| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,459,732 | 18,589,641 | -2,444,020 | 1,163,446 | 376 | 401,658,306 | 0.046 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -10,024,686 | 10,024,686 | -10,655,328 | 314,265 |
| 1.0000 | 8,564,955 | 8,564,955 | 8,211,308 | 849,181 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 46 | -45,725 | -502,035 | 90,346 | 1,316,545 | 0.49 | 0.072 | 61,326 |
| CN | 111 | -2,230,129 | -2,706,319 | -2,964,246 | 5,060,647 | 1.36 | 0.118 | 343,079 |
| HK | 31 | 374,941 | -164,029 | 129,805 | 2,694,058 | 1.48 | 0.119 | 253,703 |
| IN | 1 | -50,990 | 0 | -18,974 | 50,990 | 0.37 | 0.072 | -3,681 |
| JP | 141 | -402,238 | -1,562,269 | -88,854 | 7,444,429 | 0.72 | 0.059 | 416,961 |
| KR | 10 | 104,862 | -63,937 | 16,823 | 303,037 | 0.71 | 0.168 | 8,657 |
| MY | 1 | -12,959 | 0 | -3,358 | 12,959 | 0.26 | 0.023 | -295 |
| NZ | 1 | 13,569 | 0 | 4,347 | 13,569 | 0.32 | 0.156 | -2,117 |
| SG | 6 | 315,240 | 0 | 259,809 | 315,240 | 0.53 | 0.105 | 17,226 |
| TH | 22 | 466,964 | -59,172 | 139,471 | 1,291,402 | 0.37 | 0.096 | 62,443 |
| TW | 6 | 6,734 | -40,016 | -9,188 | 86,766 | 1.10 | 0.142 | 6,143 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 24 | -681,135 | -502,035 | -229,854 | 681,135 | 0.41 | -0.069 | 53,886 |
| 1.0000 | 22 | 635,410 | 0 | 320,200 | 635,410 | 0.58 | -0.021 | 7,440 | |
| CN | -1.0000 | 79 | -3,645,388 | -2,706,319 | -4,866,141 | 3,645,388 | 1.37 | -0.080 | 348,284 |
| 1.0000 | 32 | 1,415,259 | 0 | 1,901,894 | 1,415,259 | 1.34 | 0.023 | -5,205 | |
| HK | -1.0000 | 16 | -1,159,559 | -164,029 | -2,116,297 | 1,159,559 | 1.68 | 0.035 | -100,082 |
| 1.0000 | 15 | 1,534,499 | 0 | 2,246,101 | 1,534,499 | 1.26 | 0.148 | 353,784 | |
| IN | -1.0000 | 1 | -50,990 | 0 | -18,974 | 50,990 | 0.37 | 0.072 | -3,681 |
| JP | -1.0000 | 68 | -3,923,333 | -1,562,269 | -3,174,683 | 3,923,333 | 0.79 | -0.022 | 23,305 |
| 1.0000 | 73 | 3,521,096 | 0 | 3,085,828 | 3,521,096 | 0.66 | 0.038 | 393,656 | |
| KR | -1.0000 | 4 | -99,088 | -63,937 | -62,283 | 99,088 | 0.80 | -0.228 | 19,735 |
| 1.0000 | 6 | 203,949 | 0 | 79,106 | 203,949 | 0.64 | -0.079 | -11,078 | |
| MY | -1.0000 | 1 | -12,959 | 0 | -3,358 | 12,959 | 0.26 | 0.023 | -295 |
| NZ | 1.0000 | 1 | 13,569 | 0 | 4,347 | 13,569 | 0.32 | -0.156 | -2,117 |
| SG | 1.0000 | 6 | 315,240 | 0 | 259,809 | 315,240 | 0.53 | 0.100 | 17,226 |
| TH | -1.0000 | 5 | -412,219 | -59,172 | -133,104 | 412,219 | 0.34 | 0.039 | -32,102 |
| 1.0000 | 17 | 879,183 | 0 | 272,575 | 879,183 | 0.38 | 0.097 | 94,544 | |
| TW | -1.0000 | 4 | -40,016 | -40,016 | -50,635 | 40,016 | 1.20 | -0.154 | 5,213 |
| 1.0000 | 2 | 46,750 | 0 | 41,447 | 46,750 | 0.89 | -0.027 | 930 |