| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,163,285 | 23,632,800 | -3,490,510 | 1,600,182 | 371 | 401,467,528 | 0.059 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -12,898,042 | 12,898,042 | -12,760,443 | 826,505 |
| 1.0000 | 10,734,757 | 10,734,757 | 9,269,934 | 773,677 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 46 | 909,129 | -491,905 | 359,779 | 2,978,689 | 0.54 | 0.090 | -34,015 |
| CN | 100 | -2,250,949 | -4,909,393 | -2,544,561 | 9,491,327 | 1.36 | 0.127 | 962,435 |
| HK | 23 | 56,914 | -41,816 | -751,426 | 2,980,775 | 1.32 | 0.191 | 271,015 |
| IN | 1 | 556,261 | 0 | 203,132 | 556,261 | 0.37 | 0.196 | 108,955 |
| JP | 169 | -431,381 | -1,295,216 | -501,006 | 6,506,389 | 0.74 | 0.058 | 194,706 |
| KR | 10 | -58,846 | -58,846 | -19,815 | 58,846 | 0.53 | 0.247 | 15,838 |
| NZ | 1 | -20,931 | -20,931 | -5,665 | 20,931 | 0.27 | 0.133 | 2,774 |
| SG | 1 | -6,350 | 0 | -2,250 | 6,350 | 0.35 | 0.024 | -154 |
| TH | 12 | -853,524 | -296,078 | -136,043 | 853,524 | 0.31 | 0.105 | 48,296 |
| TW | 8 | -63,607 | -121,657 | -92,654 | 179,707 | 1.01 | 0.142 | 30,332 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 27 | -1,034,780 | -491,905 | -442,519 | 1,034,780 | 0.58 | -0.102 | 44,153 |
| 1.0000 | 19 | 1,943,909 | 0 | 802,297 | 1,943,909 | 0.48 | -0.007 | -78,168 | |
| CN | -1.0000 | 59 | -5,871,138 | -4,909,393 | -6,669,087 | 5,871,138 | 1.52 | -0.104 | 842,153 |
| 1.0000 | 41 | 3,620,189 | 0 | 4,124,526 | 3,620,189 | 1.13 | 0.061 | 120,283 | |
| HK | -1.0000 | 9 | -1,461,930 | -41,816 | -2,613,081 | 1,461,930 | 1.76 | 0.081 | -173,411 |
| 1.0000 | 14 | 1,518,845 | 0 | 1,861,655 | 1,518,845 | 1.03 | 0.247 | 444,427 | |
| IN | 1.0000 | 1 | 556,261 | 0 | 203,132 | 556,261 | 0.37 | 0.196 | 108,955 |
| JP | -1.0000 | 100 | -3,468,885 | -1,295,216 | -2,722,442 | 3,468,885 | 0.78 | -0.038 | 22,933 |
| 1.0000 | 69 | 3,037,504 | 0 | 2,221,436 | 3,037,504 | 0.68 | 0.025 | 171,773 | |
| KR | -1.0000 | 10 | -58,846 | -58,846 | -19,815 | 58,846 | 0.53 | -0.247 | 15,838 |
| NZ | -1.0000 | 1 | -20,931 | -20,931 | -5,665 | 20,931 | 0.27 | -0.133 | 2,774 |
| SG | -1.0000 | 1 | -6,350 | 0 | -2,250 | 6,350 | 0.35 | 0.024 | -154 |
| TH | -1.0000 | 12 | -853,524 | -296,078 | -136,043 | 853,524 | 0.31 | 0.031 | 48,296 |
| TW | -1.0000 | 4 | -121,657 | -121,657 | -149,542 | 121,657 | 1.03 | -0.164 | 23,924 |
| 1.0000 | 4 | 58,050 | 0 | 56,887 | 58,050 | 1.00 | 0.086 | 6,407 |