| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,526,455 | 21,733,906 | -2,124,359 | -889,996 | 373 | 336,655,179 | 0.065 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -11,630,181 | 11,630,181 | -10,230,004 | -297,796 |
| 1.0000 | 10,103,725 | 10,103,725 | 8,105,644 | -592,200 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 45 | 414,187 | -365,382 | 479,235 | 2,409,640 | 0.53 | 0.124 | -79,502 |
| CN | 105 | -1,683,390 | -1,132,734 | -2,293,211 | 7,689,066 | 1.29 | 0.092 | -363,956 |
| HK | 25 | -828,362 | -11,738 | -890,775 | 1,333,376 | 1.47 | 0.125 | -95,664 |
| JP | 164 | -269,936 | -293,675 | -115,163 | 7,788,714 | 0.70 | 0.051 | -197,590 |
| KR | 4 | 141,090 | 0 | 48,612 | 151,395 | 0.54 | 0.144 | -20,945 |
| NZ | 1 | 82,648 | 0 | 24,145 | 82,648 | 0.29 | 0.143 | -11,778 |
| SG | 3 | -180,401 | -13,465 | -60,414 | 180,401 | 0.47 | 0.062 | 7,889 |
| TH | 15 | 186,944 | 0 | 108,752 | 618,271 | 0.43 | 0.112 | -19,323 |
| TW | 11 | 610,765 | -59,261 | 574,459 | 1,480,395 | 0.75 | 0.085 | -109,127 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 11 | -997,726 | -365,382 | -319,066 | 997,726 | 0.31 | -0.070 | 77,011 |
| 1.0000 | 34 | 1,411,914 | 0 | 798,301 | 1,411,914 | 0.60 | -0.135 | -156,513 | |
| CN | -1.0000 | 76 | -4,686,228 | -1,132,734 | -5,893,398 | 4,686,228 | 1.33 | 0.049 | -154,728 |
| 1.0000 | 29 | 3,002,838 | 0 | 3,600,187 | 3,002,838 | 1.20 | -0.034 | -209,228 | |
| HK | -1.0000 | 19 | -1,080,869 | -11,738 | -1,223,469 | 1,080,869 | 1.44 | 0.107 | -126,124 |
| 1.0000 | 6 | 252,507 | 0 | 332,694 | 252,507 | 1.58 | 0.076 | 30,460 | |
| JP | -1.0000 | 67 | -4,029,325 | -293,675 | -2,531,389 | 4,029,325 | 0.61 | 0.006 | -29,386 |
| 1.0000 | 97 | 3,759,389 | 0 | 2,416,226 | 3,759,389 | 0.77 | -0.041 | -168,205 | |
| KR | -1.0000 | 1 | -5,153 | 0 | -1,923 | 5,153 | 0.37 | -0.106 | 547 |
| 1.0000 | 3 | 146,243 | 0 | 50,535 | 146,243 | 0.59 | -0.156 | -21,492 | |
| NZ | 1.0000 | 1 | 82,648 | 0 | 24,145 | 82,648 | 0.29 | -0.143 | -11,778 |
| SG | -1.0000 | 3 | -180,401 | -13,465 | -60,414 | 180,401 | 0.47 | -0.062 | 7,889 |
| TH | -1.0000 | 4 | -215,663 | 0 | -61,177 | 215,663 | 0.30 | 0.175 | -41,944 |
| 1.0000 | 11 | 402,607 | 0 | 169,929 | 402,607 | 0.47 | 0.081 | 22,621 | |
| TW | -1.0000 | 3 | -434,815 | -59,261 | -139,168 | 434,815 | 0.52 | 0.019 | -31,061 |
| 1.0000 | 8 | 1,045,580 | 0 | 713,628 | 1,045,580 | 0.84 | -0.034 | -78,066 |