| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,009,375 | 28,994,288 | -6,033,416 | 2,085,892 | 402 | 401,676,057 | 0.072 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -16,001,832 | 16,001,832 | -15,952,277 | 1,404,533 |
| 1.0000 | 12,992,457 | 12,992,457 | 9,918,861 | 681,360 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | -519,535 | -1,306,510 | -94,693 | 3,291,459 | 0.42 | 0.079 | 119,637 |
| CN | 112 | -3,793,668 | -6,264,019 | -7,582,774 | 10,676,283 | 1.43 | 0.112 | 984,562 |
| HK | 18 | 412,005 | -13,514 | 335,344 | 868,911 | 1.37 | 0.181 | 147,797 |
| ID | 1 | -849 | 0 | -246 | 849 | 0.29 | 0.063 | -54 |
| JP | 183 | -429,738 | -2,956,136 | 1,434,585 | 10,299,683 | 0.71 | 0.047 | 383,910 |
| KR | 16 | -299,896 | -293,945 | -170,187 | 355,146 | 0.62 | 0.164 | 67,126 |
| NZ | 1 | 6,679 | 0 | 1,951 | 6,679 | 0.29 | 0.141 | -945 |
| SG | 3 | -56,766 | -15,100 | -25,307 | 56,766 | 0.45 | 0.041 | 822 |
| TH | 17 | 2,550,880 | -4,573 | 1,081,210 | 2,560,026 | 0.45 | 0.107 | 313,531 |
| TW | 10 | -878,486 | -818,178 | -1,013,300 | 878,486 | 0.99 | 0.105 | 69,505 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 17 | -1,905,497 | -1,306,510 | -375,573 | 1,905,497 | 0.33 | -0.087 | 184,931 |
| 1.0000 | 24 | 1,385,962 | 0 | 280,880 | 1,385,962 | 0.48 | -0.068 | -65,294 | |
| CN | -1.0000 | 88 | -7,234,976 | -6,264,019 | -10,941,188 | 7,234,976 | 1.49 | -0.071 | 930,519 |
| 1.0000 | 24 | 3,441,308 | 0 | 3,358,414 | 3,441,308 | 1.21 | 0.060 | 54,043 | |
| HK | -1.0000 | 5 | -228,453 | -13,514 | -274,302 | 228,453 | 1.69 | 0.071 | -19,402 |
| 1.0000 | 13 | 640,458 | 0 | 609,646 | 640,458 | 1.25 | 0.204 | 167,199 | |
| ID | -1.0000 | 1 | -849 | 0 | -246 | 849 | 0.29 | 0.063 | -54 |
| JP | -1.0000 | 92 | -5,364,710 | -2,956,136 | -3,130,833 | 5,364,710 | 0.57 | -0.032 | 171,663 |
| 1.0000 | 91 | 4,934,973 | 0 | 4,565,418 | 4,934,973 | 0.85 | 0.001 | 212,248 | |
| KR | -1.0000 | 13 | -327,521 | -293,945 | -190,434 | 327,521 | 0.59 | -0.189 | 66,573 |
| 1.0000 | 3 | 27,625 | 0 | 20,246 | 27,625 | 0.72 | 0.021 | 553 | |
| NZ | 1.0000 | 1 | 6,679 | 0 | 1,951 | 6,679 | 0.29 | -0.141 | -945 |
| SG | -1.0000 | 3 | -56,766 | -15,100 | -25,307 | 56,766 | 0.45 | -0.026 | 822 |
| TH | -1.0000 | 1 | -4,573 | -4,573 | -1,096 | 4,573 | 0.24 | 0.005 | -25 |
| 1.0000 | 16 | 2,555,453 | 0 | 1,082,306 | 2,555,453 | 0.47 | 0.114 | 313,556 | |
| TW | -1.0000 | 10 | -878,486 | -818,178 | -1,013,300 | 878,486 | 0.99 | -0.105 | 69,505 |