| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,520,191 | 19,508,784 | -1,648,241 | 253,142 | 361 | 328,791,940 | 0.059 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -10,514,487 | 10,514,487 | -9,801,563 | 200,592 |
| 1.0000 | 8,994,297 | 8,994,297 | 8,153,321 | 52,549 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 47 | 153,742 | -714,384 | 723,625 | 3,174,797 | 0.46 | 0.108 | -11,637 |
| CN | 99 | -678,775 | -1,853,731 | -2,209,523 | 6,322,314 | 1.37 | 0.101 | 193,589 |
| HK | 26 | -1,045,197 | -341,651 | -1,144,817 | 1,259,497 | 1.38 | 0.106 | -45,680 |
| JP | 145 | -345,148 | -1,532,530 | 671,286 | 7,741,106 | 0.70 | 0.055 | 132,552 |
| KR | 13 | 105,048 | 0 | 103,995 | 156,059 | 0.74 | 0.105 | -7,047 |
| NZ | 1 | 33,638 | 0 | 9,827 | 33,638 | 0.29 | 0.143 | -4,806 |
| SG | 4 | -70,268 | -6,258 | -23,980 | 70,268 | 0.43 | 0.052 | 2,026 |
| TH | 19 | 239,254 | -3,787 | 81,526 | 365,118 | 0.49 | 0.111 | 15,031 |
| TW | 7 | 87,516 | 0 | 139,821 | 385,989 | 0.61 | 0.065 | -20,885 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 14 | -1,510,527 | -714,384 | -248,350 | 1,510,527 | 0.24 | -0.046 | 113,361 |
| 1.0000 | 33 | 1,664,269 | 0 | 971,975 | 1,664,269 | 0.56 | -0.119 | -124,999 | |
| CN | -1.0000 | 74 | -3,500,545 | -1,853,731 | -5,698,374 | 3,500,545 | 1.45 | 0.030 | 71,066 |
| 1.0000 | 25 | 2,821,769 | 0 | 3,488,851 | 2,821,769 | 1.13 | -0.018 | 122,523 | |
| HK | -1.0000 | 23 | -1,152,347 | -341,651 | -1,301,286 | 1,152,347 | 1.33 | 0.059 | -65,663 |
| 1.0000 | 3 | 107,150 | 0 | 156,469 | 107,150 | 1.76 | 0.113 | 19,983 | |
| JP | -1.0000 | 55 | -4,043,127 | -1,532,530 | -2,480,897 | 4,043,127 | 0.55 | -0.013 | 92,932 |
| 1.0000 | 90 | 3,697,979 | 0 | 3,152,183 | 3,697,979 | 0.79 | -0.030 | 39,620 | |
| KR | -1.0000 | 1 | -25,505 | 0 | 3,917 | 25,505 | -0.15 | -0.145 | 3,709 |
| 1.0000 | 12 | 130,553 | 0 | 100,078 | 130,553 | 0.81 | -0.069 | -10,757 | |
| NZ | 1.0000 | 1 | 33,638 | 0 | 9,827 | 33,638 | 0.29 | -0.143 | -4,806 |
| SG | -1.0000 | 4 | -70,268 | -6,258 | -23,980 | 70,268 | 0.43 | -0.052 | 2,026 |
| TH | -1.0000 | 4 | -62,932 | -3,787 | -17,161 | 62,932 | 0.27 | 0.098 | -7,647 |
| 1.0000 | 15 | 302,186 | 0 | 98,687 | 302,186 | 0.55 | 0.110 | 22,678 | |
| TW | -1.0000 | 2 | -149,236 | 0 | -35,431 | 149,236 | 0.28 | 0.052 | -9,192 |
| 1.0000 | 5 | 236,752 | 0 | 175,252 | 236,752 | 0.75 | -0.011 | -11,693 |