| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -369,995 | 13,191,552 | -552,778 | 741,769 | 309 | 300,093,708 | 0.044 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -6,780,773 | 6,780,773 | -6,059,942 | 327,750 |
| 1.0000 | 6,410,779 | 6,410,779 | 5,507,165 | 414,019 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | -106,368 | -719,371 | 219,321 | 2,327,531 | 0.40 | 0.106 | 155,610 |
| CN | 63 | -513,676 | -784,347 | -597,668 | 3,353,864 | 1.50 | 0.107 | 262,096 |
| HK | 21 | 350,594 | -42,191 | 631,299 | 794,741 | 1.46 | 0.137 | 110,713 |
| JP | 146 | 502,231 | -1,888,909 | -423,032 | 5,477,642 | 0.66 | 0.047 | 199,470 |
| KR | 13 | 57,187 | -71,117 | 52,009 | 199,422 | 0.74 | 0.111 | 9,293 |
| NZ | 1 | 1,352 | 0 | 395 | 1,352 | 0.29 | 0.091 | -123 |
| PH | 1 | 11,439 | 0 | 8,572 | 11,439 | 0.75 | 0.342 | 3,913 |
| SG | 5 | -228,756 | -133,036 | -111,547 | 228,756 | 0.56 | 0.026 | 5,115 |
| TH | 9 | -26,905 | -83 | 12,548 | 254,345 | 0.44 | 0.116 | 1,883 |
| TW | 15 | -417,095 | -206,790 | -344,675 | 542,460 | 0.87 | 0.106 | -6,201 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 16 | -1,216,950 | -719,371 | -192,154 | 1,216,950 | 0.30 | -0.137 | 185,290 |
| 1.0000 | 19 | 1,110,582 | 0 | 411,475 | 1,110,582 | 0.48 | -0.049 | -29,680 | |
| CN | -1.0000 | 30 | -1,933,770 | -784,347 | -2,964,202 | 1,933,770 | 1.50 | -0.023 | 101,075 |
| 1.0000 | 33 | 1,420,094 | 0 | 2,366,534 | 1,420,094 | 1.50 | 0.006 | 161,021 | |
| HK | -1.0000 | 9 | -222,073 | -42,191 | -258,801 | 222,073 | 1.11 | 0.092 | -27,031 |
| 1.0000 | 12 | 572,668 | 0 | 890,100 | 572,668 | 1.72 | 0.137 | 137,744 | |
| JP | -1.0000 | 71 | -2,487,706 | -1,888,909 | -2,069,639 | 2,487,706 | 0.64 | -0.014 | 54,881 |
| 1.0000 | 75 | 2,989,936 | 0 | 1,646,607 | 2,989,936 | 0.67 | 0.012 | 144,589 | |
| KR | -1.0000 | 2 | -71,117 | -71,117 | -30,461 | 71,117 | 0.72 | -0.252 | 14,949 |
| 1.0000 | 11 | 128,304 | 0 | 82,470 | 128,304 | 0.74 | -0.029 | -5,656 | |
| NZ | 1.0000 | 1 | 1,352 | 0 | 395 | 1,352 | 0.29 | -0.091 | -123 |
| PH | 1.0000 | 1 | 11,439 | 0 | 8,572 | 11,439 | 0.75 | 0.342 | 3,913 |
| SG | -1.0000 | 5 | -228,756 | -133,036 | -111,547 | 228,756 | 0.56 | -0.023 | 5,115 |
| TH | -1.0000 | 3 | -140,625 | -83 | -31,691 | 140,625 | 0.44 | 0.046 | -8,666 |
| 1.0000 | 6 | 113,720 | 0 | 44,239 | 113,720 | 0.44 | 0.143 | 10,549 | |
| TW | -1.0000 | 12 | -479,777 | -206,790 | -401,447 | 479,777 | 0.87 | -0.051 | 2,137 |
| 1.0000 | 3 | 62,683 | 0 | 56,772 | 62,683 | 0.91 | -0.111 | -8,338 |