| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,840,757 | 20,813,066 | -2,726,127 | 318,085 | 343 | 320,978,795 | 0.065 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -11,826,911 | 11,826,911 | -11,061,176 | 270,060 |
| 1.0000 | 8,986,155 | 8,986,155 | 8,335,049 | 48,025 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 49 | 200,709 | -523,015 | 791,994 | 3,749,579 | 0.43 | 0.096 | 160,932 |
| CN | 100 | -2,316,469 | -2,489,400 | -3,742,142 | 7,340,526 | 1.34 | 0.093 | 51,808 |
| HK | 23 | -1,226,910 | -355,413 | -1,913,576 | 1,343,497 | 1.58 | 0.109 | -124,464 |
| JP | 135 | 252,523 | -952,972 | 1,485,719 | 6,428,421 | 0.71 | 0.050 | 93,340 |
| KR | 11 | 119,760 | 0 | 105,055 | 119,760 | 0.90 | 0.093 | -4,230 |
| NZ | 1 | 17,855 | 0 | 5,216 | 17,855 | 0.29 | 0.131 | -2,331 |
| SG | 5 | -232,468 | -28,843 | -104,253 | 232,468 | 0.66 | 0.042 | 6,277 |
| TH | 11 | -328,652 | 0 | -139,128 | 608,302 | 0.47 | 0.115 | -54,963 |
| TW | 8 | 672,894 | 0 | 784,988 | 972,658 | 0.90 | 0.125 | 191,716 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 13 | -1,774,435 | -523,015 | -281,266 | 1,774,435 | 0.21 | -0.085 | 194,066 |
| 1.0000 | 36 | 1,975,144 | 0 | 1,073,261 | 1,975,144 | 0.50 | -0.077 | -33,133 | |
| CN | -1.0000 | 71 | -4,828,497 | -2,489,400 | -6,772,381 | 4,828,497 | 1.38 | 0.021 | 232,077 |
| 1.0000 | 29 | 2,512,028 | 0 | 3,030,239 | 2,512,028 | 1.24 | -0.061 | -180,269 | |
| HK | -1.0000 | 20 | -1,285,203 | -355,413 | -2,035,951 | 1,285,203 | 1.50 | 0.097 | -129,380 |
| 1.0000 | 3 | 58,294 | 0 | 122,375 | 58,294 | 2.14 | 0.089 | 4,916 | |
| JP | -1.0000 | 56 | -3,087,949 | -952,972 | -1,600,457 | 3,087,949 | 0.59 | 0.009 | 22,059 |
| 1.0000 | 79 | 3,340,472 | 0 | 3,086,176 | 3,340,472 | 0.79 | -0.021 | 71,281 | |
| KR | 1.0000 | 11 | 119,760 | 0 | 105,055 | 119,760 | 0.90 | -0.041 | -4,230 |
| NZ | 1.0000 | 1 | 17,855 | 0 | 5,216 | 17,855 | 0.29 | -0.131 | -2,331 |
| SG | -1.0000 | 5 | -232,468 | -28,843 | -104,253 | 232,468 | 0.66 | -0.039 | 6,277 |
| TH | -1.0000 | 7 | -468,477 | 0 | -210,722 | 468,477 | 0.33 | 0.117 | -60,169 |
| 1.0000 | 4 | 139,825 | 0 | 71,594 | 139,825 | 0.72 | 0.084 | 5,206 | |
| TW | -1.0000 | 2 | -149,882 | 0 | -56,146 | 149,882 | 0.28 | 0.014 | 5,130 |
| 1.0000 | 6 | 822,776 | 0 | 841,134 | 822,776 | 1.10 | 0.121 | 186,585 |