| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -4,400,907 | 23,639,949 | -3,542,419 | 1,885,158 | 521 | 330,090,872 | 0.072 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -14,020,428 | 14,020,428 | -10,670,399 | 1,056,336 |
| 1.0000 | 9,619,521 | 9,619,521 | 7,127,980 | 828,822 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 56 | -67,108 | -733,204 | -253,116 | 1,637,762 | 0.41 | 0.145 | 117,985 |
| CN | 213 | -4,532,933 | -7,002,942 | -3,451,833 | 13,293,436 | 1.60 | 0.100 | 1,049,367 |
| HK | 17 | -165,902 | -288,040 | -91,153 | 414,077 | 1.29 | 0.120 | 43,333 |
| IN | 7 | 286,770 | 0 | 53,896 | 891,358 | 0.20 | 0.131 | 127,848 |
| JP | 160 | 431,982 | -1,751,457 | 623,480 | 4,182,334 | 0.50 | 0.073 | 269,302 |
| KR | 26 | -341,005 | -341,005 | -171,800 | 341,005 | 0.65 | 0.282 | 113,993 |
| NZ | 1 | -52,138 | -52,138 | 1,153 | 52,138 | -0.02 | 0.199 | 10,397 |
| SG | 4 | -46,707 | -46,707 | -28,432 | 46,707 | 0.47 | 0.095 | 6,586 |
| TH | 20 | 236,192 | -597,149 | -109,480 | 2,163,954 | 0.22 | 0.121 | 77,563 |
| TW | 17 | -150,057 | -383,618 | -115,134 | 617,178 | 0.55 | 0.185 | 68,785 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 48 | -852,435 | -733,204 | -317,834 | 852,435 | 0.43 | -0.164 | 141,412 |
| 1.0000 | 8 | 785,327 | 0 | 64,717 | 785,327 | 0.26 | -0.031 | -23,428 | |
| CN | -1.0000 | 100 | -8,913,184 | -7,002,942 | -8,711,510 | 8,913,184 | 1.74 | -0.048 | 343,412 |
| 1.0000 | 113 | 4,380,252 | 0 | 5,259,677 | 4,380,252 | 1.47 | 0.122 | 705,955 | |
| HK | -1.0000 | 9 | -289,990 | -288,040 | -199,926 | 289,990 | 1.37 | -0.005 | 16,152 |
| 1.0000 | 8 | 124,087 | 0 | 108,773 | 124,087 | 1.20 | 0.208 | 27,181 | |
| IN | -1.0000 | 1 | -302,294 | 0 | -50,950 | 302,294 | 0.17 | 0.040 | -12,030 |
| 1.0000 | 6 | 589,064 | 0 | 104,846 | 589,064 | 0.21 | 0.146 | 139,878 | |
| JP | -1.0000 | 97 | -1,875,176 | -1,751,457 | -813,211 | 1,875,176 | 0.50 | -0.096 | 216,968 |
| 1.0000 | 63 | 2,307,158 | 0 | 1,436,691 | 2,307,158 | 0.51 | 0.004 | 52,334 | |
| KR | -1.0000 | 26 | -341,005 | -341,005 | -171,800 | 341,005 | 0.65 | -0.282 | 113,993 |
| NZ | -1.0000 | 1 | -52,138 | -52,138 | 1,153 | 52,138 | -0.02 | -0.199 | 10,397 |
| SG | -1.0000 | 4 | -46,707 | -46,707 | -28,432 | 46,707 | 0.47 | -0.095 | 6,586 |
| TH | -1.0000 | 15 | -963,881 | -597,149 | -133,118 | 963,881 | 0.27 | -0.140 | 130,005 |
| 1.0000 | 5 | 1,200,073 | 0 | 23,638 | 1,200,073 | 0.05 | 0.008 | -52,443 | |
| TW | -1.0000 | 12 | -383,618 | -383,618 | -244,772 | 383,618 | 0.66 | -0.223 | 89,441 |
| 1.0000 | 5 | 233,560 | 0 | 129,638 | 233,560 | 0.30 | -0.004 | -20,656 |