| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,651,657 | 19,962,928 | -3,686,575 | 1,358,259 | 393 | 401,035,998 | 0.050 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -11,307,293 | 11,307,293 | -10,580,924 | 984,412 |
| 1.0000 | 8,655,635 | 8,655,635 | 6,894,349 | 373,847 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 46 | -52,029 | -678,907 | -152,346 | 2,384,210 | 0.54 | 0.077 | 90,219 |
| CN | 119 | -2,965,871 | -4,076,285 | -4,163,943 | 6,463,666 | 1.35 | 0.117 | 723,747 |
| HK | 20 | 236,459 | -56,359 | 387,567 | 894,477 | 1.70 | 0.151 | 86,789 |
| IN | 1 | -59,225 | 0 | -21,903 | 59,225 | 0.37 | 0.018 | 1,088 |
| JP | 159 | 1,634,765 | -1,596,606 | 1,183,753 | 7,556,898 | 0.72 | 0.051 | 311,778 |
| KR | 19 | -296,231 | -541,199 | -69,819 | 978,275 | 0.56 | 0.193 | 111,601 |
| NZ | 1 | 33,660 | 0 | 9,110 | 33,660 | 0.27 | 0.161 | -5,435 |
| SG | 1 | -11,793 | 0 | -4,179 | 11,793 | 0.35 | 0.069 | -819 |
| TH | 15 | -576,270 | -260,095 | -281,649 | 886,831 | 0.37 | 0.093 | 1,360 |
| TW | 12 | -595,122 | -330,011 | -573,167 | 693,893 | 0.99 | 0.118 | 37,931 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 17 | -1,218,119 | -678,907 | -598,480 | 1,218,119 | 0.62 | -0.074 | 91,098 |
| 1.0000 | 29 | 1,166,090 | 0 | 446,134 | 1,166,090 | 0.49 | -0.042 | -879 | |
| CN | -1.0000 | 78 | -4,714,768 | -4,076,285 | -5,890,382 | 4,714,768 | 1.42 | -0.093 | 717,048 |
| 1.0000 | 41 | 1,748,897 | 0 | 1,726,439 | 1,748,897 | 1.23 | -0.009 | 6,699 | |
| HK | -1.0000 | 7 | -329,009 | -56,359 | -490,260 | 329,009 | 1.77 | 0.007 | -25,845 |
| 1.0000 | 13 | 565,468 | 0 | 877,826 | 565,468 | 1.66 | 0.181 | 112,635 | |
| IN | -1.0000 | 1 | -59,225 | 0 | -21,903 | 59,225 | 0.37 | -0.018 | 1,088 |
| JP | -1.0000 | 72 | -2,961,066 | -1,596,606 | -2,263,876 | 2,961,066 | 0.69 | -0.012 | 41,730 |
| 1.0000 | 87 | 4,595,831 | 0 | 3,447,629 | 4,595,831 | 0.76 | 0.026 | 270,048 | |
| KR | -1.0000 | 16 | -637,253 | -541,199 | -365,762 | 637,253 | 0.52 | -0.205 | 126,501 |
| 1.0000 | 3 | 341,022 | 0 | 295,942 | 341,022 | 0.81 | -0.045 | -14,900 | |
| NZ | 1.0000 | 1 | 33,660 | 0 | 9,110 | 33,660 | 0.27 | -0.161 | -5,435 |
| SG | -1.0000 | 1 | -11,793 | 0 | -4,179 | 11,793 | 0.35 | 0.069 | -819 |
| TH | -1.0000 | 10 | -731,550 | -260,095 | -313,752 | 731,550 | 0.41 | 0.042 | -11,915 |
| 1.0000 | 5 | 155,280 | 0 | 32,103 | 155,280 | 0.30 | 0.114 | 13,275 | |
| TW | -1.0000 | 10 | -644,508 | -330,011 | -632,331 | 644,508 | 0.95 | -0.111 | 45,525 |
| 1.0000 | 2 | 49,386 | 0 | 59,165 | 49,386 | 1.22 | -0.154 | -7,594 |