| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -4,078,666 | 27,289,030 | -4,964,109 | 1,817,868 | 424 | 401,748,961 | 0.068 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -15,683,848 | 15,683,848 | -13,599,743 | 997,209 |
| 1.0000 | 11,605,182 | 11,605,182 | 8,635,635 | 820,659 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 53 | -75,709 | -374,021 | -125,687 | 2,272,779 | 0.44 | 0.070 | 52,012 |
| CN | 111 | -4,259,152 | -6,507,713 | -4,269,409 | 10,450,137 | 1.36 | 0.108 | 830,281 |
| HK | 27 | -369,463 | -687,305 | -295,811 | 2,637,184 | 1.36 | 0.117 | 212,505 |
| IN | 1 | -46,565 | 0 | -16,498 | 46,565 | 0.35 | 0.118 | -5,515 |
| JP | 192 | -311,123 | -2,918,752 | -315,759 | 8,770,900 | 0.71 | 0.049 | 394,283 |
| KR | 10 | -114,520 | -196,731 | -116,563 | 278,943 | 0.66 | 0.152 | 50,708 |
| NZ | 1 | -125,264 | -125,264 | -34,101 | 125,264 | 0.27 | 0.169 | 21,183 |
| SG | 7 | 94,518 | 0 | 36,151 | 94,518 | 0.50 | 0.070 | 7,404 |
| TH | 18 | 1,109,789 | -41,265 | 162,041 | 2,565,163 | 0.36 | 0.101 | 249,779 |
| TW | 4 | 18,823 | -14,377 | 11,527 | 47,577 | 1.00 | 0.118 | 5,228 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 26 | -1,174,244 | -374,021 | -437,028 | 1,174,244 | 0.43 | -0.095 | 50,150 |
| 1.0000 | 27 | 1,098,535 | 0 | 311,342 | 1,098,535 | 0.44 | -0.015 | 1,862 | |
| CN | -1.0000 | 76 | -7,354,645 | -6,507,713 | -7,183,437 | 7,354,645 | 1.42 | -0.064 | 832,144 |
| 1.0000 | 35 | 3,095,493 | 0 | 2,914,028 | 3,095,493 | 1.22 | 0.017 | -1,863 | |
| HK | -1.0000 | 18 | -1,503,323 | -687,305 | -2,073,016 | 1,503,323 | 1.36 | 0.042 | -93,865 |
| 1.0000 | 9 | 1,133,860 | 0 | 1,777,205 | 1,133,860 | 1.35 | 0.191 | 306,369 | |
| IN | -1.0000 | 1 | -46,565 | 0 | -16,498 | 46,565 | 0.35 | 0.118 | -5,515 |
| JP | -1.0000 | 104 | -4,541,011 | -2,918,752 | -3,526,903 | 4,541,011 | 0.76 | -0.033 | 143,425 |
| 1.0000 | 88 | 4,229,888 | 0 | 3,211,144 | 4,229,888 | 0.65 | 0.041 | 250,858 | |
| KR | -1.0000 | 5 | -196,731 | -196,731 | -155,441 | 196,731 | 0.88 | -0.266 | 52,084 |
| 1.0000 | 5 | 82,211 | 0 | 38,879 | 82,211 | 0.43 | -0.015 | -1,376 | |
| NZ | -1.0000 | 1 | -125,264 | -125,264 | -34,101 | 125,264 | 0.27 | -0.169 | 21,183 |
| SG | 1.0000 | 7 | 94,518 | 0 | 36,151 | 94,518 | 0.50 | 0.052 | 7,404 |
| TH | -1.0000 | 6 | -727,687 | -41,265 | -158,407 | 727,687 | 0.50 | -0.013 | -4,264 |
| 1.0000 | 12 | 1,837,476 | 0 | 320,448 | 1,837,476 | 0.29 | 0.125 | 254,042 | |
| TW | -1.0000 | 3 | -14,377 | -14,377 | -14,911 | 14,377 | 1.07 | -0.123 | 1,866 |
| 1.0000 | 1 | 33,200 | 0 | 26,439 | 33,200 | 0.80 | 0.101 | 3,362 |