| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 80,293 | 22,816,838 | -985,525 | 1,535,819 | 332 | 300,886,569 | 0.076 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -11,368,273 | 11,368,273 | -9,639,954 | 714,211 |
| 1.0000 | 11,448,565 | 11,448,565 | 8,654,428 | 821,608 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 42 | 34,259 | -1,054,079 | 270,857 | 3,254,759 | 0.40 | 0.109 | 69,808 |
| CN | 72 | 812,391 | -2,771,156 | -2,172,065 | 10,373,094 | 1.39 | 0.102 | 987,911 |
| HK | 27 | 211,317 | -140,168 | 873,311 | 1,554,493 | 1.51 | 0.138 | 111,799 |
| JP | 147 | -1,023,882 | -1,958,357 | -529,141 | 5,845,493 | 0.70 | 0.050 | 215,466 |
| KR | 12 | -240,841 | -108,382 | -89,345 | 345,341 | 0.50 | 0.154 | 34,735 |
| NZ | 1 | -7,897 | -7,897 | -2,307 | 7,897 | 0.29 | 0.093 | 733 |
| PH | 1 | 1,380 | 0 | 1,034 | 1,380 | 0.75 | 0.286 | 395 |
| SG | 6 | -255,226 | -147,130 | -110,280 | 255,226 | 0.40 | 0.049 | 10,703 |
| TH | 13 | 50,604 | -8,955 | 149,763 | 474,895 | 0.50 | 0.105 | 19,382 |
| TW | 11 | 498,187 | -103,037 | 622,647 | 704,261 | 0.89 | 0.125 | 84,886 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 9 | -1,610,250 | -1,054,079 | -316,648 | 1,610,250 | 0.18 | -0.106 | 205,981 |
| 1.0000 | 33 | 1,644,509 | 0 | 587,505 | 1,644,509 | 0.46 | -0.103 | -136,173 | |
| CN | -1.0000 | 32 | -4,780,352 | -2,771,156 | -5,708,881 | 4,780,352 | 1.33 | -0.025 | 462,317 |
| 1.0000 | 40 | 5,592,742 | 0 | 3,536,817 | 5,592,742 | 1.44 | 0.004 | 525,594 | |
| HK | -1.0000 | 13 | -671,588 | -140,168 | -486,306 | 671,588 | 0.78 | 0.075 | -59,187 |
| 1.0000 | 14 | 882,905 | 0 | 1,359,617 | 882,905 | 2.19 | 0.182 | 170,986 | |
| JP | -1.0000 | 87 | -3,434,687 | -1,958,357 | -2,760,547 | 3,434,687 | 0.61 | -0.025 | 66,860 |
| 1.0000 | 60 | 2,410,806 | 0 | 2,231,406 | 2,410,806 | 0.82 | 0.012 | 148,607 | |
| KR | -1.0000 | 11 | -293,091 | -108,382 | -118,930 | 293,091 | 0.50 | -0.166 | 33,451 |
| 1.0000 | 1 | 52,250 | 0 | 29,585 | 52,250 | 0.57 | 0.025 | 1,284 | |
| NZ | -1.0000 | 1 | -7,897 | -7,897 | -2,307 | 7,897 | 0.29 | -0.093 | 733 |
| PH | 1.0000 | 1 | 1,380 | 0 | 1,034 | 1,380 | 0.75 | 0.286 | 395 |
| SG | -1.0000 | 6 | -255,226 | -147,130 | -110,280 | 255,226 | 0.40 | -0.044 | 10,703 |
| TH | -1.0000 | 6 | -212,145 | -8,955 | -42,269 | 212,145 | 0.20 | 0.062 | -18,840 |
| 1.0000 | 7 | 262,749 | 0 | 192,031 | 262,749 | 0.76 | 0.104 | 38,222 | |
| TW | -1.0000 | 7 | -103,037 | -103,037 | -93,786 | 103,037 | 0.85 | -0.120 | 12,192 |
| 1.0000 | 4 | 601,224 | 0 | 716,433 | 601,224 | 0.97 | 0.056 | 72,694 |