| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,038,549 | 19,716,755 | -3,719,048 | 1,618,406 | 310 | 301,955,094 | 0.065 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -10,877,652 | 10,877,652 | -11,360,014 | 871,460 |
| 1.0000 | 8,839,103 | 8,839,103 | 7,640,966 | 746,946 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | -1,250 | -478,852 | -92,417 | 2,055,059 | 0.36 | 0.097 | 80,032 |
| CN | 82 | -2,612,465 | -4,995,638 | -4,996,832 | 11,031,731 | 1.47 | 0.121 | 1,217,203 |
| HK | 26 | 96,429 | -221,878 | 360,314 | 617,111 | 1.80 | 0.134 | 44,252 |
| JP | 124 | 1,133,305 | -640,971 | 1,394,502 | 4,811,107 | 0.69 | 0.048 | 213,902 |
| KR | 6 | -36,074 | -117,282 | 3,145 | 198,489 | 0.81 | 0.178 | 21,433 |
| NZ | 1 | -16,676 | -16,676 | -4,872 | 16,676 | 0.29 | 0.107 | 1,790 |
| PH | 1 | 3,044 | 0 | 2,281 | 3,044 | 0.75 | 0.306 | 933 |
| SG | 5 | -259,953 | -85,519 | -123,211 | 259,953 | 0.37 | 0.052 | 16,075 |
| TH | 10 | 52,189 | -8,088 | 37,598 | 176,627 | 0.52 | 0.106 | 11,884 |
| TW | 16 | -397,098 | -220,418 | -299,557 | 546,959 | 0.87 | 0.119 | 10,902 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 18 | -1,028,155 | -478,852 | -241,217 | 1,028,155 | 0.31 | -0.111 | 130,615 |
| 1.0000 | 21 | 1,026,904 | 0 | 148,800 | 1,026,904 | 0.40 | -0.074 | -50,583 | |
| CN | -1.0000 | 31 | -6,822,098 | -4,995,638 | -9,041,111 | 6,822,098 | 1.32 | -0.087 | 674,489 |
| 1.0000 | 51 | 4,209,633 | 0 | 4,044,279 | 4,209,633 | 1.56 | 0.077 | 542,714 | |
| HK | -1.0000 | 9 | -260,341 | -221,878 | -226,403 | 260,341 | 0.88 | 0.005 | -749 |
| 1.0000 | 17 | 356,770 | 0 | 586,717 | 356,770 | 2.29 | 0.188 | 45,002 | |
| JP | -1.0000 | 71 | -1,838,901 | -640,971 | -1,293,544 | 1,838,901 | 0.59 | -0.007 | -1,642 |
| 1.0000 | 53 | 2,972,206 | 0 | 2,688,047 | 2,972,206 | 0.81 | 0.015 | 215,544 | |
| KR | -1.0000 | 3 | -117,282 | -117,282 | -50,610 | 117,282 | 0.62 | -0.262 | 26,519 |
| 1.0000 | 3 | 81,207 | 0 | 53,754 | 81,207 | 1.00 | -0.072 | -5,086 | |
| NZ | -1.0000 | 1 | -16,676 | -16,676 | -4,872 | 16,676 | 0.29 | -0.107 | 1,790 |
| PH | 1.0000 | 1 | 3,044 | 0 | 2,281 | 3,044 | 0.75 | 0.306 | 933 |
| SG | -1.0000 | 5 | -259,953 | -85,519 | -123,211 | 259,953 | 0.37 | -0.048 | 16,075 |
| TH | -1.0000 | 4 | -62,219 | -8,088 | -12,162 | 62,219 | 0.29 | 0.013 | -1,859 |
| 1.0000 | 6 | 114,408 | 0 | 49,760 | 114,408 | 0.67 | 0.139 | 13,744 | |
| TW | -1.0000 | 14 | -472,028 | -220,418 | -366,885 | 472,028 | 0.87 | -0.088 | 26,224 |
| 1.0000 | 2 | 74,931 | 0 | 67,328 | 74,931 | 0.91 | -0.195 | -15,321 |