| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,039,390 | 19,673,323 | -4,587,082 | 1,161,953 | 380 | 402,048,877 | 0.049 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -11,356,357 | 11,356,357 | -10,838,247 | 780,037 |
| 1.0000 | 8,316,966 | 8,316,966 | 6,251,165 | 381,915 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 48 | -63,798 | -808,738 | 232,416 | 3,199,902 | 0.51 | 0.079 | 222,713 |
| CN | 118 | -2,815,474 | -3,820,475 | -4,760,564 | 5,814,492 | 1.38 | 0.115 | 582,284 |
| HK | 25 | -824,931 | -654,844 | -667,281 | 1,504,176 | 1.35 | 0.079 | -4,112 |
| JP | 148 | -601,128 | -2,025,505 | 98,380 | 7,690,150 | 0.73 | 0.057 | 189,360 |
| KR | 8 | 88,708 | -2,100 | 51,334 | 92,908 | 0.53 | 0.071 | 2,789 |
| NZ | 1 | 13,671 | 0 | 4,380 | 13,671 | 0.32 | 0.161 | -2,207 |
| SG | 3 | 35,572 | 0 | 33,338 | 35,572 | 0.67 | 0.094 | 1,003 |
| TH | 23 | 994,120 | 0 | 312,641 | 1,103,393 | 0.38 | 0.116 | 131,183 |
| TW | 6 | 133,870 | -42,595 | 108,275 | 219,060 | 0.93 | 0.132 | 38,940 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 23 | -1,631,850 | -808,738 | -437,056 | 1,631,850 | 0.41 | -0.085 | 136,409 |
| 1.0000 | 25 | 1,568,052 | 0 | 669,472 | 1,568,052 | 0.60 | -0.003 | 86,304 | |
| CN | -1.0000 | 76 | -4,314,983 | -3,820,475 | -6,417,196 | 4,314,983 | 1.49 | -0.098 | 645,632 |
| 1.0000 | 42 | 1,499,509 | 0 | 1,656,631 | 1,499,509 | 1.18 | -0.009 | -63,348 | |
| HK | -1.0000 | 13 | -1,164,553 | -654,844 | -1,015,648 | 1,164,553 | 1.56 | -0.008 | -20,939 |
| 1.0000 | 12 | 339,623 | 0 | 348,367 | 339,623 | 1.13 | 0.074 | 16,827 | |
| JP | -1.0000 | 81 | -4,145,639 | -2,025,505 | -2,910,180 | 4,145,639 | 0.73 | -0.021 | 17,436 |
| 1.0000 | 67 | 3,544,511 | 0 | 3,008,559 | 3,544,511 | 0.73 | 0.024 | 171,924 | |
| KR | -1.0000 | 1 | -2,100 | -2,100 | -268 | 2,100 | 0.13 | -0.247 | 520 |
| 1.0000 | 7 | 90,808 | 0 | 51,602 | 90,808 | 0.59 | 0.002 | 2,270 | |
| NZ | 1.0000 | 1 | 13,671 | 0 | 4,380 | 13,671 | 0.32 | -0.161 | -2,207 |
| SG | 1.0000 | 3 | 35,572 | 0 | 33,338 | 35,572 | 0.67 | 0.086 | 1,003 |
| TH | -1.0000 | 2 | -54,637 | 0 | -13,171 | 54,637 | 0.34 | 0.069 | -3,969 |
| 1.0000 | 21 | 1,048,756 | 0 | 325,812 | 1,048,756 | 0.38 | 0.120 | 135,152 | |
| TW | -1.0000 | 4 | -42,595 | -42,595 | -44,728 | 42,595 | 1.00 | -0.110 | 4,949 |
| 1.0000 | 2 | 176,465 | 0 | 153,004 | 176,465 | 0.80 | 0.176 | 33,991 |