| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,436,112 | 22,605,775 | -3,328,662 | 1,122,390 | 343 | 401,201,615 | 0.056 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -12,520,944 | 12,520,944 | -11,757,481 | 421,091 |
| 1.0000 | 10,084,831 | 10,084,831 | 8,428,819 | 701,298 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 49 | 123,493 | -466,074 | -153,876 | 2,630,139 | 0.52 | 0.108 | 138,366 |
| CN | 81 | -2,329,748 | -2,668,205 | -3,360,608 | 8,923,233 | 1.28 | 0.107 | 694,978 |
| HK | 14 | 570,834 | -31,693 | 851,953 | 778,872 | 1.33 | 0.162 | 154,847 |
| JP | 178 | -560,246 | -1,144,016 | -550,226 | 9,545,183 | 0.74 | 0.048 | 82,521 |
| KR | 12 | 170,054 | -13,545 | 94,009 | 197,144 | 0.62 | 0.104 | -6,151 |
| MY | 1 | 57,229 | 0 | 16,042 | 57,229 | 0.28 | 0.216 | 12,360 |
| NZ | 1 | -210,889 | -210,889 | -61,609 | 210,889 | 0.29 | 0.142 | 29,944 |
| SG | 1 | -19,851 | -19,851 | -13,183 | 19,851 | 0.66 | 0.135 | 2,680 |
| TW | 6 | -236,988 | -142,809 | -151,164 | 243,234 | 0.85 | 0.136 | 12,845 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 36 | -1,253,323 | -466,074 | -525,431 | 1,253,323 | 0.51 | -0.110 | 63,821 |
| 1.0000 | 13 | 1,376,816 | 0 | 371,555 | 1,376,816 | 0.56 | -0.030 | 74,545 | |
| CN | -1.0000 | 43 | -5,626,490 | -2,668,205 | -6,845,556 | 5,626,490 | 1.42 | -0.036 | 304,508 |
| 1.0000 | 38 | 3,296,742 | 0 | 3,484,947 | 3,296,742 | 1.13 | 0.086 | 390,470 | |
| HK | -1.0000 | 5 | -104,019 | -31,693 | -139,485 | 104,019 | 1.37 | 0.053 | -7,331 |
| 1.0000 | 9 | 674,853 | 0 | 991,438 | 674,853 | 1.30 | 0.203 | 162,178 | |
| JP | -1.0000 | 80 | -5,052,714 | -1,144,016 | -4,009,792 | 5,052,714 | 0.70 | -0.019 | 10,602 |
| 1.0000 | 98 | 4,492,469 | 0 | 3,459,566 | 4,492,469 | 0.78 | -0.016 | 71,919 | |
| KR | -1.0000 | 3 | -13,545 | -13,545 | -8,314 | 13,545 | 0.67 | -0.256 | 3,746 |
| 1.0000 | 9 | 183,599 | 0 | 102,323 | 183,599 | 0.60 | -0.025 | -9,897 | |
| MY | 1.0000 | 1 | 57,229 | 0 | 16,042 | 57,229 | 0.28 | 0.216 | 12,360 |
| NZ | -1.0000 | 1 | -210,889 | -210,889 | -61,609 | 210,889 | 0.29 | -0.142 | 29,944 |
| SG | -1.0000 | 1 | -19,851 | -19,851 | -13,183 | 19,851 | 0.66 | -0.135 | 2,680 |
| TW | -1.0000 | 5 | -240,111 | -142,809 | -154,111 | 240,111 | 0.83 | -0.108 | 13,121 |
| 1.0000 | 1 | 3,123 | 0 | 2,947 | 3,123 | 0.94 | -0.088 | -276 |