| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 646,112 | 17,859,414 | 197,154 | 804,259 | 388 | 400,475,382 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -8,606,651 | 8,606,651 | -7,181,904 | 529,732 |
| 1.0000 | 9,252,763 | 9,252,763 | 7,379,058 | 274,527 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 49 | -59,732 | -310,981 | 55,410 | 2,920,399 | 0.49 | 0.077 | 61,524 |
| CN | 96 | 442,813 | -2,343,686 | 754,081 | 5,448,849 | 1.34 | 0.113 | 251,657 |
| HK | 26 | 107,520 | -585,944 | 68,853 | 1,812,061 | 1.42 | 0.105 | 207,839 |
| JP | 177 | -927,961 | -2,257,295 | -924,401 | 6,165,500 | 0.74 | 0.049 | 181,521 |
| KR | 12 | 168,790 | -165,146 | 147,474 | 499,082 | 0.65 | 0.110 | 44,065 |
| NZ | 1 | 28,141 | 0 | 7,661 | 28,141 | 0.27 | 0.200 | -5,615 |
| SG | 6 | 61,657 | 0 | 30,993 | 61,657 | 0.51 | 0.063 | 737 |
| TH | 17 | 867,325 | -1,526 | 110,607 | 870,376 | 0.36 | 0.090 | 55,306 |
| TW | 4 | -42,442 | -47,895 | -53,525 | 53,348 | 0.98 | 0.136 | 7,225 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 20 | -1,490,065 | -310,981 | -395,126 | 1,490,065 | 0.46 | -0.097 | 54,100 |
| 1.0000 | 29 | 1,430,334 | 0 | 450,537 | 1,430,334 | 0.51 | -0.038 | 7,424 | |
| CN | -1.0000 | 47 | -2,503,018 | -2,343,686 | -2,739,876 | 2,503,018 | 1.55 | -0.088 | 332,063 |
| 1.0000 | 49 | 2,945,831 | 0 | 3,493,957 | 2,945,831 | 1.14 | 0.027 | -80,406 | |
| HK | -1.0000 | 18 | -852,271 | -585,944 | -1,160,622 | 852,271 | 1.49 | 0.040 | -21,337 |
| 1.0000 | 8 | 959,791 | 0 | 1,229,475 | 959,791 | 1.27 | 0.187 | 229,177 | |
| JP | -1.0000 | 92 | -3,546,730 | -2,257,295 | -2,749,099 | 3,546,730 | 0.76 | -0.026 | 99,775 |
| 1.0000 | 85 | 2,618,770 | 0 | 1,824,698 | 2,618,770 | 0.70 | 0.023 | 81,745 | |
| KR | -1.0000 | 2 | -165,146 | -165,146 | -79,006 | 165,146 | 0.95 | -0.314 | 58,574 |
| 1.0000 | 10 | 333,936 | 0 | 226,480 | 333,936 | 0.59 | -0.037 | -14,508 | |
| NZ | 1.0000 | 1 | 28,141 | 0 | 7,661 | 28,141 | 0.27 | -0.200 | -5,615 |
| SG | 1.0000 | 6 | 61,657 | 0 | 30,993 | 61,657 | 0.51 | 0.035 | 737 |
| TH | -1.0000 | 1 | -1,526 | -1,526 | -1,296 | 1,526 | 0.85 | -0.061 | 94 |
| 1.0000 | 16 | 868,851 | 0 | 111,903 | 868,851 | 0.32 | 0.085 | 55,212 | |
| TW | -1.0000 | 3 | -47,895 | -47,895 | -56,879 | 47,895 | 1.10 | -0.135 | 6,464 |
| 1.0000 | 1 | 5,453 | 0 | 3,355 | 5,453 | 0.62 | 0.140 | 761 |