| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,612,272 | 19,252,887 | -4,324,057 | 1,348,308 | 363 | 401,744,070 | 0.048 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -11,432,580 | 11,432,580 | -11,102,388 | 788,250 |
| 1.0000 | 7,820,307 | 7,820,307 | 6,778,330 | 560,058 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | 40,715 | -392,746 | 16,508 | 1,143,662 | 0.57 | 0.083 | 43,988 |
| CN | 106 | -3,417,635 | -4,773,242 | -4,534,669 | 7,800,899 | 1.36 | 0.122 | 723,357 |
| HK | 21 | 1,003,036 | -56,079 | 1,201,933 | 1,394,684 | 1.34 | 0.166 | 241,107 |
| JP | 172 | -657,835 | -2,391,787 | -597,800 | 7,619,969 | 0.75 | 0.057 | 289,525 |
| KR | 9 | 75,851 | -100,565 | 69,447 | 276,981 | 0.43 | 0.142 | 21,459 |
| MY | 1 | 28,054 | 0 | 12,319 | 28,054 | 0.44 | 0.153 | 4,286 |
| NZ | 1 | -24,781 | -24,781 | -6,707 | 24,781 | 0.27 | 0.156 | 3,854 |
| SG | 2 | -11,341 | 0 | -3,597 | 17,001 | 0.43 | 0.040 | -71 |
| TW | 10 | -648,336 | -2,177 | -481,493 | 946,856 | 0.85 | 0.114 | 20,804 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 22 | -551,474 | -392,746 | -220,379 | 551,474 | 0.59 | -0.081 | 60,912 |
| 1.0000 | 19 | 592,188 | 0 | 236,888 | 592,188 | 0.55 | -0.034 | -16,924 | |
| CN | -1.0000 | 74 | -5,609,267 | -4,773,242 | -6,791,371 | 5,609,267 | 1.45 | -0.076 | 577,305 |
| 1.0000 | 32 | 2,191,632 | 0 | 2,256,702 | 2,191,632 | 1.16 | 0.059 | 146,051 | |
| HK | -1.0000 | 6 | -195,824 | -56,079 | -248,491 | 195,824 | 1.34 | -0.019 | -10,156 |
| 1.0000 | 15 | 1,198,860 | 0 | 1,450,423 | 1,198,860 | 1.35 | 0.196 | 251,263 | |
| JP | -1.0000 | 100 | -4,138,902 | -2,391,787 | -3,171,779 | 4,138,902 | 0.75 | -0.041 | 121,867 |
| 1.0000 | 72 | 3,481,067 | 0 | 2,573,979 | 3,481,067 | 0.75 | 0.028 | 167,658 | |
| KR | -1.0000 | 5 | -100,565 | -100,565 | -27,605 | 100,565 | 0.38 | -0.235 | 24,661 |
| 1.0000 | 4 | 176,416 | 0 | 97,052 | 176,416 | 0.48 | 0.014 | -3,202 | |
| MY | 1.0000 | 1 | 28,054 | 0 | 12,319 | 28,054 | 0.44 | 0.153 | 4,286 |
| NZ | -1.0000 | 1 | -24,781 | -24,781 | -6,707 | 24,781 | 0.27 | -0.156 | 3,854 |
| SG | -1.0000 | 1 | -14,171 | 0 | -5,021 | 14,171 | 0.35 | 0.018 | -249 |
| 1.0000 | 1 | 2,830 | 0 | 1,425 | 2,830 | 0.50 | 0.063 | 178 | |
| TW | -1.0000 | 3 | -797,596 | -2,177 | -631,035 | 797,596 | 0.65 | -0.006 | 10,056 |
| 1.0000 | 7 | 149,260 | 0 | 149,542 | 149,260 | 0.94 | 0.060 | 10,748 |