| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,104,332 | 19,766,504 | -4,038,095 | 1,363,317 | 387 | 400,762,260 | 0.049 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -11,435,418 | 11,435,418 | -10,602,998 | 605,991 |
| 1.0000 | 8,331,086 | 8,331,086 | 6,564,903 | 757,326 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | -339,120 | -556,987 | -327,773 | 1,413,972 | 0.56 | 0.077 | 95,837 |
| CN | 101 | -2,527,586 | -3,739,458 | -3,070,269 | 5,102,007 | 1.39 | 0.131 | 601,751 |
| HK | 16 | -1,206,641 | -258,042 | -1,048,007 | 1,430,327 | 0.99 | 0.104 | -123,158 |
| ID | 3 | -326,701 | 0 | -51,793 | 326,701 | 0.20 | 0.069 | -739 |
| IN | 4 | -42,181 | 0 | -14,392 | 154,866 | 0.40 | 0.082 | 7,790 |
| JP | 178 | 970,452 | -2,669,935 | 688,969 | 9,643,890 | 0.70 | 0.062 | 603,218 |
| KR | 5 | -46,194 | -46,457 | -35,920 | 46,720 | 0.48 | 0.238 | 13,961 |
| NZ | 1 | -12,145 | -12,145 | -3,306 | 12,145 | 0.27 | 0.231 | 2,804 |
| SG | 7 | 93,760 | 0 | 61,132 | 93,760 | 0.58 | 0.042 | 2,753 |
| TH | 17 | 805,169 | 0 | 128,653 | 805,169 | 0.28 | 0.069 | 98,821 |
| TW | 20 | -473,146 | -605,047 | -365,389 | 736,948 | 1.04 | 0.124 | 60,280 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 19 | -876,546 | -556,987 | -423,867 | 876,546 | 0.54 | -0.062 | 66,661 |
| 1.0000 | 16 | 537,426 | 0 | 96,093 | 537,426 | 0.58 | -0.052 | 29,175 | |
| CN | -1.0000 | 60 | -3,814,796 | -3,739,458 | -4,893,096 | 3,814,796 | 1.37 | -0.126 | 544,776 |
| 1.0000 | 41 | 1,287,210 | 0 | 1,822,827 | 1,287,210 | 1.41 | 0.050 | 56,975 | |
| HK | -1.0000 | 12 | -1,318,484 | -258,042 | -1,182,144 | 1,318,484 | 1.00 | 0.039 | -149,427 |
| 1.0000 | 4 | 111,843 | 0 | 134,138 | 111,843 | 0.95 | 0.192 | 26,270 | |
| ID | -1.0000 | 3 | -326,701 | 0 | -51,793 | 326,701 | 0.20 | 0.050 | -739 |
| IN | -1.0000 | 3 | -98,523 | 0 | -34,355 | 98,523 | 0.41 | 0.046 | -2,825 |
| 1.0000 | 1 | 56,343 | 0 | 19,963 | 56,343 | 0.35 | 0.188 | 10,616 | |
| JP | -1.0000 | 88 | -4,336,719 | -2,669,935 | -3,434,050 | 4,336,719 | 0.65 | 0.003 | 54,454 |
| 1.0000 | 90 | 5,307,171 | 0 | 4,123,018 | 5,307,171 | 0.75 | 0.072 | 548,764 | |
| KR | -1.0000 | 4 | -46,457 | -46,457 | -36,068 | 46,457 | 0.46 | -0.295 | 13,958 |
| 1.0000 | 1 | 263 | 0 | 148 | 263 | 0.56 | 0.011 | 3 | |
| NZ | -1.0000 | 1 | -12,145 | -12,145 | -3,306 | 12,145 | 0.27 | -0.231 | 2,804 |
| SG | 1.0000 | 7 | 93,760 | 0 | 61,132 | 93,760 | 0.58 | 0.037 | 2,753 |
| TH | 1.0000 | 17 | 805,169 | 0 | 128,653 | 805,169 | 0.28 | 0.051 | 98,821 |
| TW | -1.0000 | 18 | -605,047 | -605,047 | -544,319 | 605,047 | 1.02 | -0.126 | 76,330 |
| 1.0000 | 2 | 131,901 | 0 | 178,930 | 131,901 | 1.21 | -0.107 | -16,050 |