| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -5,445,288 | 25,070,943 | -9,078,850 | 2,406,715 | 584 | 347,058,447 | 0.072 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -15,258,115 | 15,258,115 | -16,893,583 | 1,224,996 |
| 1.0000 | 9,812,827 | 9,812,827 | 7,814,733 | 1,181,718 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 44 | -208,334 | -576,533 | -158,322 | 1,036,705 | 0.45 | 0.134 | 94,790 |
| CN | 267 | -4,183,403 | -8,284,813 | -7,116,120 | 12,567,044 | 1.59 | 0.096 | 1,159,093 |
| HK | 24 | 117,794 | -194,151 | -602,255 | 2,615,856 | 1.18 | 0.162 | 257,308 |
| ID | 2 | 340,912 | 0 | -65,820 | 340,912 | -0.21 | 0.167 | 57,845 |
| IN | 2 | 99,229 | 0 | 16,796 | 99,229 | 0.24 | 0.171 | 17,360 |
| JP | 176 | -1,677,626 | -3,234,348 | -1,151,982 | 5,431,351 | 0.51 | 0.082 | 455,539 |
| KR | 23 | -260,050 | -260,050 | -168,009 | 260,050 | 0.74 | 0.280 | 81,580 |
| NZ | 1 | -30,955 | -30,955 | 685 | 30,955 | -0.02 | 0.227 | 7,030 |
| SG | 8 | -241,659 | -241,659 | -103,238 | 241,659 | 0.35 | 0.111 | 38,627 |
| TH | 23 | -339,252 | -888,408 | -94,308 | 1,444,730 | 0.18 | 0.121 | 147,186 |
| TW | 14 | 938,057 | -32,197 | 363,722 | 1,002,452 | 0.49 | 0.098 | 90,355 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 35 | -622,520 | -576,533 | -199,542 | 622,520 | 0.50 | -0.160 | 110,633 |
| 1.0000 | 9 | 414,186 | 0 | 41,220 | 414,186 | 0.26 | -0.027 | -15,842 | |
| CN | -1.0000 | 137 | -8,375,224 | -8,284,813 | -12,440,547 | 8,375,224 | 1.68 | -0.053 | 500,787 |
| 1.0000 | 130 | 4,191,820 | 0 | 5,324,427 | 4,191,820 | 1.50 | 0.132 | 658,306 | |
| HK | -1.0000 | 8 | -1,249,031 | -194,151 | -1,603,310 | 1,249,031 | 1.06 | 0.019 | -97,573 |
| 1.0000 | 16 | 1,366,825 | 0 | 1,001,055 | 1,366,825 | 1.25 | 0.212 | 354,881 | |
| ID | 1.0000 | 2 | 340,912 | 0 | -65,820 | 340,912 | -0.21 | 0.167 | 57,845 |
| IN | 1.0000 | 2 | 99,229 | 0 | 16,796 | 99,229 | 0.24 | 0.171 | 17,360 |
| JP | -1.0000 | 107 | -3,554,489 | -3,234,348 | -2,205,190 | 3,554,489 | 0.58 | -0.113 | 457,236 |
| 1.0000 | 69 | 1,876,862 | 0 | 1,053,208 | 1,876,862 | 0.40 | -0.008 | -1,697 | |
| KR | -1.0000 | 23 | -260,050 | -260,050 | -168,009 | 260,050 | 0.74 | -0.280 | 81,580 |
| NZ | -1.0000 | 1 | -30,955 | -30,955 | 685 | 30,955 | -0.02 | -0.227 | 7,030 |
| SG | -1.0000 | 8 | -241,659 | -241,659 | -103,238 | 241,659 | 0.35 | -0.111 | 38,627 |
| TH | -1.0000 | 19 | -891,991 | -888,408 | -151,585 | 891,991 | 0.19 | -0.137 | 118,630 |
| 1.0000 | 4 | 552,739 | 0 | 57,277 | 552,739 | 0.09 | 0.040 | 28,556 | |
| TW | -1.0000 | 3 | -32,197 | -32,197 | -22,848 | 32,197 | 0.79 | -0.247 | 8,047 |
| 1.0000 | 11 | 970,255 | 0 | 386,570 | 970,255 | 0.40 | 0.007 | 82,309 |