| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,062,619 | 20,152,604 | -4,457,876 | 1,349,388 | 372 | 402,329,834 | 0.050 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -11,607,612 | 11,607,612 | -12,231,826 | 777,440 |
| 1.0000 | 8,544,993 | 8,544,993 | 7,773,951 | 571,948 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| CN | 129 | -3,379,794 | -4,504,360 | -5,448,222 | 8,861,891 | 1.41 | 0.113 | 564,336 |
| HK | 26 | 64,629 | -222,355 | 201,293 | 1,044,568 | 1.40 | 0.116 | 87,736 |
| IN | 2 | -23,075 | 0 | -8,178 | 23,075 | 0.35 | 0.076 | -1,777 |
| JP | 164 | -304,940 | -2,610,910 | 27,163 | 6,898,445 | 0.71 | 0.059 | 491,791 |
| KR | 16 | 292,653 | -69,881 | 116,982 | 432,415 | 0.62 | 0.114 | 16,785 |
| NZ | 1 | -36,124 | -36,124 | -11,573 | 36,124 | 0.32 | 0.144 | 5,208 |
| SG | 2 | 82,510 | 0 | 47,101 | 82,510 | 0.57 | 0.085 | 3,556 |
| TH | 20 | -308,982 | -567,443 | 16,223 | 1,716,777 | 0.33 | 0.095 | 164,626 |
| TW | 12 | 550,503 | -65,229 | 601,334 | 1,056,800 | 0.96 | 0.131 | 17,128 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| CN | -1.0000 | 89 | -6,120,843 | -4,504,360 | -8,669,074 | 6,120,843 | 1.48 | -0.086 | 555,939 |
| 1.0000 | 40 | 2,741,048 | 0 | 3,220,852 | 2,741,048 | 1.28 | 0.026 | 8,396 | |
| HK | -1.0000 | 13 | -489,969 | -222,355 | -644,297 | 489,969 | 1.74 | 0.006 | -23,112 |
| 1.0000 | 13 | 554,599 | 0 | 845,590 | 554,599 | 1.07 | 0.173 | 110,847 | |
| IN | -1.0000 | 2 | -23,075 | 0 | -8,178 | 23,075 | 0.35 | 0.076 | -1,777 |
| JP | -1.0000 | 94 | -3,601,693 | -2,610,910 | -2,367,910 | 3,601,693 | 0.78 | -0.029 | 163,117 |
| 1.0000 | 70 | 3,296,752 | 0 | 2,395,073 | 3,296,752 | 0.61 | 0.068 | 328,674 | |
| KR | -1.0000 | 4 | -69,881 | -69,881 | -63,164 | 69,881 | 0.88 | -0.311 | 22,446 |
| 1.0000 | 12 | 362,534 | 0 | 180,146 | 362,534 | 0.53 | -0.032 | -5,660 | |
| NZ | -1.0000 | 1 | -36,124 | -36,124 | -11,573 | 36,124 | 0.32 | -0.144 | 5,208 |
| SG | 1.0000 | 2 | 82,510 | 0 | 47,101 | 82,510 | 0.57 | 0.045 | 3,556 |
| TH | -1.0000 | 5 | -1,012,879 | -567,443 | -227,722 | 1,012,879 | 0.16 | -0.013 | 70,753 |
| 1.0000 | 15 | 703,897 | 0 | 243,945 | 703,897 | 0.39 | 0.097 | 93,873 | |
| TW | -1.0000 | 6 | -253,149 | -65,229 | -239,910 | 253,149 | 0.98 | -0.093 | -15,134 |
| 1.0000 | 6 | 803,652 | 0 | 841,244 | 803,652 | 0.93 | 0.059 | 32,262 |