| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,646,415 | 20,636,679 | -7,895,647 | 1,719,267 | 325 | 355,407,746 | 0.058 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -11,641,547 | 11,641,547 | -12,884,292 | 943,546 |
| 1.0000 | 8,995,132 | 8,995,132 | 4,988,644 | 775,721 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 59 | -391,828 | -1,607,833 | -533,642 | 3,623,593 | 0.38 | 0.111 | 329,323 |
| CN | 193 | -3,967,847 | -6,776,851 | -7,323,581 | 11,345,980 | 1.51 | 0.104 | 1,031,044 |
| HK | 18 | -735,794 | -567,482 | -481,069 | 831,330 | 1.05 | 0.096 | 25,299 |
| IN | 9 | 804,213 | 0 | 167,586 | 1,652,524 | 0.13 | 0.111 | 190,461 |
| KR | 13 | -201,507 | -376,974 | 50,321 | 552,441 | 0.65 | 0.264 | 97,027 |
| NZ | 2 | 22,844 | 0 | -957 | 22,844 | -0.12 | 0.213 | -4,982 |
| PH | 1 | 196,042 | 0 | 8,533 | 196,042 | 0.04 | 0.233 | 45,635 |
| SG | 4 | -18,574 | -25,005 | -9,484 | 31,435 | 0.47 | 0.095 | 3,307 |
| TH | 12 | 1,659,742 | -36,578 | 337,536 | 1,753,870 | 0.19 | 0.097 | -86,658 |
| TW | 14 | -13,705 | -309,702 | -110,891 | 626,620 | 0.63 | 0.164 | 88,811 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 52 | -2,007,711 | -1,607,833 | -592,792 | 2,007,711 | 0.40 | -0.107 | 215,603 |
| 1.0000 | 7 | 1,615,882 | 0 | 59,150 | 1,615,882 | 0.27 | -0.111 | 113,721 | |
| CN | -1.0000 | 119 | -7,656,914 | -6,776,851 | -11,310,174 | 7,656,914 | 1.54 | -0.034 | 511,596 |
| 1.0000 | 74 | 3,689,067 | 0 | 3,986,592 | 3,689,067 | 1.47 | 0.133 | 519,448 | |
| HK | -1.0000 | 15 | -783,562 | -567,482 | -576,155 | 783,562 | 0.80 | 0.011 | 12,286 |
| 1.0000 | 3 | 47,768 | 0 | 95,086 | 47,768 | 2.28 | 0.210 | 13,013 | |
| IN | -1.0000 | 3 | -424,156 | 0 | -34,332 | 424,156 | 0.09 | 0.019 | 3,539 |
| 1.0000 | 6 | 1,228,369 | 0 | 201,917 | 1,228,369 | 0.15 | 0.133 | 186,922 | |
| KR | -1.0000 | 10 | -376,974 | -376,974 | -115,335 | 376,974 | 0.57 | -0.295 | 117,730 |
| 1.0000 | 3 | 175,467 | 0 | 165,656 | 175,467 | 0.91 | -0.162 | -20,703 | |
| NZ | 1.0000 | 2 | 22,844 | 0 | -957 | 22,844 | -0.12 | -0.213 | -4,982 |
| PH | 1.0000 | 1 | 196,042 | 0 | 8,533 | 196,042 | 0.04 | 0.233 | 45,635 |
| SG | -1.0000 | 3 | -25,005 | -25,005 | -11,109 | 25,005 | 0.54 | -0.121 | 3,430 |
| 1.0000 | 1 | 6,431 | 0 | 1,625 | 6,431 | 0.25 | -0.019 | -123 | |
| TH | -1.0000 | 5 | -47,064 | -36,578 | -6,457 | 47,064 | 0.21 | -0.120 | 4,885 |
| 1.0000 | 7 | 1,706,806 | 0 | 343,993 | 1,706,806 | 0.17 | 0.021 | -91,543 | |
| TW | -1.0000 | 10 | -320,162 | -309,702 | -237,940 | 320,162 | 0.71 | -0.210 | 74,478 |
| 1.0000 | 4 | 306,458 | 0 | 127,048 | 306,458 | 0.43 | 0.048 | 14,333 |