| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,403,350 | 23,517,883 | -3,608,859 | 1,326,517 | 500 | 344,279,475 | 0.068 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -12,960,617 | 12,960,617 | -11,789,954 | 733,555 |
| 1 | 10,557,267 | 10,557,267 | 8,181,096 | 592,963 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 51 | 113,483 | -204,063 | 43,460 | 1,297,854 | 0.33 | 0.103 | 15,381 |
| CN | 195 | -1,241,177 | -3,321,295 | -3,662,559 | 9,844,369 | 1.56 | 0.093 | 755,877 |
| HK | 15 | -762,595 | -160,818 | -870,445 | 1,324,630 | 1.20 | 0.150 | -27,421 |
| IN | 7 | -237,530 | 0 | -23,792 | 238,885 | 0.15 | 0.065 | -6,232 |
| JP | 171 | 762,541 | -728,621 | 1,376,788 | 8,231,327 | 0.52 | 0.082 | 124,960 |
| KR | 23 | -1,487,098 | -1,487,098 | -616,901 | 1,487,098 | 0.56 | 0.270 | 372,978 |
| NZ | 2 | -65,995 | -65,995 | 6,516 | 65,995 | -0.12 | 0.187 | 12,518 |
| SG | 4 | -74,630 | -74,630 | -47,348 | 74,630 | 0.44 | 0.128 | 14,915 |
| TH | 13 | 46,138 | -73,775 | -7,024 | 404,691 | 0.23 | 0.112 | 37,677 |
| TW | 19 | 543,516 | -2,443 | 192,447 | 548,402 | 0.36 | 0.063 | 25,864 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 25 | -592,186 | -204,063 | -82,098 | 592,186 | 0.35 | -0.122 | 51,080 |
| 1 | 26 | 705,669 | 0 | 125,558 | 705,669 | 0.31 | -0.071 | -35,699 | |
| CN | -1 | 123 | -5,542,773 | -3,321,295 | -8,556,853 | 5,542,773 | 1.63 | -0.018 | 112,802 |
| 1 | 72 | 4,301,596 | 0 | 4,894,294 | 4,301,596 | 1.45 | 0.109 | 643,075 | |
| HK | -1 | 6 | -1,043,613 | -160,818 | -1,187,204 | 1,043,613 | 0.91 | 0.048 | -88,747 |
| 1 | 9 | 281,017 | 0 | 316,759 | 281,017 | 1.39 | 0.196 | 61,327 | |
| IN | -1 | 6 | -238,208 | 0 | -23,984 | 238,208 | 0.13 | 0.035 | -6,254 |
| 1 | 1 | 677 | 0 | 193 | 677 | 0.28 | 0.032 | 22 | |
| JP | -1 | 75 | -3,734,393 | -728,621 | -1,249,305 | 3,734,393 | 0.57 | -0.075 | 240,937 |
| 1 | 96 | 4,496,934 | 0 | 2,626,092 | 4,496,934 | 0.49 | -0.068 | -115,977 | |
| KR | -1 | 23 | -1,487,098 | -1,487,098 | -616,901 | 1,487,098 | 0.56 | -0.270 | 372,978 |
| NZ | -1 | 2 | -65,995 | -65,995 | 6,516 | 65,995 | -0.12 | -0.187 | 12,518 |
| SG | -1 | 4 | -74,630 | -74,630 | -47,348 | 74,630 | 0.44 | -0.128 | 14,915 |
| TH | -1 | 10 | -179,277 | -73,775 | -31,238 | 179,277 | 0.28 | -0.130 | 22,773 |
| 1 | 3 | 225,415 | 0 | 24,213 | 225,415 | 0.10 | 0.041 | 14,903 | |
| TW | -1 | 1 | -2,443 | -2,443 | -1,540 | 2,443 | 0.63 | -0.226 | 552 |
| 1 | 18 | 545,959 | 0 | 193,986 | 545,959 | 0.35 | 0.036 | 25,312 |