -277,491 | 617,943 | 0.58 | -0.209 | 76,981 |
| 1.0 | 1 | 29,108 | 0 | 21,857 | 29,108 | 0.75 | -0.034 | -976 |