| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -304,953 | 19,217,467 | -2,309,201 | 1,431,090 | 350 | 249,499,899 | 0.077 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -9,761,210 | 9,761,210 | -8,969,284 | 424,402 |
| 1.0 | 9,456,257 | 9,456,257 | 6,660,083 | 1,006,688 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | -1,937 | -734,526 | 13,529 | 1,842,745 | 0.36 | 0.129 | 105,400 |
| CN | 131 | -1,174,221 | -2,091,438 | -2,972,109 | 7,894,669 | 1.54 | 0.101 | 572,763 |
| HK | 21 | 637,711 | -603,669 | 208,633 | 2,874,580 | 1.21 | 0.142 | 396,878 |
| JP | 131 | 136,396 | -2,262,897 | 515,985 | 5,713,753 | 0.50 | 0.091 | 275,732 |
| KR | 4 | -114,876 | -114,876 | -37,897 | 114,876 | 0.45 | 0.295 | 35,832 |
| NZ | 1 | -3,156 | -3,156 | 104 | 3,156 | -0.03 | 0.146 | 460 |
| TH | 22 | 241,211 | -222,439 | -2,008 | 730,113 | 0.21 | 0.083 | 37,947 |
| TW | 5 | -26,081 | -34,827 | -35,437 | 43,574 | 0.53 | 0.171 | 6,077 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0 | 15 | -922,341 | -734,526 | -258,468 | 922,341 | 0.42 | -0.163 | 142,661 |
| 1.0 | 20 | 920,404 | 0 | 271,997 | 920,404 | 0.31 | -0.096 | -37,261 | |
| CN | -1.0 | 85 | -4,534,445 | -2,091,438 | -6,211,832 | 4,534,445 | 1.54 | 0.019 | -103,951 |
| 1.0 | 46 | 3,360,224 | 0 | 3,239,723 | 3,360,224 | 1.56 | 0.098 | 676,714 | |
| HK | -1.0 | 12 | -1,118,435 | -603,669 | -1,165,478 | 1,118,435 | 1.10 | -0.050 | -18,014 |
| 1.0 | 9 | 1,756,146 | 0 | 1,374,112 | 1,756,146 | 1.36 | 0.203 | 414,891 | |
| JP | -1.0 | 64 | -2,788,678 | -2,262,897 | -1,213,442 | 2,788,678 | 0.49 | -0.111 | 327,166 |
| 1.0 | 67 | 2,925,075 | 0 | 1,729,427 | 2,925,075 | 0.51 | -0.062 | -51,434 | |
| KR | -1.0 | 4 | -114,876 | -114,876 | -37,897 | 114,876 | 0.45 | -0.295 | 35,832 |
| NZ | -1.0 | 1 | -3,156 | -3,156 | 104 | 3,156 | -0.03 | -0.146 | 460 |
| TH | -1.0 | 9 | -244,451 | -222,439 | -46,916 | 244,451 | 0.21 | -0.133 | 33,225 |
| 1.0 | 13 | 485,662 | 0 | 44,908 | 485,662 | 0.21 | -0.021 | 4,723 | |
| TW | -1.0 | 3 | -34,827 | -34,827 | -35,354 | 34,827 | 0.93 | -0.205 | 7,022 |
| 1.0 | 2 | 8,747 | 0 | -84 | 8,747 | -0.08 | -0.063 | -945 |