| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,431,049 | 25,720,429 | -2,404,711 | 718,477 | 407 | 401,298,306 | 0.064 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -13,575,739 | 13,575,739 | -12,486,906 | 654,487 |
| 1.0000 | 12,144,690 | 12,144,690 | 10,082,195 | 63,990 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | 186,382 | -530,500 | 31,851 | 1,431,307 | 0.46 | 0.101 | 14,442 |
| CN | 123 | -2,174,634 | -4,453,654 | -2,156,303 | 11,241,274 | 1.37 | 0.111 | 771,938 |
| HK | 22 | -1,264,016 | -599,206 | -1,365,613 | 2,131,053 | 1.26 | 0.122 | -27,024 |
| ID | 1 | -15,788 | 0 | -4,576 | 15,788 | 0.29 | 0.048 | -763 |
| JP | 165 | -355,782 | -1,942,599 | 150,081 | 7,178,906 | 0.73 | 0.050 | 216,365 |
| KR | 24 | 713,800 | 0 | 381,189 | 713,800 | 0.46 | 0.042 | -2,105 |
| NZ | 1 | 1,849,316 | 0 | 540,262 | 1,849,316 | 0.29 | 0.160 | -295,271 |
| SG | 5 | -89,525 | -22,089 | -39,536 | 89,525 | 0.61 | 0.043 | 825 |
| TH | 19 | -80,109 | -41,205 | 182,211 | 841,268 | 0.35 | 0.093 | 27,325 |
| TW | 12 | -200,692 | -153,570 | -124,276 | 228,192 | 0.79 | 0.077 | 12,744 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 19 | -622,463 | -530,500 | -241,145 | 622,463 | 0.49 | -0.117 | 66,597 |
| 1.0000 | 16 | 808,845 | 0 | 272,996 | 808,845 | 0.41 | -0.068 | -52,155 | |
| CN | -1.0000 | 76 | -6,707,954 | -4,453,654 | -7,974,310 | 6,707,954 | 1.48 | -0.055 | 618,361 |
| 1.0000 | 47 | 4,533,320 | 0 | 5,818,007 | 4,533,320 | 1.19 | 0.052 | 153,578 | |
| HK | -1.0000 | 14 | -1,697,535 | -599,206 | -1,648,474 | 1,697,535 | 1.47 | 0.079 | -74,100 |
| 1.0000 | 8 | 433,518 | 0 | 282,861 | 433,518 | 0.89 | 0.133 | 47,076 | |
| ID | -1.0000 | 1 | -15,788 | 0 | -4,576 | 15,788 | 0.29 | 0.048 | -763 |
| JP | -1.0000 | 87 | -3,767,344 | -1,942,599 | -2,395,973 | 3,767,344 | 0.64 | -0.002 | 34,251 |
| 1.0000 | 78 | 3,411,562 | 0 | 2,546,054 | 3,411,562 | 0.82 | 0.020 | 182,114 | |
| KR | 1.0000 | 24 | 713,800 | 0 | 381,189 | 713,800 | 0.46 | -0.012 | -2,105 |
| NZ | 1.0000 | 1 | 1,849,316 | 0 | 540,262 | 1,849,316 | 0.29 | -0.160 | -295,271 |
| SG | -1.0000 | 5 | -89,525 | -22,089 | -39,536 | 89,525 | 0.61 | -0.008 | 825 |
| TH | -1.0000 | 10 | -460,688 | -41,205 | -45,134 | 460,688 | 0.19 | 0.018 | -3,602 |
| 1.0000 | 9 | 380,580 | 0 | 227,345 | 380,580 | 0.52 | 0.110 | 30,927 | |
| TW | -1.0000 | 10 | -214,442 | -153,570 | -137,758 | 214,442 | 0.76 | -0.076 | 12,917 |
| 1.0000 | 2 | 13,750 | 0 | 13,483 | 13,750 | 0.98 | -0.019 | -173 |