| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 503,582 | 15,990,876 | -542,619 | 399,129 | 353 | 400,124,192 | 0.040 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -7,743,647 | 7,743,647 | -7,067,079 | 400,741 |
| 1.0000 | 8,247,229 | 8,247,229 | 6,524,460 | -1,612 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | 73,493 | -638,351 | 118,080 | 1,621,133 | 0.42 | 0.099 | 19,832 |
| CN | 97 | -31,512 | -1,657,358 | -1,323,606 | 4,532,320 | 1.47 | 0.109 | 250,538 |
| HK | 17 | 301,544 | -28,000 | 270,141 | 408,363 | 1.33 | 0.160 | 65,624 |
| JP | 164 | -465,134 | -1,642,828 | 235,092 | 7,261,166 | 0.74 | 0.051 | 187,979 |
| KR | 7 | -143,917 | -187,853 | -93,421 | 231,790 | 0.70 | 0.115 | 48,101 |
| NZ | 1 | 1,179,037 | 0 | 344,446 | 1,179,037 | 0.29 | 0.154 | -181,988 |
| SG | 4 | -82,663 | -20,464 | -49,697 | 82,663 | 0.66 | 0.046 | -166 |
| TH | 16 | -266,464 | -40,519 | -12,389 | 537,487 | 0.44 | 0.091 | -481 |
| TW | 6 | -60,804 | -71,219 | -31,265 | 136,916 | 0.81 | 0.109 | 9,690 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 25 | -773,820 | -638,351 | -202,203 | 773,820 | 0.47 | -0.103 | 86,611 |
| 1.0000 | 16 | 847,313 | 0 | 320,283 | 847,313 | 0.33 | -0.082 | -66,779 | |
| CN | -1.0000 | 54 | -2,281,916 | -1,657,358 | -3,905,275 | 2,281,916 | 1.71 | -0.063 | 251,734 |
| 1.0000 | 43 | 2,250,404 | 0 | 2,581,670 | 2,250,404 | 1.16 | 0.041 | -1,195 | |
| HK | -1.0000 | 4 | -53,409 | -28,000 | -99,293 | 53,409 | 1.91 | 0.058 | -2,873 |
| 1.0000 | 13 | 354,954 | 0 | 369,435 | 354,954 | 1.15 | 0.160 | 68,498 | |
| JP | -1.0000 | 66 | -3,863,150 | -1,642,828 | -2,518,616 | 3,863,150 | 0.63 | -0.020 | 27,044 |
| 1.0000 | 98 | 3,398,016 | 0 | 2,753,709 | 3,398,016 | 0.82 | 0.018 | 160,935 | |
| KR | -1.0000 | 3 | -187,853 | -187,853 | -115,346 | 187,853 | 0.59 | -0.244 | 48,942 |
| 1.0000 | 4 | 43,937 | 0 | 21,925 | 43,937 | 0.78 | 0.005 | -841 | |
| NZ | 1.0000 | 1 | 1,179,037 | 0 | 344,446 | 1,179,037 | 0.29 | -0.154 | -181,988 |
| SG | -1.0000 | 4 | -82,663 | -20,464 | -49,697 | 82,663 | 0.66 | -0.031 | -166 |
| TH | -1.0000 | 8 | -401,976 | -40,519 | -102,252 | 401,976 | 0.27 | 0.035 | -16,188 |
| 1.0000 | 8 | 135,512 | 0 | 89,863 | 135,512 | 0.62 | 0.080 | 15,708 | |
| TW | -1.0000 | 5 | -98,860 | -71,219 | -74,396 | 98,860 | 0.74 | -0.051 | 5,639 |
| 1.0000 | 1 | 38,056 | 0 | 43,131 | 38,056 | 1.13 | 0.106 | 4,051 |