| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,378,920 | 18,616,015 | -4,390,889 | 1,096,175 | 387 | 400,409,083 | 0.046 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -10,497,468 | 10,497,468 | -10,131,465 | 513,872 |
| 1.0000 | 8,118,547 | 8,118,547 | 5,740,576 | 582,303 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 46 | 370,435 | -391,365 | 259,915 | 2,037,329 | 0.59 | 0.076 | 1,285 |
| CN | 98 | -3,208,711 | -3,370,876 | -4,252,175 | 4,154,964 | 1.27 | 0.134 | 565,439 |
| HK | 22 | -890,368 | -214,797 | -983,137 | 1,566,971 | 1.02 | 0.144 | -61,925 |
| ID | 3 | -265,519 | 0 | -31,641 | 265,519 | 0.16 | 0.071 | -12,806 |
| IN | 3 | -155,920 | 0 | -55,788 | 232,799 | 0.35 | 0.083 | 3,094 |
| JP | 170 | 1,114,766 | -1,466,453 | 701,927 | 8,510,210 | 0.69 | 0.061 | 471,697 |
| KR | 6 | 56,435 | -23,191 | 16,813 | 102,817 | 0.55 | 0.218 | 278 |
| NZ | 1 | 34,349 | 0 | 9,351 | 34,349 | 0.27 | 0.229 | -7,869 |
| SG | 12 | 655,852 | 0 | 315,940 | 655,852 | 0.51 | 0.072 | 50,466 |
| TH | 12 | 416,855 | -4,113 | 69,069 | 491,505 | 0.25 | 0.067 | 32,044 |
| TW | 14 | -507,094 | -535,397 | -441,164 | 563,701 | 0.95 | 0.111 | 54,473 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 14 | -833,447 | -391,365 | -372,718 | 833,447 | 0.50 | -0.049 | 41,837 |
| 1.0000 | 32 | 1,203,882 | 0 | 632,633 | 1,203,882 | 0.63 | -0.057 | -40,553 | |
| CN | -1.0000 | 67 | -3,681,838 | -3,370,876 | -4,778,403 | 3,681,838 | 1.29 | -0.105 | 569,465 |
| 1.0000 | 31 | 473,126 | 0 | 526,228 | 473,126 | 1.22 | -0.009 | -4,026 | |
| HK | -1.0000 | 17 | -1,228,669 | -214,797 | -1,543,935 | 1,228,669 | 0.96 | 0.091 | -143,518 |
| 1.0000 | 5 | 338,301 | 0 | 560,798 | 338,301 | 1.22 | 0.211 | 81,593 | |
| ID | -1.0000 | 3 | -265,519 | 0 | -31,641 | 265,519 | 0.16 | 0.071 | -12,806 |
| IN | -1.0000 | 1 | -194,359 | 0 | -69,384 | 194,359 | 0.36 | 0.018 | -3,435 |
| 1.0000 | 2 | 38,440 | 0 | 13,596 | 38,440 | 0.35 | 0.116 | 6,528 | |
| JP | -1.0000 | 75 | -3,697,722 | -1,466,453 | -2,835,302 | 3,697,722 | 0.68 | -0.010 | -780 |
| 1.0000 | 95 | 4,812,488 | 0 | 3,537,229 | 4,812,488 | 0.70 | 0.063 | 472,477 | |
| KR | -1.0000 | 3 | -23,191 | -23,191 | -17,946 | 23,191 | 0.70 | -0.312 | 7,828 |
| 1.0000 | 3 | 79,626 | 0 | 34,759 | 79,626 | 0.40 | -0.121 | -7,551 | |
| NZ | 1.0000 | 1 | 34,349 | 0 | 9,351 | 34,349 | 0.27 | -0.229 | -7,869 |
| SG | 1.0000 | 12 | 655,852 | 0 | 315,940 | 655,852 | 0.51 | 0.070 | 50,466 |
| TH | -1.0000 | 6 | -37,325 | -4,113 | -13,395 | 37,325 | 0.31 | -0.021 | -1,951 |
| 1.0000 | 6 | 454,180 | 0 | 82,464 | 454,180 | 0.18 | 0.086 | 33,995 | |
| TW | -1.0000 | 12 | -535,397 | -535,397 | -468,741 | 535,397 | 0.94 | -0.114 | 57,231 |
| 1.0000 | 2 | 28,304 | 0 | 27,578 | 28,304 | 1.00 | -0.093 | -2,758 |