| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -5,589,749 | 24,142,727 | -1,043,597 | 2,043,802 | 345 | 402,420,384 | 0.060 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -14,866,238 | 14,866,238 | -10,330,449 | 1,054,466 |
| 1.0000 | 9,276,489 | 9,276,489 | 9,286,852 | 989,336 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | -407,305 | -788,275 | 280,322 | 2,349,980 | 0.53 | 0.081 | 52,876 |
| CN | 87 | -5,013,532 | -6,750,585 | -1,568,492 | 10,458,929 | 1.28 | 0.109 | 1,283,495 |
| HK | 22 | 281,612 | -15,565 | 331,542 | 2,494,702 | 1.39 | 0.170 | 266,880 |
| JP | 159 | -613,737 | -2,305,372 | -28,054 | 7,757,009 | 0.71 | 0.052 | 358,721 |
| KR | 7 | -21,756 | -72,286 | 5,510 | 159,923 | 0.51 | 0.181 | 21,563 |
| MY | 1 | 1,112 | 0 | 384 | 1,112 | 0.34 | 0.132 | 147 |
| NZ | 1 | -67,589 | -67,589 | -19,746 | 67,589 | 0.29 | 0.146 | 9,866 |
| SG | 6 | 238,884 | 0 | 86,158 | 238,884 | 0.58 | 0.064 | 22,451 |
| TH | 11 | 265,577 | -31,312 | 152,458 | 328,201 | 0.39 | 0.094 | -5,171 |
| TW | 10 | -253,013 | -269,705 | -283,679 | 286,398 | 0.96 | 0.129 | 32,974 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 19 | -1,378,642 | -788,275 | -152,119 | 1,378,642 | 0.36 | -0.101 | 98,295 |
| 1.0000 | 22 | 971,337 | 0 | 432,441 | 971,337 | 0.66 | -0.053 | -45,420 | |
| CN | -1.0000 | 62 | -7,736,231 | -6,750,585 | -5,285,989 | 7,736,231 | 1.29 | -0.050 | 852,336 |
| 1.0000 | 25 | 2,722,698 | 0 | 3,717,496 | 2,722,698 | 1.25 | 0.093 | 431,159 | |
| HK | -1.0000 | 9 | -1,106,545 | -15,565 | -1,400,076 | 1,106,545 | 1.43 | 0.053 | -97,572 |
| 1.0000 | 13 | 1,388,157 | 0 | 1,731,618 | 1,388,157 | 1.36 | 0.230 | 364,452 | |
| JP | -1.0000 | 88 | -4,185,373 | -2,305,372 | -3,152,572 | 4,185,373 | 0.64 | -0.045 | 138,265 |
| 1.0000 | 71 | 3,571,636 | 0 | 3,124,518 | 3,571,636 | 0.79 | 0.006 | 220,456 | |
| KR | -1.0000 | 6 | -90,840 | -72,286 | -31,724 | 90,840 | 0.50 | -0.208 | 20,092 |
| 1.0000 | 1 | 69,084 | 0 | 37,234 | 69,084 | 0.54 | 0.021 | 1,472 | |
| MY | 1.0000 | 1 | 1,112 | 0 | 384 | 1,112 | 0.34 | 0.132 | 147 |
| NZ | -1.0000 | 1 | -67,589 | -67,589 | -19,746 | 67,589 | 0.29 | -0.146 | 9,866 |
| SG | 1.0000 | 6 | 238,884 | 0 | 86,158 | 238,884 | 0.58 | 0.064 | 22,451 |
| TH | -1.0000 | 3 | -31,312 | -31,312 | 2,907 | 31,312 | 0.06 | -0.094 | 2,788 |
| 1.0000 | 8 | 296,889 | 0 | 149,551 | 296,889 | 0.51 | 0.073 | -7,958 | |
| TW | -1.0000 | 9 | -269,705 | -269,705 | -291,131 | 269,705 | 1.02 | -0.127 | 30,397 |
| 1.0000 | 1 | 16,692 | 0 | 7,452 | 16,692 | 0.45 | 0.154 | 2,577 |