| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 336,074 | 32,536,015 | -361,364 | -1,472,194 | 435 | 352,094,899 | 0.092 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -16,099,971 | 16,099,971 | -13,781,153 | -740,827 |
| 1.0000 | 16,436,044 | 16,436,044 | 13,419,788 | -731,367 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 49 | 690,111 | -154,992 | 543,239 | 2,464,265 | 0.51 | 0.120 | -168,001 |
| CN | 123 | 566,805 | -163,616 | -489,383 | 11,870,539 | 1.34 | 0.086 | -677,036 |
| HK | 26 | -345,879 | -28,889 | -431,465 | 1,830,585 | 1.52 | 0.109 | -106,356 |
| JP | 183 | -370,903 | -662,872 | -611,445 | 11,956,532 | 0.72 | 0.053 | -273,088 |
| KR | 23 | 1,105,325 | 0 | 610,958 | 1,105,325 | 0.67 | 0.125 | -119,397 |
| NZ | 1 | -128,440 | -128,440 | -37,523 | 128,440 | 0.29 | 0.134 | 17,207 |
| SG | 5 | -467,515 | -54,445 | -167,664 | 467,515 | 0.48 | 0.052 | 20,050 |
| TH | 15 | -1,173,166 | 0 | -335,056 | 1,588,868 | 0.39 | 0.094 | -89,997 |
| TW | 10 | 459,738 | 0 | 556,975 | 1,123,947 | 0.81 | 0.065 | -75,576 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 17 | -887,077 | -154,992 | -308,155 | 887,077 | 0.31 | -0.047 | 36,898 |
| 1.0000 | 32 | 1,577,188 | 0 | 851,394 | 1,577,188 | 0.62 | -0.146 | -204,898 | |
| CN | -1.0000 | 72 | -5,651,867 | -163,616 | -7,194,446 | 5,651,867 | 1.39 | 0.070 | -496,998 |
| 1.0000 | 51 | 6,218,672 | 0 | 6,705,063 | 6,218,672 | 1.28 | -0.049 | -180,037 | |
| HK | -1.0000 | 19 | -1,088,232 | -28,889 | -1,255,838 | 1,088,232 | 1.49 | 0.113 | -126,448 |
| 1.0000 | 7 | 742,353 | 0 | 824,372 | 742,353 | 1.60 | 0.067 | 20,091 | |
| JP | -1.0000 | 80 | -6,163,717 | -662,872 | -4,365,225 | 6,163,717 | 0.68 | 0.013 | -48,382 |
| 1.0000 | 103 | 5,792,814 | 0 | 3,753,781 | 5,792,814 | 0.76 | -0.048 | -224,706 | |
| KR | 1.0000 | 23 | 1,105,325 | 0 | 610,958 | 1,105,325 | 0.67 | -0.117 | -119,397 |
| NZ | -1.0000 | 1 | -128,440 | -128,440 | -37,523 | 128,440 | 0.29 | -0.134 | 17,207 |
| SG | -1.0000 | 5 | -467,515 | -54,445 | -167,664 | 467,515 | 0.48 | -0.052 | 20,050 |
| TH | -1.0000 | 7 | -1,381,017 | 0 | -392,845 | 1,381,017 | 0.30 | 0.102 | -107,066 |
| 1.0000 | 8 | 207,851 | 0 | 57,789 | 207,851 | 0.46 | 0.050 | 17,069 | |
| TW | -1.0000 | 3 | -332,105 | 0 | -59,457 | 332,105 | 0.36 | 0.090 | -36,087 |
| 1.0000 | 7 | 791,842 | 0 | 616,432 | 791,842 | 1.00 | 0.012 | -39,489 |