| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 326,606 | 20,775,607 | 1,628,800 | -588,942 | 354 | 300,205,932 | 0.069 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -10,224,500 | 10,224,500 | -8,344,413 | -250,790 |
| 1.0000 | 10,551,107 | 10,551,107 | 9,973,214 | -338,152 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 42 | 187,662 | -315,297 | 93,143 | 2,159,462 | 0.45 | 0.112 | -49,839 |
| CN | 106 | 1,710,211 | -540,975 | 2,594,272 | 8,556,214 | 1.26 | 0.088 | -218,338 |
| HK | 20 | -761,976 | -45,221 | -919,442 | 952,029 | 1.33 | 0.105 | -97,549 |
| JP | 144 | -935,491 | -740,219 | -823,960 | 6,494,968 | 0.68 | 0.051 | -179,272 |
| KR | 12 | 391,044 | 0 | 260,274 | 468,660 | 0.61 | 0.132 | -37,887 |
| NZ | 1 | 48,645 | 0 | 14,211 | 48,645 | 0.29 | 0.092 | -4,481 |
| SG | 5 | -270,382 | -724 | -95,589 | 270,382 | 0.51 | 0.042 | 3,208 |
| TH | 15 | -521,954 | -327 | -270,169 | 789,259 | 0.55 | 0.080 | -63,694 |
| TW | 9 | 478,849 | -18,942 | 776,061 | 1,035,988 | 0.74 | 0.103 | 58,910 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 20 | -985,900 | -315,297 | -323,813 | 985,900 | 0.37 | -0.086 | 69,442 |
| 1.0000 | 22 | 1,173,562 | 0 | 416,956 | 1,173,562 | 0.52 | -0.123 | -119,281 | |
| CN | -1.0000 | 40 | -3,423,001 | -540,975 | -4,017,558 | 3,423,001 | 1.21 | 0.047 | -32,000 |
| 1.0000 | 66 | 5,133,212 | 0 | 6,611,829 | 5,133,212 | 1.29 | -0.065 | -186,338 | |
| HK | -1.0000 | 15 | -857,003 | -45,221 | -1,107,760 | 857,003 | 1.16 | 0.095 | -101,327 |
| 1.0000 | 5 | 95,027 | 0 | 188,318 | 95,027 | 1.86 | 0.000 | 3,778 | |
| JP | -1.0000 | 62 | -3,715,230 | -740,219 | -2,304,024 | 3,715,230 | 0.66 | 0.025 | -93,033 |
| 1.0000 | 82 | 2,779,738 | 0 | 1,480,063 | 2,779,738 | 0.69 | -0.038 | -86,239 | |
| KR | -1.0000 | 1 | -38,808 | 0 | -31,847 | 38,808 | 0.82 | -0.005 | 179 |
| 1.0000 | 11 | 429,852 | 0 | 292,120 | 429,852 | 0.59 | -0.130 | -38,065 | |
| NZ | 1.0000 | 1 | 48,645 | 0 | 14,211 | 48,645 | 0.29 | -0.092 | -4,481 |
| SG | -1.0000 | 5 | -270,382 | -724 | -95,589 | 270,382 | 0.51 | 0.009 | 3,208 |
| TH | -1.0000 | 14 | -655,606 | -327 | -310,801 | 655,606 | 0.57 | 0.077 | -66,721 |
| 1.0000 | 1 | 133,652 | 0 | 40,632 | 133,652 | 0.30 | 0.023 | 3,026 | |
| TW | -1.0000 | 6 | -278,570 | -18,942 | -153,023 | 278,570 | 0.60 | 0.037 | -30,539 |
| 1.0000 | 3 | 757,419 | 0 | 929,083 | 757,419 | 1.03 | 0.019 | 89,448 |