| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -867,953 | 13,805,493 | -1,905,835 | 780,144 | 313 | 400,355,415 | 0.034 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -7,336,723 | 7,336,723 | -7,873,122 | 672,643 |
| 1.0000 | 6,468,770 | 6,468,770 | 5,967,287 | 107,501 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | 425,715 | -107,421 | 271,133 | 1,495,243 | 0.61 | 0.088 | 11,473 |
| CN | 88 | -1,401,063 | -3,063,740 | -2,860,086 | 5,932,112 | 1.38 | 0.107 | 544,969 |
| HK | 9 | -134,468 | -214,099 | -170,280 | 300,354 | 1.40 | 0.123 | 22,117 |
| IN | 1 | -18,270 | 0 | -6,672 | 18,270 | 0.37 | 0.075 | -1,365 |
| JP | 158 | 446,619 | -1,728,353 | 968,865 | 5,794,821 | 0.71 | 0.050 | 199,172 |
| KR | 9 | -58,411 | -57,644 | -14,073 | 58,411 | 0.38 | 0.224 | 14,167 |
| MY | 1 | 495 | 0 | 217 | 495 | 0.44 | 0.145 | 72 |
| NZ | 1 | 33,962 | 0 | 9,192 | 33,962 | 0.27 | 0.155 | -5,272 |
| SG | 1 | -48,457 | 0 | -17,170 | 48,457 | 0.35 | 0.019 | 911 |
| TW | 5 | -114,074 | -9,098 | -86,962 | 123,368 | 0.91 | 0.140 | -6,100 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 14 | -534,764 | -107,421 | -162,431 | 534,764 | 0.57 | -0.113 | 17,603 |
| 1.0000 | 26 | 960,479 | 0 | 433,565 | 960,479 | 0.64 | -0.043 | -6,130 | |
| CN | -1.0000 | 48 | -3,666,588 | -3,063,740 | -5,567,195 | 3,666,588 | 1.46 | -0.074 | 530,257 |
| 1.0000 | 40 | 2,265,524 | 0 | 2,707,109 | 2,265,524 | 1.28 | 0.011 | 14,713 | |
| HK | -1.0000 | 5 | -217,411 | -214,099 | -254,616 | 217,411 | 1.58 | -0.007 | 3,233 |
| 1.0000 | 4 | 82,943 | 0 | 84,336 | 82,943 | 1.17 | 0.235 | 18,884 | |
| IN | -1.0000 | 1 | -18,270 | 0 | -6,672 | 18,270 | 0.37 | 0.075 | -1,365 |
| JP | -1.0000 | 86 | -2,674,101 | -1,728,353 | -1,759,216 | 2,674,101 | 0.59 | -0.044 | 112,879 |
| 1.0000 | 72 | 3,120,720 | 0 | 2,728,081 | 3,120,720 | 0.85 | -0.004 | 86,293 | |
| KR | -1.0000 | 9 | -58,411 | -57,644 | -14,073 | 58,411 | 0.38 | -0.224 | 14,167 |
| MY | 1.0000 | 1 | 495 | 0 | 217 | 495 | 0.44 | 0.145 | 72 |
| NZ | 1.0000 | 1 | 33,962 | 0 | 9,192 | 33,962 | 0.27 | -0.155 | -5,272 |
| SG | -1.0000 | 1 | -48,457 | 0 | -17,170 | 48,457 | 0.35 | -0.019 | 911 |
| TW | -1.0000 | 4 | -118,721 | -9,098 | -91,749 | 118,721 | 0.88 | -0.089 | -5,042 |
| 1.0000 | 1 | 4,647 | 0 | 4,786 | 4,647 | 1.03 | -0.228 | -1,058 |