| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,091,992 | 29,540,037 | -3,476,216 | 1,725,284 | 378 | 402,187,908 | 0.073 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -15,816,015 | 15,816,015 | -13,109,870 | 1,062,137 |
| 1.0000 | 13,724,023 | 13,724,023 | 9,633,653 | 663,147 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 51 | 312,783 | -1,044,248 | 567,584 | 3,701,922 | 0.51 | 0.089 | 120,587 |
| CN | 99 | -2,120,696 | -5,756,370 | -3,929,318 | 11,966,055 | 1.30 | 0.109 | 1,000,220 |
| HK | 19 | 1,219,889 | -41,542 | 914,547 | 1,591,094 | 1.37 | 0.159 | 250,375 |
| ID | 2 | -181,889 | 0 | -22,028 | 181,889 | 0.18 | 0.080 | -14,365 |
| IN | 2 | -360,995 | 0 | -134,567 | 360,995 | 0.41 | 0.124 | -47,524 |
| JP | 170 | -452,708 | -4,345,433 | -926,507 | 9,986,949 | 0.69 | 0.048 | 373,296 |
| KR | 7 | -27,626 | -33,838 | -15,501 | 40,050 | 0.50 | 0.196 | 8,100 |
| NZ | 1 | -1,305 | -1,305 | -353 | 1,305 | 0.27 | 0.170 | 222 |
| SG | 3 | -25,208 | 0 | -7,372 | 25,208 | 0.36 | 0.070 | -2,088 |
| TH | 16 | -432,891 | -91,577 | -2,610 | 1,379,820 | 0.35 | 0.085 | 31,744 |
| TW | 8 | -21,346 | -112,245 | 79,907 | 304,750 | 0.79 | 0.111 | 4,716 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 18 | -1,694,570 | -1,044,248 | -144,344 | 1,694,570 | 0.34 | -0.022 | 142,155 |
| 1.0000 | 33 | 2,007,352 | 0 | 711,928 | 2,007,352 | 0.60 | -0.090 | -21,568 | |
| CN | -1.0000 | 67 | -7,043,375 | -5,756,370 | -7,553,700 | 7,043,375 | 1.26 | -0.056 | 818,083 |
| 1.0000 | 32 | 4,922,680 | 0 | 3,624,382 | 4,922,680 | 1.40 | 0.003 | 182,137 | |
| HK | -1.0000 | 8 | -185,602 | -41,542 | -298,914 | 185,602 | 1.68 | 0.105 | -22,364 |
| 1.0000 | 11 | 1,405,491 | 0 | 1,213,461 | 1,405,491 | 1.15 | 0.198 | 272,739 | |
| ID | -1.0000 | 2 | -181,889 | 0 | -22,028 | 181,889 | 0.18 | 0.080 | -14,365 |
| IN | -1.0000 | 2 | -360,995 | 0 | -134,567 | 360,995 | 0.41 | 0.124 | -47,524 |
| JP | -1.0000 | 68 | -5,219,828 | -4,345,433 | -4,674,159 | 5,219,828 | 0.66 | -0.014 | 186,446 |
| 1.0000 | 102 | 4,767,121 | 0 | 3,747,653 | 4,767,121 | 0.72 | 0.007 | 186,850 | |
| KR | -1.0000 | 5 | -33,838 | -33,838 | -20,529 | 33,838 | 0.39 | -0.246 | 8,067 |
| 1.0000 | 2 | 6,212 | 0 | 5,029 | 6,212 | 0.80 | -0.022 | 33 | |
| NZ | -1.0000 | 1 | -1,305 | -1,305 | -353 | 1,305 | 0.27 | -0.170 | 222 |
| SG | -1.0000 | 3 | -25,208 | 0 | -7,372 | 25,208 | 0.36 | 0.070 | -2,088 |
| TH | -1.0000 | 4 | -906,356 | -91,577 | -198,576 | 906,356 | 0.21 | 0.064 | -3,413 |
| 1.0000 | 12 | 473,464 | 0 | 195,966 | 473,464 | 0.40 | 0.065 | 35,157 | |
| TW | -1.0000 | 3 | -163,048 | -112,245 | -55,328 | 163,048 | 0.49 | -0.000 | -3,084 |
| 1.0000 | 5 | 141,702 | 0 | 135,235 | 141,702 | 0.97 | 0.070 | 7,800 |