| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -6,985,708 | 27,308,012 | -9,782,845 | 2,942,335 | 618 | 267,718,886 | 0.102 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -17,146,860 | 17,146,860 | -18,266,413 | 1,967,705 |
| 1.0000 | 10,161,152 | 10,161,152 | 8,483,568 | 974,630 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 60 | -566,893 | -1,083,291 | -259,502 | 1,620,600 | 0.36 | 0.141 | 135,667 |
| CN | 221 | -6,556,305 | -9,088,356 | -8,967,395 | 13,566,860 | 1.62 | 0.095 | 1,480,098 |
| HK | 41 | 1,685,631 | -4,954 | 1,332,022 | 1,695,540 | 1.31 | 0.227 | 442,365 |
| ID | 1 | -2,515 | 0 | 625 | 2,515 | -0.25 | 0.011 | 27 |
| JP | 225 | -500,141 | -3,649,921 | -572,205 | 7,051,221 | 0.52 | 0.065 | 366,374 |
| KR | 33 | -1,632,590 | -1,632,590 | -1,392,418 | 1,632,590 | 0.78 | 0.258 | 511,795 |
| NZ | 1 | -92,097 | -92,097 | 2,037 | 92,097 | -0.02 | 0.223 | 20,525 |
| SG | 6 | 9,829 | -43,553 | -15,455 | 96,935 | 0.36 | 0.085 | 422 |
| TH | 6 | 612,835 | 0 | 52,059 | 846,193 | -0.01 | 0.060 | -93,273 |
| TW | 24 | 56,538 | -323,461 | 37,387 | 703,460 | 0.42 | 0.091 | 78,337 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 45 | -1,093,746 | -1,083,291 | -370,166 | 1,093,746 | 0.41 | -0.163 | 171,913 |
| 1.0000 | 15 | 526,854 | 0 | 110,665 | 526,854 | 0.20 | -0.069 | -36,246 | |
| CN | -1.0000 | 144 | -10,061,583 | -9,088,356 | -14,411,747 | 10,061,583 | 1.67 | -0.064 | 863,293 |
| 1.0000 | 77 | 3,505,278 | 0 | 5,444,352 | 3,505,278 | 1.53 | 0.126 | 616,805 | |
| HK | -1.0000 | 1 | -4,954 | -4,954 | -5,583 | 4,954 | 1.13 | -0.022 | 111 |
| 1.0000 | 40 | 1,690,585 | 0 | 1,337,605 | 1,690,585 | 1.31 | 0.232 | 442,254 | |
| ID | -1.0000 | 1 | -2,515 | 0 | 625 | 2,515 | -0.25 | -0.011 | 27 |
| JP | -1.0000 | 136 | -3,775,681 | -3,649,921 | -1,947,323 | 3,775,681 | 0.54 | -0.085 | 330,748 |
| 1.0000 | 89 | 3,275,540 | 0 | 1,375,118 | 3,275,540 | 0.49 | 0.008 | 35,626 | |
| KR | -1.0000 | 33 | -1,632,590 | -1,632,590 | -1,392,418 | 1,632,590 | 0.78 | -0.258 | 511,795 |
| NZ | -1.0000 | 1 | -92,097 | -92,097 | 2,037 | 92,097 | -0.02 | -0.223 | 20,525 |
| SG | -1.0000 | 4 | -43,553 | -43,553 | -25,955 | 43,553 | 0.47 | -0.091 | 5,585 |
| 1.0000 | 2 | 53,382 | 0 | 10,500 | 53,382 | 0.16 | -0.073 | -5,163 | |
| TH | -1.0000 | 2 | -116,679 | 0 | 127 | 116,679 | -0.02 | -0.012 | 2,833 |
| 1.0000 | 4 | 729,514 | 0 | 51,932 | 729,514 | -0.01 | -0.006 | -96,106 | |
| TW | -1.0000 | 7 | -323,461 | -323,461 | -116,008 | 323,461 | 0.45 | -0.183 | 60,876 |
| 1.0000 | 17 | 379,999 | 0 | 153,395 | 379,999 | 0.40 | 0.029 | 17,460 |