| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -4,247,694 | 30,848,436 | -1,983,330 | 2,371,832 | 386 | 301,571,550 | 0.102 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -17,548,065 | 17,548,065 | -16,898,000 | 1,056,792 |
| 1.0000 | 13,300,371 | 13,300,371 | 14,914,670 | 1,315,040 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 17,875 | -720,422 | 94,669 | 2,945,152 | 0.40 | 0.100 | 97,259 |
| CN | 96 | -3,162,586 | -5,380,360 | -5,467,068 | 14,947,701 | 1.39 | 0.108 | 1,296,477 |
| HK | 35 | 1,202,085 | -144,085 | 2,395,955 | 2,968,044 | 1.65 | 0.166 | 416,318 |
| JP | 160 | -1,042,812 | -1,903,786 | 722,963 | 5,774,329 | 0.66 | 0.053 | 230,445 |
| KR | 15 | -184,377 | -139,638 | -54,874 | 648,475 | 0.45 | 0.155 | 48,981 |
| NZ | 1 | 2,513 | 0 | 734 | 2,513 | 0.29 | 0.113 | -284 |
| PH | 1 | 5,514 | 0 | 4,203 | 5,514 | 0.76 | 0.304 | 1,674 |
| SG | 8 | -916,999 | -403,203 | -432,000 | 916,999 | 0.49 | 0.056 | 33,630 |
| TH | 17 | -492,048 | -786,440 | 16,466 | 1,175,536 | 0.47 | 0.098 | 40,597 |
| TW | 16 | 323,141 | -305,810 | 735,623 | 1,464,172 | 0.86 | 0.105 | 206,735 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 13 | -1,463,639 | -720,422 | -385,598 | 1,463,639 | 0.41 | -0.127 | 181,221 |
| 1.0000 | 24 | 1,481,513 | 0 | 480,266 | 1,481,513 | 0.40 | -0.073 | -83,962 | |
| CN | -1.0000 | 38 | -9,055,144 | -5,380,360 | -12,726,223 | 9,055,144 | 1.28 | -0.034 | 768,218 |
| 1.0000 | 58 | 5,892,557 | 0 | 7,259,154 | 5,892,557 | 1.46 | 0.058 | 528,259 | |
| HK | -1.0000 | 15 | -882,979 | -144,085 | -964,012 | 882,979 | 1.06 | 0.084 | -99,320 |
| 1.0000 | 20 | 2,085,064 | 0 | 3,359,967 | 2,085,064 | 2.09 | 0.205 | 515,638 | |
| JP | -1.0000 | 99 | -3,408,570 | -1,903,786 | -1,636,103 | 3,408,570 | 0.56 | -0.040 | 84,577 |
| 1.0000 | 61 | 2,365,759 | 0 | 2,359,066 | 2,365,759 | 0.83 | 0.006 | 145,869 | |
| KR | -1.0000 | 13 | -416,426 | -139,638 | -191,057 | 416,426 | 0.43 | -0.173 | 49,725 |
| 1.0000 | 2 | 232,049 | 0 | 136,183 | 232,049 | 0.57 | 0.010 | -743 | |
| NZ | 1.0000 | 1 | 2,513 | 0 | 734 | 2,513 | 0.29 | -0.113 | -284 |
| PH | 1.0000 | 1 | 5,514 | 0 | 4,203 | 5,514 | 0.76 | 0.304 | 1,674 |
| SG | -1.0000 | 8 | -916,999 | -403,203 | -432,000 | 916,999 | 0.49 | -0.040 | 33,630 |
| TH | -1.0000 | 6 | -833,792 | -786,440 | -169,756 | 833,792 | 0.21 | 0.049 | 410 |
| 1.0000 | 11 | 341,744 | 0 | 186,222 | 341,744 | 0.62 | 0.105 | 40,187 | |
| TW | -1.0000 | 12 | -570,516 | -305,810 | -393,251 | 570,516 | 0.81 | -0.097 | 38,332 |
| 1.0000 | 4 | 893,657 | 0 | 1,128,874 | 893,657 | 1.01 | 0.001 | 168,403 |