| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -4,251,183 | 26,612,871 | -4,297,985 | 1,170,421 | 376 | 402,290,730 | 0.066 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -15,432,027 | 15,432,027 | -13,304,647 | 828,352 |
| 1.0000 | 11,180,844 | 11,180,844 | 9,006,662 | 342,069 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 43 | -128,975 | -1,179,800 | -242,977 | 4,579,123 | 0.47 | 0.078 | 162,360 |
| CN | 121 | -2,984,618 | -5,931,314 | -3,666,187 | 11,849,409 | 1.40 | 0.114 | 782,467 |
| HK | 18 | -626,146 | -143,247 | -619,366 | 964,757 | 1.46 | 0.126 | -31,762 |
| IN | 1 | -827 | 0 | -278 | 827 | 0.34 | 0.016 | -13 |
| JP | 152 | 1,146,457 | -912,304 | 644,843 | 6,509,033 | 0.74 | 0.051 | 133,301 |
| KR | 15 | 305,864 | -10,828 | 139,209 | 327,520 | 0.52 | 0.110 | -19,015 |
| NZ | 1 | -21,527 | -21,527 | -6,896 | 21,527 | 0.32 | 0.115 | 2,468 |
| TH | 19 | -1,746,401 | -856,447 | -410,893 | 1,948,564 | 0.37 | 0.087 | 150,501 |
| TW | 6 | -195,011 | -195,038 | -135,440 | 412,111 | 0.87 | 0.127 | -9,885 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 16 | -2,354,049 | -1,179,800 | -1,037,056 | 2,354,049 | 0.43 | -0.036 | 61,558 |
| 1.0000 | 27 | 2,225,074 | 0 | 794,079 | 2,225,074 | 0.50 | -0.064 | 100,802 | |
| CN | -1.0000 | 85 | -7,417,013 | -5,931,314 | -8,425,131 | 7,417,013 | 1.47 | -0.042 | 710,471 |
| 1.0000 | 36 | 4,432,395 | 0 | 4,758,944 | 4,432,395 | 1.24 | 0.017 | 71,996 | |
| HK | -1.0000 | 12 | -795,452 | -143,247 | -895,566 | 795,452 | 1.35 | 0.055 | -67,902 |
| 1.0000 | 6 | 169,306 | 0 | 276,200 | 169,306 | 1.67 | 0.215 | 36,141 | |
| IN | -1.0000 | 1 | -827 | 0 | -278 | 827 | 0.34 | 0.016 | -13 |
| JP | -1.0000 | 53 | -2,681,288 | -912,304 | -2,230,809 | 2,681,288 | 0.76 | 0.003 | -14,856 |
| 1.0000 | 99 | 3,827,745 | 0 | 2,875,653 | 3,827,745 | 0.73 | 0.010 | 148,156 | |
| KR | -1.0000 | 2 | -10,828 | -10,828 | -9,710 | 10,828 | 0.52 | -0.311 | 3,464 |
| 1.0000 | 13 | 316,692 | 0 | 148,919 | 316,692 | 0.52 | -0.057 | -22,479 | |
| NZ | -1.0000 | 1 | -21,527 | -21,527 | -6,896 | 21,527 | 0.32 | -0.115 | 2,468 |
| TH | -1.0000 | 15 | -1,847,483 | -856,447 | -437,147 | 1,847,483 | 0.39 | 0.023 | 139,481 |
| 1.0000 | 4 | 101,082 | 0 | 26,253 | 101,082 | 0.30 | 0.112 | 11,019 | |
| TW | -1.0000 | 2 | -303,561 | -195,038 | -262,054 | 303,561 | 0.72 | 0.050 | -6,319 |
| 1.0000 | 4 | 108,550 | 0 | 126,614 | 108,550 | 0.95 | 0.076 | -3,566 |