| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,308,152 | 31,355,591 | -3,330,326 | 2,136,424 | 394 | 403,247,906 | 0.078 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -17,331,871 | 17,331,871 | -14,026,284 | 1,604,039 |
| 1.0000 | 14,023,719 | 14,023,719 | 10,695,958 | 532,385 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 50 | 23,842 | -1,869,339 | 36,953 | 4,381,499 | 0.55 | 0.092 | 51,106 |
| CN | 105 | -3,525,359 | -8,678,838 | -3,137,604 | 16,133,339 | 1.33 | 0.101 | 1,367,870 |
| HK | 21 | 10,540 | -252,828 | -538,173 | 2,712,659 | 1.44 | 0.151 | 317,538 |
| ID | 1 | -172,479 | 0 | -17,340 | 172,479 | 0.10 | 0.029 | -4,951 |
| JP | 180 | 511,026 | -1,935,837 | 539,459 | 6,440,803 | 0.74 | 0.055 | 306,840 |
| KR | 12 | 130,726 | -85,266 | 110,882 | 301,258 | 0.49 | 0.193 | 16,612 |
| MY | 1 | 1,674 | 0 | 735 | 1,674 | 0.44 | 0.136 | 227 |
| NZ | 1 | 17,796 | 0 | 4,816 | 17,796 | 0.27 | 0.162 | -2,884 |
| SG | 1 | -15,992 | 0 | -5,667 | 15,992 | 0.35 | 0.028 | -448 |
| TH | 10 | 137,578 | 0 | 87,496 | 180,332 | 0.34 | 0.124 | 17,040 |
| TW | 12 | -427,503 | -14,035 | -411,884 | 997,760 | 0.92 | 0.114 | 67,474 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 43 | -2,178,829 | -1,869,339 | -1,045,440 | 2,178,829 | 0.56 | -0.091 | 234,607 |
| 1.0000 | 7 | 2,202,671 | 0 | 1,082,393 | 2,202,671 | 0.49 | -0.025 | -183,502 | |
| CN | -1.0000 | 53 | -9,829,349 | -8,678,838 | -8,059,576 | 9,829,349 | 1.44 | -0.029 | 1,312,998 |
| 1.0000 | 52 | 6,303,990 | 0 | 4,921,972 | 6,303,990 | 1.22 | -0.003 | 54,872 | |
| HK | -1.0000 | 11 | -1,351,059 | -252,828 | -1,847,167 | 1,351,059 | 1.80 | 0.005 | -59,460 |
| 1.0000 | 10 | 1,361,599 | 0 | 1,308,993 | 1,361,599 | 1.05 | 0.241 | 376,999 | |
| ID | -1.0000 | 1 | -172,479 | 0 | -17,340 | 172,479 | 0.10 | 0.029 | -4,951 |
| JP | -1.0000 | 117 | -2,964,888 | -1,935,837 | -2,404,561 | 2,964,888 | 0.77 | -0.029 | 71,105 |
| 1.0000 | 63 | 3,475,914 | 0 | 2,944,020 | 3,475,914 | 0.70 | 0.037 | 235,735 | |
| KR | -1.0000 | 9 | -85,266 | -85,266 | -21,848 | 85,266 | 0.40 | -0.247 | 22,079 |
| 1.0000 | 3 | 215,992 | 0 | 132,730 | 215,992 | 0.76 | -0.017 | -5,467 | |
| MY | 1.0000 | 1 | 1,674 | 0 | 735 | 1,674 | 0.44 | 0.136 | 227 |
| NZ | 1.0000 | 1 | 17,796 | 0 | 4,816 | 17,796 | 0.27 | -0.162 | -2,884 |
| SG | -1.0000 | 1 | -15,992 | 0 | -5,667 | 15,992 | 0.35 | 0.028 | -448 |
| TH | -1.0000 | 2 | -21,377 | 0 | -520 | 21,377 | -0.04 | 0.095 | -1,753 |
| 1.0000 | 8 | 158,955 | 0 | 88,016 | 158,955 | 0.44 | 0.118 | 18,793 | |
| TW | -1.0000 | 4 | -712,632 | -14,035 | -624,165 | 712,632 | 0.91 | -0.077 | 29,862 |
| 1.0000 | 8 | 285,128 | 0 | 212,282 | 285,128 | 0.92 | 0.084 | 37,612 |