| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -552,449 | 17,219,516 | -1,842,808 | 910,360 | 361 | 400,759,435 | 0.043 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -8,885,982 | 8,885,982 | -8,432,774 | 513,457 |
| 1.0000 | 8,333,534 | 8,333,534 | 6,589,966 | 396,904 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 45 | -209,844 | -908,646 | -281,352 | 3,244,362 | 0.49 | 0.070 | 40,319 |
| CN | 94 | 62,263 | -2,571,236 | -1,337,383 | 5,910,804 | 1.28 | 0.117 | 506,737 |
| HK | 28 | -61,069 | -147,556 | -125,838 | 1,129,317 | 1.43 | 0.130 | 88,763 |
| IN | 1 | -24,223 | 0 | -8,136 | 24,223 | 0.34 | 0.001 | -23 |
| JP | 152 | -1,105,145 | -1,638,838 | -530,304 | 5,630,155 | 0.66 | 0.053 | 202,714 |
| KR | 7 | -44,407 | -44,407 | -37,197 | 44,407 | 0.81 | 0.262 | 11,444 |
| NZ | 1 | -19,216 | -19,216 | -6,156 | 19,216 | 0.32 | 0.126 | 2,418 |
| SG | 5 | 287,166 | 0 | 178,667 | 287,166 | 0.59 | 0.086 | 16,127 |
| TH | 18 | 345,690 | -15,777 | 106,663 | 702,046 | 0.39 | 0.088 | 32,522 |
| TW | 10 | 216,336 | -5,741 | 198,228 | 227,819 | 0.88 | 0.120 | 9,340 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 30 | -1,727,103 | -908,646 | -952,238 | 1,727,103 | 0.53 | -0.044 | 87,162 |
| 1.0000 | 15 | 1,517,259 | 0 | 670,886 | 1,517,259 | 0.41 | -0.006 | -46,843 | |
| CN | -1.0000 | 46 | -2,924,271 | -2,571,236 | -4,361,510 | 2,924,271 | 1.46 | -0.076 | 382,971 |
| 1.0000 | 48 | 2,986,534 | 0 | 3,024,128 | 2,986,534 | 1.11 | 0.040 | 123,765 | |
| HK | -1.0000 | 12 | -595,193 | -147,556 | -844,377 | 595,193 | 1.79 | 0.020 | -23,897 |
| 1.0000 | 16 | 534,124 | 0 | 718,539 | 534,124 | 1.15 | 0.167 | 112,659 | |
| IN | -1.0000 | 1 | -24,223 | 0 | -8,136 | 24,223 | 0.34 | 0.001 | -23 |
| JP | -1.0000 | 90 | -3,367,650 | -1,638,838 | -2,169,596 | 3,367,650 | 0.64 | -0.017 | 61,914 |
| 1.0000 | 62 | 2,262,505 | 0 | 1,639,292 | 2,262,505 | 0.70 | 0.040 | 140,800 | |
| KR | -1.0000 | 7 | -44,407 | -44,407 | -37,197 | 44,407 | 0.81 | -0.262 | 11,444 |
| NZ | -1.0000 | 1 | -19,216 | -19,216 | -6,156 | 19,216 | 0.32 | -0.126 | 2,418 |
| SG | 1.0000 | 5 | 287,166 | 0 | 178,667 | 287,166 | 0.59 | 0.059 | 16,127 |
| TH | -1.0000 | 4 | -178,178 | -15,777 | -47,705 | 178,178 | 0.31 | 0.034 | -9,313 |
| 1.0000 | 14 | 523,868 | 0 | 154,367 | 523,868 | 0.42 | 0.082 | 41,835 | |
| TW | -1.0000 | 3 | -5,741 | -5,741 | -5,859 | 5,741 | 1.05 | -0.137 | 780 |
| 1.0000 | 7 | 222,078 | 0 | 204,087 | 222,078 | 0.80 | 0.111 | 8,560 |