| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,075,779 | 20,531,093 | -3,762,292 | 1,219,826 | 399 | 401,250,967 | 0.051 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -11,803,436 | 11,803,436 | -11,835,278 | 833,908 |
| 1.0000 | 8,727,657 | 8,727,657 | 8,072,986 | 385,918 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 49 | 110,050 | -759,248 | 450,126 | 1,885,531 | 0.51 | 0.087 | 21,824 |
| CN | 126 | -3,958,090 | -5,359,712 | -5,145,706 | 8,480,862 | 1.44 | 0.105 | 701,021 |
| HK | 30 | -437,788 | -153,026 | 71,294 | 2,454,002 | 1.31 | 0.120 | 149,933 |
| IN | 1 | -13,866 | 0 | -4,657 | 13,866 | 0.34 | 0.010 | -139 |
| JP | 157 | 718,302 | -1,837,874 | 739,759 | 6,403,374 | 0.75 | 0.053 | 322,986 |
| KR | 10 | 159,554 | -11,035 | 64,218 | 181,624 | 0.66 | 0.157 | 13,056 |
| NZ | 1 | 4,603 | 0 | 1,475 | 4,603 | 0.32 | 0.150 | -689 |
| SG | 8 | 369,108 | 0 | 185,969 | 369,108 | 0.49 | 0.089 | 21,564 |
| TH | 15 | 81,733 | -106,879 | -40,931 | 628,737 | 0.20 | 0.095 | -9,492 |
| TW | 2 | -109,385 | -10,399 | -83,839 | 109,385 | 0.97 | 0.021 | -237 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 24 | -887,741 | -759,248 | -280,928 | 887,741 | 0.42 | -0.097 | 84,277 |
| 1.0000 | 25 | 997,791 | 0 | 731,055 | 997,791 | 0.60 | -0.047 | -62,453 | |
| CN | -1.0000 | 95 | -6,219,476 | -5,359,712 | -7,824,800 | 6,219,476 | 1.51 | -0.047 | 756,626 |
| 1.0000 | 31 | 2,261,386 | 0 | 2,679,094 | 2,261,386 | 1.23 | -0.069 | -55,605 | |
| HK | -1.0000 | 15 | -1,445,895 | -153,026 | -1,190,910 | 1,445,895 | 1.56 | 0.024 | -69,384 |
| 1.0000 | 15 | 1,008,107 | 0 | 1,262,204 | 1,008,107 | 1.06 | 0.159 | 219,317 | |
| IN | -1.0000 | 1 | -13,866 | 0 | -4,657 | 13,866 | 0.34 | 0.010 | -139 |
| JP | -1.0000 | 94 | -2,842,536 | -1,837,874 | -2,390,865 | 2,842,536 | 0.77 | -0.018 | 80,189 |
| 1.0000 | 63 | 3,560,838 | 0 | 3,130,624 | 3,560,838 | 0.72 | 0.035 | 242,797 | |
| KR | -1.0000 | 4 | -11,035 | -11,035 | -10,452 | 11,035 | 0.83 | -0.303 | 3,233 |
| 1.0000 | 6 | 170,589 | 0 | 74,669 | 170,589 | 0.55 | -0.021 | 9,823 | |
| NZ | 1.0000 | 1 | 4,603 | 0 | 1,475 | 4,603 | 0.32 | -0.150 | -689 |
| SG | 1.0000 | 8 | 369,108 | 0 | 185,969 | 369,108 | 0.49 | 0.076 | 21,564 |
| TH | -1.0000 | 7 | -273,502 | -106,879 | -48,827 | 273,502 | 0.21 | 0.071 | -20,656 |
| 1.0000 | 8 | 355,235 | 0 | 7,896 | 355,235 | 0.20 | 0.074 | 11,164 | |
| TW | -1.0000 | 2 | -109,385 | -10,399 | -83,839 | 109,385 | 0.97 | -0.015 | -237 |