| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,291,923 | 18,125,540 | -2,571,591 | 1,314,383 | 354 | 400,781,180 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -9,708,731 | 9,708,731 | -8,857,069 | 617,760 |
| 1.0000 | 8,416,809 | 8,416,809 | 6,285,477 | 696,624 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 47 | 105,239 | -347,780 | -544,998 | 3,110,409 | 0.50 | 0.080 | 171,190 |
| CN | 92 | -1,734,213 | -2,786,458 | -3,002,904 | 4,874,252 | 1.30 | 0.115 | 438,686 |
| HK | 13 | 388,033 | -371,457 | 986,325 | 1,312,969 | 1.51 | 0.158 | 258,817 |
| IN | 1 | -27,019 | 0 | -9,992 | 27,019 | 0.37 | 0.004 | -108 |
| JP | 160 | 102,899 | -1,096,402 | 128,478 | 5,905,881 | 0.71 | 0.054 | 147,163 |
| KR | 15 | 102,530 | -416,798 | 194,488 | 936,126 | 0.74 | 0.183 | 117,730 |
| NZ | 1 | -34,617 | -34,617 | -9,369 | 34,617 | 0.27 | 0.149 | 5,148 |
| SG | 2 | -27,105 | 0 | -13,691 | 27,105 | 0.52 | 0.037 | -1,078 |
| TH | 16 | 77,459 | -292,616 | -91,742 | 1,595,538 | 0.31 | 0.108 | 153,054 |
| TW | 7 | -245,130 | -192,508 | -208,186 | 301,624 | 0.97 | 0.117 | 23,781 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 26 | -1,502,585 | -347,780 | -943,236 | 1,502,585 | 0.53 | -0.062 | 66,626 |
| 1.0000 | 21 | 1,607,824 | 0 | 398,237 | 1,607,824 | 0.46 | -0.036 | 104,564 | |
| CN | -1.0000 | 55 | -3,304,232 | -2,786,458 | -4,528,353 | 3,304,232 | 1.35 | -0.055 | 390,531 |
| 1.0000 | 37 | 1,570,019 | 0 | 1,525,449 | 1,570,019 | 1.24 | 0.009 | 48,155 | |
| HK | -1.0000 | 7 | -462,468 | -371,457 | -515,749 | 462,468 | 1.35 | -0.019 | 15,352 |
| 1.0000 | 6 | 850,501 | 0 | 1,502,073 | 850,501 | 1.69 | 0.248 | 243,465 | |
| IN | -1.0000 | 1 | -27,019 | 0 | -9,992 | 27,019 | 0.37 | 0.004 | -108 |
| JP | -1.0000 | 82 | -2,901,491 | -1,096,402 | -2,178,919 | 2,901,491 | 0.67 | -0.012 | 13,665 |
| 1.0000 | 78 | 3,004,390 | 0 | 2,307,397 | 3,004,390 | 0.75 | 0.025 | 133,498 | |
| KR | -1.0000 | 9 | -416,798 | -416,798 | -203,419 | 416,798 | 0.74 | -0.260 | 104,151 |
| 1.0000 | 6 | 519,328 | 0 | 397,907 | 519,328 | 0.74 | 0.004 | 13,580 | |
| NZ | -1.0000 | 1 | -34,617 | -34,617 | -9,369 | 34,617 | 0.27 | -0.149 | 5,148 |
| SG | -1.0000 | 2 | -27,105 | 0 | -13,691 | 27,105 | 0.52 | 0.037 | -1,078 |
| TH | -1.0000 | 12 | -759,040 | -292,616 | -208,788 | 759,040 | 0.33 | 0.040 | -4,808 |
| 1.0000 | 4 | 836,498 | 0 | 117,047 | 836,498 | 0.24 | 0.190 | 157,863 | |
| TW | -1.0000 | 6 | -273,377 | -192,508 | -245,552 | 273,377 | 0.91 | -0.108 | 28,282 |
| 1.0000 | 1 | 28,247 | 0 | 37,366 | 28,247 | 1.32 | -0.159 | -4,500 |