| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,202,465 | 26,727,144 | -4,860,281 | 1,695,067 | 404 | 401,312,423 | 0.067 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -14,964,805 | 14,964,805 | -13,705,646 | 1,118,198 |
| 1.0000 | 11,762,339 | 11,762,339 | 8,845,364 | 576,869 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 48 | 198,232 | -817,982 | 176,807 | 2,727,569 | 0.51 | 0.085 | 159,824 |
| CN | 97 | -3,923,586 | -6,047,161 | -4,711,648 | 10,192,467 | 1.33 | 0.107 | 879,508 |
| HK | 25 | -1,383,373 | -220,306 | -1,615,923 | 1,639,617 | 1.63 | 0.090 | -97,084 |
| IN | 1 | -35,543 | 0 | -11,938 | 35,543 | 0.34 | 0.003 | -104 |
| JP | 184 | 322,510 | -1,787,170 | 1,099,428 | 8,063,315 | 0.75 | 0.050 | 328,006 |
| KR | 13 | -17,511 | -537,758 | -97,751 | 1,059,009 | 0.69 | 0.227 | 164,915 |
| NZ | 1 | -1,068 | -1,068 | -342 | 1,068 | 0.32 | 0.132 | 141 |
| SG | 11 | 673,520 | 0 | 362,923 | 693,436 | 0.55 | 0.100 | 43,492 |
| TH | 17 | 1,453,851 | -70,771 | 228,931 | 1,701,136 | 0.27 | 0.097 | 167,183 |
| TW | 7 | -489,499 | -539,092 | -290,768 | 613,984 | 0.87 | 0.073 | 49,184 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 31 | -1,264,669 | -817,982 | -363,730 | 1,264,669 | 0.44 | -0.082 | 96,975 |
| 1.0000 | 17 | 1,462,901 | 0 | 540,537 | 1,462,901 | 0.64 | -0.020 | 62,849 | |
| CN | -1.0000 | 49 | -7,058,026 | -6,047,161 | -8,052,849 | 7,058,026 | 1.52 | -0.056 | 901,814 |
| 1.0000 | 48 | 3,134,440 | 0 | 3,341,201 | 3,134,440 | 1.13 | -0.031 | -22,306 | |
| HK | -1.0000 | 20 | -1,511,495 | -220,306 | -1,758,059 | 1,511,495 | 1.78 | 0.051 | -127,412 |
| 1.0000 | 5 | 128,122 | 0 | 142,137 | 128,122 | 1.02 | 0.118 | 30,328 | |
| IN | -1.0000 | 1 | -35,543 | 0 | -11,938 | 35,543 | 0.34 | 0.003 | -104 |
| JP | -1.0000 | 125 | -3,870,402 | -1,787,170 | -2,750,528 | 3,870,402 | 0.76 | -0.018 | 59,359 |
| 1.0000 | 59 | 4,192,913 | 0 | 3,849,956 | 4,192,913 | 0.74 | 0.039 | 268,647 | |
| KR | -1.0000 | 12 | -538,260 | -537,758 | -371,871 | 538,260 | 0.70 | -0.243 | 143,406 |
| 1.0000 | 1 | 520,749 | 0 | 274,120 | 520,749 | 0.53 | 0.041 | 21,509 | |
| NZ | -1.0000 | 1 | -1,068 | -1,068 | -342 | 1,068 | 0.32 | -0.132 | 141 |
| SG | -1.0000 | 1 | -9,958 | 0 | -9,911 | 9,958 | 1.00 | 0.109 | -1,089 |
| 1.0000 | 10 | 683,478 | 0 | 372,833 | 683,478 | 0.50 | 0.095 | 44,581 | |
| TH | -1.0000 | 6 | -123,642 | -70,771 | -34,319 | 123,642 | 0.38 | 0.008 | 75 |
| 1.0000 | 11 | 1,577,494 | 0 | 263,249 | 1,577,494 | 0.20 | 0.113 | 167,109 | |
| TW | -1.0000 | 3 | -551,741 | -539,092 | -352,098 | 551,741 | 0.85 | -0.079 | 45,033 |
| 1.0000 | 4 | 62,243 | 0 | 61,330 | 62,243 | 0.89 | 0.069 | 4,151 |