| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -759,394 | 15,871,331 | -821,152 | 530,990 | 317 | 300,281,554 | 0.053 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -8,315,363 | 8,315,363 | -6,912,833 | 256,490 |
| 1.0000 | 7,555,969 | 7,555,969 | 6,091,681 | 274,501 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 14,682 | -827,502 | -9,676 | 3,128,344 | 0.45 | 0.107 | 192,700 |
| CN | 74 | -167,405 | -1,094,665 | 443,881 | 4,808,823 | 1.31 | 0.101 | 220,700 |
| HK | 17 | -527,435 | -112,114 | -625,601 | 936,797 | 1.36 | 0.111 | -58,797 |
| JP | 139 | 311,874 | -1,475,475 | -568,311 | 5,511,697 | 0.69 | 0.051 | 150,697 |
| KR | 11 | 175,259 | 0 | 115,039 | 175,259 | 0.80 | 0.101 | -13,437 |
| NZ | 1 | 1,253 | 0 | 366 | 1,253 | 0.29 | 0.090 | -113 |
| PH | 1 | 12,674 | 0 | 9,497 | 12,674 | 0.75 | 0.345 | 4,369 |
| SG | 6 | -221,253 | -73,531 | -89,114 | 221,253 | 0.54 | 0.034 | 5,376 |
| TH | 17 | -267,395 | -73,867 | -148,063 | 380,250 | 0.51 | 0.090 | -10,263 |
| TW | 14 | -91,650 | -47,847 | 50,829 | 694,980 | 0.90 | 0.115 | 39,758 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 21 | -1,556,831 | -827,502 | -497,719 | 1,556,831 | 0.38 | -0.109 | 178,130 |
| 1.0000 | 16 | 1,571,513 | 0 | 488,044 | 1,571,513 | 0.54 | -0.056 | 14,570 | |
| CN | -1.0000 | 35 | -2,488,114 | -1,094,665 | -2,995,203 | 2,488,114 | 1.25 | 0.035 | 168,239 |
| 1.0000 | 39 | 2,320,709 | 0 | 3,439,083 | 2,320,709 | 1.35 | -0.016 | 52,461 | |
| HK | -1.0000 | 10 | -732,116 | -112,114 | -965,887 | 732,116 | 1.06 | 0.093 | -91,563 |
| 1.0000 | 7 | 204,681 | 0 | 340,287 | 204,681 | 1.80 | 0.082 | 32,767 | |
| JP | -1.0000 | 69 | -2,599,911 | -1,475,475 | -1,935,860 | 2,599,911 | 0.63 | -0.003 | 31,340 |
| 1.0000 | 70 | 2,911,786 | 0 | 1,367,549 | 2,911,786 | 0.76 | 0.001 | 119,358 | |
| KR | 1.0000 | 11 | 175,259 | 0 | 115,039 | 175,259 | 0.80 | -0.078 | -13,437 |
| NZ | 1.0000 | 1 | 1,253 | 0 | 366 | 1,253 | 0.29 | -0.090 | -113 |
| PH | 1.0000 | 1 | 12,674 | 0 | 9,497 | 12,674 | 0.75 | 0.345 | 4,369 |
| SG | -1.0000 | 6 | -221,253 | -73,531 | -89,114 | 221,253 | 0.54 | -0.008 | 5,376 |
| TH | -1.0000 | 13 | -323,822 | -73,867 | -163,886 | 323,822 | 0.51 | 0.052 | -12,414 |
| 1.0000 | 4 | 56,428 | 0 | 15,823 | 56,428 | 0.51 | 0.121 | 2,151 | |
| TW | -1.0000 | 10 | -393,315 | -47,847 | -265,164 | 393,315 | 0.85 | -0.060 | -22,618 |
| 1.0000 | 4 | 301,665 | 0 | 315,992 | 301,665 | 1.02 | 0.073 | 62,376 |