| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,513,613 | 25,973,094 | -1,782,540 | 1,522,758 | 396 | 401,932,966 | 0.065 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -13,743,353 | 13,743,353 | -13,261,952 | 956,004 |
| 1.0000 | 12,229,740 | 12,229,740 | 11,479,412 | 566,754 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 50 | -170,641 | -881,347 | 74,419 | 2,419,957 | 0.54 | 0.075 | 117,627 |
| CN | 129 | -3,751,969 | -5,405,537 | -4,420,494 | 9,201,135 | 1.36 | 0.121 | 717,521 |
| HK | 23 | 34,750 | -360,747 | -27,449 | 1,059,193 | 1.34 | 0.143 | 136,728 |
| IN | 1 | -174 | 0 | -59 | 174 | 0.34 | 0.015 | -3 |
| JP | 177 | 1,797,864 | -2,141,654 | 2,254,966 | 11,736,859 | 0.74 | 0.052 | 435,314 |
| NZ | 1 | -5,431 | -5,431 | -1,740 | 5,431 | 0.32 | 0.115 | 626 |
| SG | 11 | 883,695 | 0 | 478,719 | 883,695 | 0.54 | 0.092 | 67,918 |
| TW | 4 | -301,708 | -484,179 | -140,903 | 666,651 | 0.88 | 0.090 | 47,027 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 29 | -1,295,299 | -881,347 | -342,786 | 1,295,299 | 0.40 | -0.078 | 70,940 |
| 1.0000 | 21 | 1,124,658 | 0 | 417,204 | 1,124,658 | 0.73 | -0.011 | 46,687 | |
| CN | -1.0000 | 72 | -6,476,552 | -5,405,537 | -8,247,310 | 6,476,552 | 1.40 | -0.090 | 796,259 |
| 1.0000 | 57 | 2,724,583 | 0 | 3,826,816 | 2,724,583 | 1.30 | 0.015 | -78,739 | |
| HK | -1.0000 | 11 | -512,221 | -360,747 | -755,633 | 512,221 | 1.39 | 0.048 | -21,599 |
| 1.0000 | 12 | 546,971 | 0 | 728,185 | 546,971 | 1.29 | 0.179 | 158,327 | |
| IN | -1.0000 | 1 | -174 | 0 | -59 | 174 | 0.34 | 0.015 | -3 |
| JP | -1.0000 | 78 | -4,969,497 | -2,141,654 | -3,606,886 | 4,969,497 | 0.73 | -0.027 | 79,603 |
| 1.0000 | 99 | 6,767,362 | 0 | 5,861,852 | 6,767,362 | 0.75 | 0.031 | 355,710 | |
| NZ | -1.0000 | 1 | -5,431 | -5,431 | -1,740 | 5,431 | 0.32 | -0.115 | 626 |
| SG | 1.0000 | 11 | 883,695 | 0 | 478,719 | 883,695 | 0.54 | 0.089 | 67,918 |
| TW | -1.0000 | 2 | -484,179 | -484,179 | -307,539 | 484,179 | 0.85 | -0.090 | 30,177 |
| 1.0000 | 2 | 182,471 | 0 | 166,636 | 182,471 | 0.91 | 0.090 | 16,850 |