| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,832,701 | 20,326,319 | -4,995,402 | 1,352,664 | 341 | 401,516,775 | 0.051 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -12,079,510 | 12,079,510 | -11,273,932 | 806,502 |
| 1.0000 | 8,246,809 | 8,246,809 | 6,278,530 | 546,162 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | -55,687 | -1,389,986 | 204,971 | 3,509,042 | 0.46 | 0.079 | 77,864 |
| CN | 90 | -3,638,954 | -4,174,517 | -5,067,680 | 6,084,342 | 1.27 | 0.114 | 744,517 |
| HK | 25 | -140,141 | -157,866 | -526,576 | 2,588,504 | 1.38 | 0.150 | 223,453 |
| JP | 154 | 412,972 | -919,189 | 435,354 | 6,888,935 | 0.70 | 0.045 | 234,529 |
| KR | 9 | 129,029 | -180,384 | 111,174 | 489,798 | 0.62 | 0.132 | 50,561 |
| MY | 1 | 5,197 | 0 | 2,282 | 5,197 | 0.44 | 0.159 | 827 |
| NZ | 1 | 14,093 | 0 | 3,814 | 14,093 | 0.27 | 0.166 | -2,338 |
| SG | 1 | 50,899 | 0 | 25,626 | 50,899 | 0.50 | 0.098 | 4,985 |
| TH | 16 | -505,873 | -252,221 | -90,171 | 591,273 | 0.35 | 0.066 | 3,442 |
| TW | 8 | -104,235 | -104,235 | -94,196 | 104,235 | 0.97 | 0.143 | 14,824 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 16 | -1,782,365 | -1,389,986 | -324,123 | 1,782,365 | 0.32 | -0.073 | 173,095 |
| 1.0000 | 20 | 1,726,677 | 0 | 529,093 | 1,726,677 | 0.56 | -0.065 | -95,231 | |
| CN | -1.0000 | 66 | -4,861,648 | -4,174,517 | -6,395,897 | 4,861,648 | 1.34 | -0.061 | 661,870 |
| 1.0000 | 24 | 1,222,694 | 0 | 1,328,217 | 1,222,694 | 1.10 | 0.056 | 82,647 | |
| HK | -1.0000 | 13 | -1,364,323 | -157,866 | -1,860,226 | 1,364,323 | 1.50 | 0.056 | -117,351 |
| 1.0000 | 12 | 1,224,182 | 0 | 1,333,650 | 1,224,182 | 1.24 | 0.227 | 340,804 | |
| JP | -1.0000 | 71 | -3,237,982 | -919,189 | -2,399,025 | 3,237,982 | 0.62 | -0.014 | 29,490 |
| 1.0000 | 83 | 3,650,953 | 0 | 2,834,379 | 3,650,953 | 0.77 | 0.008 | 205,039 | |
| KR | -1.0000 | 4 | -180,384 | -180,384 | -97,558 | 180,384 | 0.35 | -0.246 | 47,694 |
| 1.0000 | 5 | 309,413 | 0 | 208,732 | 309,413 | 0.84 | 0.005 | 2,867 | |
| MY | 1.0000 | 1 | 5,197 | 0 | 2,282 | 5,197 | 0.44 | 0.159 | 827 |
| NZ | 1.0000 | 1 | 14,093 | 0 | 3,814 | 14,093 | 0.27 | -0.166 | -2,338 |
| SG | 1.0000 | 1 | 50,899 | 0 | 25,626 | 50,899 | 0.50 | 0.098 | 4,985 |
| TH | -1.0000 | 14 | -548,573 | -252,221 | -102,907 | 548,573 | 0.34 | -0.013 | -3,119 |
| 1.0000 | 2 | 42,700 | 0 | 12,736 | 42,700 | 0.40 | 0.111 | 6,561 | |
| TW | -1.0000 | 8 | -104,235 | -104,235 | -94,196 | 104,235 | 0.97 | -0.143 | 14,824 |