| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,352,190 | 27,618,547 | -511,134 | 1,699,991 | 419 | 399,539,030 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -14,485,369 | 14,485,369 | -12,509,582 | 823,075 |
| 1 | 13,133,178 | 13,133,178 | 11,998,448 | 876,916 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 45 | -79,059 | -769,593 | 55,718 | 2,537,316 | 0.47 | 0.083 | 65,938 |
| CN | 124 | -545,226 | -5,001,388 | 476,545 | 10,715,944 | 1.31 | 0.124 | 1,009,052 |
| HK | 25 | 417,849 | -99,373 | 1,294,059 | 2,456,221 | 1.37 | 0.147 | 245,537 |
| JP | 183 | -2,805,884 | -3,095,535 | -2,757,514 | 9,898,346 | 0.72 | 0.049 | 243,237 |
| KR | 7 | 251,133 | 0 | 139,326 | 251,133 | 0.56 | 0.075 | 1,346 |
| NZ | 1 | -6,221 | -6,221 | -1,694 | 6,221 | 0.27 | 0.174 | 1,082 |
| SG | 9 | 558,271 | 0 | 227,474 | 558,271 | 0.49 | 0.070 | 44,600 |
| TH | 22 | 802,653 | -156,168 | 12,639 | 1,131,270 | 0.29 | 0.090 | 84,205 |
| TW | 3 | 54,294 | -4,765 | 42,311 | 63,825 | 0.93 | 0.117 | 4,995 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 29 | -1,308,188 | -769,593 | -303,387 | 1,308,188 | 0.45 | -0.075 | 61,651 |
| 1 | 16 | 1,229,128 | 0 | 359,105 | 1,229,128 | 0.51 | -0.040 | 4,287 | |
| CN | -1 | 85 | -5,630,585 | -5,001,388 | -6,015,283 | 5,630,585 | 1.38 | -0.097 | 765,536 |
| 1 | 39 | 5,085,359 | 0 | 6,491,827 | 5,085,359 | 1.14 | 0.011 | 243,515 | |
| HK | -1 | 12 | -1,019,186 | -99,373 | -1,015,227 | 1,019,186 | 1.41 | 0.086 | -123,389 |
| 1 | 13 | 1,437,035 | 0 | 2,309,286 | 1,437,035 | 1.34 | 0.158 | 368,926 | |
| JP | -1 | 80 | -6,352,115 | -3,095,535 | -5,081,135 | 6,352,115 | 0.77 | -0.018 | 106,791 |
| 1 | 103 | 3,546,231 | 0 | 2,323,621 | 3,546,231 | 0.69 | 0.024 | 136,446 | |
| KR | 1 | 7 | 251,133 | 0 | 139,326 | 251,133 | 0.56 | -0.040 | 1,346 |
| NZ | -1 | 1 | -6,221 | -6,221 | -1,694 | 6,221 | 0.27 | -0.174 | 1,082 |
| SG | 1 | 9 | 558,271 | 0 | 227,474 | 558,271 | 0.49 | 0.057 | 44,600 |
| TH | -1 | 3 | -164,309 | -156,168 | -88,138 | 164,309 | 0.31 | 0.031 | 10,731 |
| 1 | 19 | 966,962 | 0 | 100,777 | 966,962 | 0.29 | 0.071 | 73,473 | |
| TW | -1 | 2 | -4,765 | -4,765 | -4,721 | 4,765 | 1.00 | -0.138 | 672 |
| 1 | 1 | 59,060 | 0 | 47,032 | 59,060 | 0.80 | 0.073 | 4,323 |