| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,579,230 | 18,191,541 | -3,921,354 | 995,131 | 341 | 401,285,744 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -10,885,385 | 10,885,385 | -9,627,334 | 601,138 |
| 1.0000 | 7,306,155 | 7,306,155 | 5,705,980 | 393,992 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | 101,406 | -410,605 | 86,078 | 1,616,139 | 0.45 | 0.090 | 62,655 |
| CN | 93 | -3,526,608 | -3,944,677 | -4,605,236 | 7,017,646 | 1.32 | 0.115 | 641,392 |
| HK | 20 | 44,438 | -38,587 | -335,079 | 929,395 | 1.39 | 0.130 | 65,471 |
| ID | 1 | -35,688 | 0 | -4,273 | 35,688 | 0.12 | 0.092 | -3,283 |
| JP | 150 | 576,883 | -1,606,681 | 1,195,947 | 6,373,784 | 0.71 | 0.050 | 197,775 |
| KR | 6 | 109,870 | -16,813 | 88,812 | 143,497 | 0.76 | 0.099 | 7,129 |
| NZ | 1 | -13,555 | -13,555 | -3,669 | 13,555 | 0.27 | 0.176 | 2,383 |
| SG | 2 | -2,314 | -2,427 | -2,655 | 2,540 | 0.67 | 0.041 | 135 |
| TH | 14 | -467,024 | -90,585 | -141,122 | 1,664,097 | 0.36 | 0.078 | 25,149 |
| TW | 13 | -366,637 | -129,133 | -200,157 | 395,199 | 0.84 | 0.116 | -3,675 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 14 | -757,366 | -410,605 | -296,812 | 757,366 | 0.59 | -0.104 | 68,638 |
| 1.0000 | 27 | 858,773 | 0 | 382,890 | 858,773 | 0.38 | -0.055 | -5,982 | |
| CN | -1.0000 | 69 | -5,272,127 | -3,944,677 | -6,219,769 | 5,272,127 | 1.34 | -0.052 | 589,888 |
| 1.0000 | 24 | 1,745,519 | 0 | 1,614,533 | 1,745,519 | 1.26 | 0.014 | 51,504 | |
| HK | -1.0000 | 12 | -442,479 | -38,587 | -752,506 | 442,479 | 1.70 | 0.087 | -42,578 |
| 1.0000 | 8 | 486,916 | 0 | 417,427 | 486,916 | 0.92 | 0.167 | 108,049 | |
| ID | -1.0000 | 1 | -35,688 | 0 | -4,273 | 35,688 | 0.12 | 0.092 | -3,283 |
| JP | -1.0000 | 74 | -2,898,451 | -1,606,681 | -1,854,541 | 2,898,451 | 0.67 | -0.019 | 15,548 |
| 1.0000 | 76 | 3,475,333 | 0 | 3,050,487 | 3,475,333 | 0.75 | 0.014 | 182,227 | |
| KR | -1.0000 | 1 | -16,813 | -16,813 | -17,656 | 16,813 | 1.05 | -0.303 | 5,090 |
| 1.0000 | 5 | 126,684 | 0 | 106,468 | 126,684 | 0.70 | 0.002 | 2,039 | |
| NZ | -1.0000 | 1 | -13,555 | -13,555 | -3,669 | 13,555 | 0.27 | -0.176 | 2,383 |
| SG | -1.0000 | 1 | -2,427 | -2,427 | -2,682 | 2,427 | 1.10 | -0.054 | 132 |
| 1.0000 | 1 | 113 | 0 | 27 | 113 | 0.24 | 0.028 | 3 | |
| TH | -1.0000 | 10 | -1,065,561 | -90,585 | -260,561 | 1,065,561 | 0.37 | -0.006 | -34,961 |
| 1.0000 | 4 | 598,537 | 0 | 119,438 | 598,537 | 0.33 | 0.093 | 60,110 | |
| TW | -1.0000 | 12 | -380,918 | -129,133 | -214,867 | 380,918 | 0.82 | -0.071 | 283 |
| 1.0000 | 1 | 14,281 | 0 | 14,710 | 14,281 | 1.03 | -0.277 | -3,958 |