| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -4,833,858 | 20,668,332 | -3,014,981 | 1,445,092 | 393 | 401,775,983 | 0.051 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -12,751,095 | 12,751,095 | -10,608,621 | 1,148,236 |
| 1.0000 | 7,917,237 | 7,917,237 | 7,593,640 | 296,856 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 45 | -51,017 | -517,075 | -70,864 | 2,111,398 | 0.56 | 0.089 | 89,395 |
| CN | 111 | -3,748,249 | -5,949,633 | -2,597,602 | 9,642,512 | 1.35 | 0.111 | 843,314 |
| HK | 19 | 225,171 | -174,780 | 308,166 | 1,317,358 | 1.39 | 0.163 | 147,580 |
| IN | 1 | -13,944 | 0 | -5,157 | 13,944 | 0.37 | 0.024 | -336 |
| JP | 168 | -1,532,574 | -1,812,819 | -894,920 | 5,763,386 | 0.72 | 0.056 | 224,536 |
| KR | 23 | -30,117 | -470,667 | 247,898 | 911,217 | 0.58 | 0.199 | 53,588 |
| NZ | 1 | 51,525 | 0 | 13,945 | 51,525 | 0.27 | 0.173 | -8,898 |
| SG | 1 | 25,926 | 0 | 13,053 | 25,926 | 0.50 | 0.087 | 2,249 |
| TH | 15 | 382,638 | -61,473 | 79,046 | 647,954 | 0.36 | 0.118 | 88,392 |
| TW | 9 | -143,217 | -96,004 | -108,545 | 183,111 | 0.88 | 0.117 | 5,271 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 27 | -1,081,207 | -517,075 | -419,125 | 1,081,207 | 0.58 | -0.071 | 46,883 |
| 1.0000 | 18 | 1,030,190 | 0 | 348,261 | 1,030,190 | 0.53 | -0.047 | 42,512 | |
| CN | -1.0000 | 64 | -6,695,381 | -5,949,633 | -6,310,148 | 6,695,381 | 1.49 | -0.061 | 916,262 |
| 1.0000 | 47 | 2,947,132 | 0 | 3,712,545 | 2,947,132 | 1.17 | 0.000 | -72,948 | |
| HK | -1.0000 | 9 | -546,093 | -174,780 | -852,350 | 546,093 | 1.40 | 0.000 | -31,637 |
| 1.0000 | 10 | 771,265 | 0 | 1,160,516 | 771,265 | 1.37 | 0.223 | 179,217 | |
| IN | -1.0000 | 1 | -13,944 | 0 | -5,157 | 13,944 | 0.37 | 0.024 | -336 |
| JP | -1.0000 | 109 | -3,647,980 | -1,812,819 | -2,620,610 | 3,647,980 | 0.69 | -0.033 | 100,270 |
| 1.0000 | 59 | 2,115,406 | 0 | 1,725,690 | 2,115,406 | 0.78 | 0.033 | 124,266 | |
| KR | -1.0000 | 19 | -470,667 | -470,667 | -217,423 | 470,667 | 0.51 | -0.213 | 109,282 |
| 1.0000 | 4 | 440,550 | 0 | 465,321 | 440,550 | 0.88 | -0.020 | -55,694 | |
| NZ | 1.0000 | 1 | 51,525 | 0 | 13,945 | 51,525 | 0.27 | -0.173 | -8,898 |
| SG | 1.0000 | 1 | 25,926 | 0 | 13,053 | 25,926 | 0.50 | 0.087 | 2,249 |
| TH | -1.0000 | 7 | -132,658 | -61,473 | -48,875 | 132,658 | 0.43 | 0.002 | -639 |
| 1.0000 | 8 | 515,296 | 0 | 127,922 | 515,296 | 0.30 | 0.159 | 89,031 | |
| TW | -1.0000 | 8 | -163,164 | -96,004 | -134,933 | 163,164 | 0.82 | -0.063 | 8,150 |
| 1.0000 | 1 | 19,947 | 0 | 26,387 | 19,947 | 1.32 | -0.144 | -2,879 |