| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,923,269 | 21,315,210 | -1,686,039 | 291,562 | 341 | 313,293,952 | 0.068 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -11,619,240 | 11,619,240 | -10,262,422 | 236,757 |
| 1.0000 | 9,695,971 | 9,695,971 | 8,576,383 | 54,805 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 45 | 331,917 | -379,149 | 467,235 | 2,735,381 | 0.43 | 0.107 | 1,732 |
| CN | 89 | -1,295,978 | -2,943,472 | -1,379,812 | 8,385,506 | 1.25 | 0.095 | 363,204 |
| HK | 22 | -1,497,449 | -488,728 | -2,564,063 | 2,059,961 | 1.53 | 0.108 | -127,665 |
| JP | 145 | 559,431 | -543,516 | 1,338,202 | 5,588,443 | 0.69 | 0.052 | 33,197 |
| KR | 5 | 162,524 | -169 | 103,809 | 193,464 | 0.86 | 0.117 | -1,782 |
| NZ | 1 | 12,869 | 0 | 3,760 | 12,869 | 0.29 | 0.136 | -1,746 |
| SG | 4 | -98,408 | -14,202 | -36,889 | 98,408 | 0.56 | 0.024 | 1,533 |
| TH | 13 | -146,692 | 0 | -148,552 | 640,159 | 0.44 | 0.101 | -19,049 |
| TW | 17 | 48,517 | 0 | 530,270 | 1,601,020 | 0.76 | 0.077 | 42,138 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 16 | -1,201,732 | -379,149 | -183,648 | 1,201,732 | 0.27 | -0.067 | 99,985 |
| 1.0000 | 29 | 1,533,649 | 0 | 650,883 | 1,533,649 | 0.52 | -0.099 | -98,253 | |
| CN | -1.0000 | 45 | -4,840,742 | -2,943,472 | -5,172,591 | 4,840,742 | 1.21 | 0.012 | 435,542 |
| 1.0000 | 44 | 3,544,764 | 0 | 3,792,780 | 3,544,764 | 1.30 | -0.031 | -72,338 | |
| HK | -1.0000 | 17 | -1,778,705 | -488,728 | -3,002,660 | 1,778,705 | 1.41 | 0.064 | -189,086 |
| 1.0000 | 5 | 281,256 | 0 | 438,597 | 281,256 | 1.94 | 0.098 | 61,421 | |
| JP | -1.0000 | 42 | -2,514,506 | -543,516 | -1,216,689 | 2,514,506 | 0.52 | 0.001 | -23,670 |
| 1.0000 | 103 | 3,073,937 | 0 | 2,554,891 | 3,073,937 | 0.76 | -0.011 | 56,867 | |
| KR | -1.0000 | 2 | -15,470 | -169 | -15,909 | 15,470 | 1.03 | -0.188 | 2,408 |
| 1.0000 | 3 | 177,994 | 0 | 119,719 | 177,994 | 0.75 | -0.070 | -4,190 | |
| NZ | 1.0000 | 1 | 12,869 | 0 | 3,760 | 12,869 | 0.29 | -0.136 | -1,746 |
| SG | -1.0000 | 4 | -98,408 | -14,202 | -36,889 | 98,408 | 0.56 | -0.024 | 1,533 |
| TH | -1.0000 | 7 | -393,425 | 0 | -245,294 | 393,425 | 0.46 | 0.088 | -29,909 |
| 1.0000 | 6 | 246,734 | 0 | 96,742 | 246,734 | 0.41 | 0.108 | 10,861 | |
| TW | -1.0000 | 7 | -776,252 | 0 | -388,740 | 776,252 | 0.46 | 0.071 | -60,045 |
| 1.0000 | 10 | 824,769 | 0 | 919,011 | 824,769 | 0.98 | 0.058 | 102,184 |