| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,156,008 | 26,067,981 | -3,321,820 | 1,423,871 | 409 | 401,874,065 | 0.065 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -14,111,995 | 14,111,995 | -12,387,029 | 930,175 |
| 1.0000 | 11,955,986 | 11,955,986 | 9,065,210 | 493,695 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 46 | 228,476 | -1,838,505 | 117,330 | 4,575,286 | 0.52 | 0.073 | 287,718 |
| CN | 133 | -4,249,321 | -5,175,711 | -5,608,523 | 9,227,770 | 1.37 | 0.110 | 685,023 |
| HK | 18 | 1,563,247 | 0 | 1,664,459 | 1,773,040 | 1.32 | 0.163 | 279,421 |
| IN | 1 | -31,779 | 0 | -11,753 | 31,779 | 0.37 | 0.007 | 216 |
| JP | 170 | 798,223 | -1,572,782 | 516,618 | 8,563,095 | 0.73 | 0.051 | 164,260 |
| KR | 12 | 182,474 | -213,581 | 297,439 | 779,580 | 0.59 | 0.182 | 5,657 |
| NZ | 1 | -13,900 | -13,900 | -3,762 | 13,900 | 0.27 | 0.140 | 1,942 |
| SG | 3 | -72,499 | 0 | -42,482 | 72,499 | 0.54 | 0.069 | -4,949 |
| TH | 16 | -597,150 | -65,148 | -282,743 | 746,387 | 0.35 | 0.104 | -36,170 |
| TW | 9 | 36,221 | -71,945 | 31,598 | 284,645 | 0.90 | 0.130 | 40,752 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 19 | -2,173,405 | -1,838,505 | -641,300 | 2,173,405 | 0.48 | -0.056 | 215,775 |
| 1.0000 | 27 | 2,401,881 | 0 | 758,630 | 2,401,881 | 0.55 | -0.029 | 71,943 | |
| CN | -1.0000 | 97 | -6,738,545 | -5,175,711 | -8,236,975 | 6,738,545 | 1.42 | -0.056 | 716,216 |
| 1.0000 | 36 | 2,489,224 | 0 | 2,628,451 | 2,489,224 | 1.23 | -0.027 | -31,193 | |
| HK | -1.0000 | 3 | -104,896 | 0 | -129,088 | 104,896 | 1.05 | 0.151 | -16,244 |
| 1.0000 | 15 | 1,668,144 | 0 | 1,793,547 | 1,668,144 | 1.38 | 0.163 | 295,665 | |
| IN | -1.0000 | 1 | -31,779 | 0 | -11,753 | 31,779 | 0.37 | -0.007 | 216 |
| JP | -1.0000 | 72 | -3,882,436 | -1,572,782 | -2,765,975 | 3,882,436 | 0.71 | -0.017 | 11,632 |
| 1.0000 | 98 | 4,680,659 | 0 | 3,282,593 | 4,680,659 | 0.75 | 0.002 | 152,628 | |
| KR | -1.0000 | 10 | -298,553 | -213,581 | -158,010 | 298,553 | 0.50 | -0.191 | 43,114 |
| 1.0000 | 2 | 481,027 | 0 | 455,448 | 481,027 | 1.00 | -0.141 | -37,457 | |
| NZ | -1.0000 | 1 | -13,900 | -13,900 | -3,762 | 13,900 | 0.27 | -0.140 | 1,942 |
| SG | -1.0000 | 3 | -72,499 | 0 | -42,482 | 72,499 | 0.54 | 0.069 | -4,949 |
| TH | -1.0000 | 12 | -671,768 | -65,148 | -300,317 | 671,768 | 0.34 | 0.055 | -43,364 |
| 1.0000 | 4 | 74,618 | 0 | 17,575 | 74,618 | 0.39 | 0.105 | 7,194 | |
| TW | -1.0000 | 5 | -124,212 | -71,945 | -97,368 | 124,212 | 0.84 | -0.093 | 5,837 |
| 1.0000 | 4 | 160,433 | 0 | 128,966 | 160,433 | 0.98 | 0.084 | 34,915 |