| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -5,503,120 | 29,225,278 | -9,033,325 | 2,234,243 | 474 | 363,717,005 | 0.080 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -17,364,199 | 17,364,199 | -18,636,820 | 1,484,465 |
| 1.0000 | 11,861,079 | 11,861,079 | 9,603,496 | 749,778 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 47 | -60,784 | -1,274,259 | -179,060 | 2,731,644 | 0.37 | 0.133 | 218,304 |
| CN | 209 | -4,410,245 | -8,691,760 | -8,526,482 | 14,193,373 | 1.53 | 0.110 | 1,578,647 |
| HK | 13 | -301,410 | -375,174 | -10,952 | 627,233 | 1.34 | 0.125 | 59,613 |
| ID | 2 | -200,752 | 0 | 30,634 | 200,752 | -0.04 | 0.019 | -659 |
| IN | 8 | 502,608 | 0 | 102,137 | 1,452,193 | 0.15 | 0.119 | 141,365 |
| JP | 155 | -1,743,594 | -1,533,096 | -590,532 | 7,870,920 | 0.51 | 0.085 | 270,495 |
| KR | 14 | -134,550 | -179,467 | -23,613 | 224,384 | 0.38 | 0.279 | 38,041 |
| NZ | 2 | -58,158 | -58,158 | 8,217 | 58,158 | -0.12 | 0.209 | 12,033 |
| SG | 4 | -21,507 | -21,507 | -7,535 | 21,507 | 0.38 | 0.080 | 2,553 |
| TH | 12 | 1,339,529 | -25,117 | 335,173 | 1,392,476 | 0.24 | 0.100 | -158,263 |
| TW | 8 | -414,258 | -207,417 | -171,311 | 452,639 | 0.51 | 0.188 | 72,114 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 35 | -1,396,214 | -1,274,259 | -317,354 | 1,396,214 | 0.41 | -0.135 | 233,946 |
| 1.0000 | 12 | 1,335,430 | 0 | 138,294 | 1,335,430 | 0.26 | -0.096 | -15,643 | |
| CN | -1.0000 | 118 | -9,301,809 | -8,691,760 | -15,130,777 | 9,301,809 | 1.54 | -0.054 | 740,638 |
| 1.0000 | 91 | 4,891,564 | 0 | 6,604,295 | 4,891,564 | 1.53 | 0.141 | 838,009 | |
| HK | -1.0000 | 7 | -464,322 | -375,174 | -339,136 | 464,322 | 0.77 | -0.023 | 21,060 |
| 1.0000 | 6 | 162,912 | 0 | 328,184 | 162,912 | 2.00 | 0.133 | 38,553 | |
| ID | -1.0000 | 2 | -200,752 | 0 | 30,634 | 200,752 | -0.04 | 0.019 | -659 |
| IN | -1.0000 | 2 | -474,793 | 0 | -51,534 | 474,793 | 0.09 | 0.024 | -19,900 |
| 1.0000 | 6 | 977,400 | 0 | 153,670 | 977,400 | 0.17 | 0.133 | 161,265 | |
| JP | -1.0000 | 85 | -4,807,257 | -1,533,096 | -2,594,925 | 4,807,257 | 0.49 | -0.095 | 371,485 |
| 1.0000 | 70 | 3,063,663 | 0 | 2,004,392 | 3,063,663 | 0.53 | -0.058 | -100,990 | |
| KR | -1.0000 | 13 | -179,467 | -179,467 | -50,450 | 179,467 | 0.37 | -0.283 | 48,157 |
| 1.0000 | 1 | 44,917 | 0 | 26,837 | 44,917 | 0.60 | -0.225 | -10,116 | |
| NZ | -1.0000 | 2 | -58,158 | -58,158 | 8,217 | 58,158 | -0.12 | -0.209 | 12,033 |
| SG | -1.0000 | 4 | -21,507 | -21,507 | -7,535 | 21,507 | 0.38 | -0.080 | 2,553 |
| TH | -1.0000 | 4 | -26,474 | -25,117 | -5,885 | 26,474 | 0.28 | -0.108 | 3,638 |
| 1.0000 | 8 | 1,366,002 | 0 | 341,058 | 1,366,002 | 0.22 | -0.042 | -161,900 | |
| TW | -1.0000 | 7 | -433,448 | -207,417 | -178,076 | 433,448 | 0.53 | -0.211 | 71,514 |
| 1.0000 | 1 | 19,190 | 0 | 6,765 | 19,190 | 0.35 | 0.031 | 600 |