| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -549,208 | 27,605,865 | -2,272,533 | 1,384,043 | 393 | 401,257,823 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -14,077,537 | 14,077,537 | -13,377,333 | 781,316 |
| 1.0000 | 13,528,329 | 13,528,329 | 11,104,801 | 602,727 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | 1,480,416 | -432,263 | 746,484 | 3,495,946 | 0.60 | 0.094 | -35,710 |
| CN | 120 | -330,734 | -4,501,195 | -1,895,235 | 11,388,964 | 1.35 | 0.109 | 899,497 |
| HK | 25 | 169,159 | -47,693 | -121,715 | 1,283,851 | 1.51 | 0.167 | 157,767 |
| ID | 2 | -88,083 | 0 | -13,112 | 88,083 | 0.18 | 0.100 | -8,909 |
| IN | 1 | 14,917 | 0 | 5,447 | 14,917 | 0.37 | 0.156 | 2,328 |
| JP | 176 | -1,625,709 | -2,634,027 | -1,078,606 | 10,044,768 | 0.78 | 0.059 | 274,776 |
| KR | 11 | 25,100 | -102,422 | 96,271 | 229,944 | 0.39 | 0.233 | 30,364 |
| NZ | 1 | -4,135 | -4,135 | -1,119 | 4,135 | 0.27 | 0.138 | 572 |
| SG | 1 | -10,728 | 0 | -3,801 | 10,728 | 0.35 | 0.039 | -413 |
| TH | 6 | -300,052 | -110,775 | -57,108 | 300,052 | 0.17 | 0.145 | 453 |
| TW | 9 | 120,642 | -67,475 | 49,960 | 744,477 | 0.81 | 0.132 | 63,319 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 18 | -1,007,765 | -432,263 | -378,871 | 1,007,765 | 0.73 | -0.131 | 59,967 |
| 1.0000 | 23 | 2,488,181 | 0 | 1,125,355 | 2,488,181 | 0.50 | -0.033 | -95,677 | |
| CN | -1.0000 | 70 | -5,859,849 | -4,501,195 | -7,083,156 | 5,859,849 | 1.51 | -0.065 | 630,167 |
| 1.0000 | 50 | 5,529,115 | 0 | 5,187,921 | 5,529,115 | 1.14 | 0.020 | 269,329 | |
| HK | -1.0000 | 10 | -557,346 | -47,693 | -819,907 | 557,346 | 2.06 | 0.018 | -21,557 |
| 1.0000 | 15 | 726,505 | 0 | 698,192 | 726,505 | 1.14 | 0.226 | 179,324 | |
| ID | -1.0000 | 2 | -88,083 | 0 | -13,112 | 88,083 | 0.18 | 0.100 | -8,909 |
| IN | 1.0000 | 1 | 14,917 | 0 | 5,447 | 14,917 | 0.37 | 0.156 | 2,328 |
| JP | -1.0000 | 114 | -5,835,239 | -2,634,027 | -4,760,400 | 5,835,239 | 0.80 | -0.043 | 84,458 |
| 1.0000 | 62 | 4,209,529 | 0 | 3,681,795 | 4,209,529 | 0.76 | 0.030 | 190,318 | |
| KR | -1.0000 | 10 | -102,422 | -102,422 | -20,743 | 102,422 | 0.33 | -0.254 | 27,617 |
| 1.0000 | 1 | 127,522 | 0 | 117,015 | 127,522 | 0.92 | 0.022 | 2,747 | |
| NZ | -1.0000 | 1 | -4,135 | -4,135 | -1,119 | 4,135 | 0.27 | -0.138 | 572 |
| SG | -1.0000 | 1 | -10,728 | 0 | -3,801 | 10,728 | 0.35 | 0.039 | -413 |
| TH | -1.0000 | 6 | -300,052 | -110,775 | -57,108 | 300,052 | 0.17 | 0.070 | 453 |
| TW | -1.0000 | 5 | -311,918 | -67,475 | -239,115 | 311,918 | 0.76 | -0.050 | 8,960 |
| 1.0000 | 4 | 432,559 | 0 | 289,075 | 432,559 | 0.87 | 0.033 | 54,359 |