| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,389,248 | 23,010,580 | -4,082,311 | 1,544,565 | 373 | 401,552,433 | 0.057 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -12,199,914 | 12,199,914 | -13,498,341 | 860,592 |
| 1.0000 | 10,810,666 | 10,810,666 | 9,416,029 | 683,972 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | -162,268 | -1,044,756 | 328,641 | 1,977,189 | 0.57 | 0.081 | 81,868 |
| CN | 107 | -1,460,863 | -4,497,150 | -4,321,543 | 10,457,968 | 1.38 | 0.097 | 896,182 |
| HK | 15 | -737,940 | -465,997 | -1,185,274 | 2,794,404 | 1.30 | 0.134 | 141,527 |
| JP | 172 | 930,557 | -1,490,514 | 905,028 | 6,784,655 | 0.73 | 0.054 | 314,521 |
| KR | 10 | -53,974 | -159,205 | -785 | 264,436 | 0.39 | 0.195 | 57,656 |
| MY | 1 | 20,809 | 0 | 9,138 | 20,809 | 0.44 | 0.166 | 3,446 |
| NZ | 1 | -36,625 | -36,625 | -9,913 | 36,625 | 0.27 | 0.184 | 6,726 |
| SG | 2 | -51,362 | 0 | -14,284 | 103,876 | 0.43 | 0.040 | 1,417 |
| TH | 16 | 46,257 | -109,505 | 50,850 | 328,276 | 0.38 | 0.110 | 16,544 |
| TW | 10 | 116,161 | -2,191 | 155,830 | 242,340 | 0.86 | 0.151 | 24,677 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 14 | -1,069,729 | -1,044,756 | -105,607 | 1,069,729 | 0.39 | -0.098 | 138,996 |
| 1.0000 | 25 | 907,460 | 0 | 434,248 | 907,460 | 0.67 | -0.041 | -57,127 | |
| CN | -1.0000 | 58 | -5,959,416 | -4,497,150 | -8,429,753 | 5,959,416 | 1.53 | -0.058 | 812,806 |
| 1.0000 | 49 | 4,498,553 | 0 | 4,108,210 | 4,498,553 | 1.20 | 0.003 | 83,376 | |
| HK | -1.0000 | 9 | -1,766,172 | -465,997 | -2,600,999 | 1,766,172 | 1.31 | -0.007 | -151,960 |
| 1.0000 | 6 | 1,028,232 | 0 | 1,415,725 | 1,028,232 | 1.28 | 0.216 | 293,487 | |
| JP | -1.0000 | 114 | -2,927,049 | -1,490,514 | -2,231,095 | 2,927,049 | 0.72 | -0.026 | 22,933 |
| 1.0000 | 58 | 3,857,606 | 0 | 3,136,123 | 3,857,606 | 0.73 | 0.042 | 291,588 | |
| KR | -1.0000 | 7 | -159,205 | -159,205 | -44,603 | 159,205 | 0.40 | -0.242 | 45,349 |
| 1.0000 | 3 | 105,231 | 0 | 43,818 | 105,231 | 0.38 | 0.053 | 12,307 | |
| MY | 1.0000 | 1 | 20,809 | 0 | 9,138 | 20,809 | 0.44 | 0.166 | 3,446 |
| NZ | -1.0000 | 1 | -36,625 | -36,625 | -9,913 | 36,625 | 0.27 | -0.184 | 6,726 |
| SG | -1.0000 | 1 | -77,619 | 0 | -27,503 | 77,619 | 0.35 | 0.007 | -527 |
| 1.0000 | 1 | 26,257 | 0 | 13,219 | 26,257 | 0.50 | 0.074 | 1,944 | |
| TH | -1.0000 | 5 | -141,010 | -109,505 | -28,989 | 141,010 | 0.22 | 0.097 | -5,322 |
| 1.0000 | 11 | 187,267 | 0 | 79,839 | 187,267 | 0.45 | 0.107 | 21,867 | |
| TW | -1.0000 | 3 | -63,090 | -2,191 | -19,878 | 63,090 | 0.55 | 0.018 | -8,409 |
| 1.0000 | 7 | 179,251 | 0 | 175,708 | 179,251 | 1.00 | 0.119 | 33,086 |