| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,500,994 | 15,428,828 | -2,747,968 | 1,060,883 | 342 | 300,733,725 | 0.051 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -8,464,911 | 8,464,911 | -8,505,690 | 541,907 |
| 1.0000 | 6,963,917 | 6,963,917 | 5,757,722 | 518,976 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 43 | -122,667 | -1,053,548 | -463,176 | 2,534,120 | 0.48 | 0.088 | 121,710 |
| CN | 89 | -916,862 | -2,807,151 | -877,587 | 5,529,792 | 1.30 | 0.119 | 558,523 |
| HK | 27 | -529,785 | -708,880 | -1,039,066 | 1,783,098 | 1.66 | 0.137 | 100,769 |
| JP | 136 | 620,115 | -1,299,125 | -111,893 | 4,164,684 | 0.68 | 0.061 | 170,017 |
| KR | 9 | -3,124 | -119,568 | 25,838 | 333,914 | 0.62 | 0.137 | 23,318 |
| MY | 2 | 39,949 | 0 | 10,975 | 39,949 | 0.33 | 0.168 | 8,823 |
| NZ | 1 | -18,916 | -18,916 | -5,522 | 18,916 | 0.29 | 0.148 | 2,794 |
| PH | 1 | 156 | 0 | 119 | 156 | 0.76 | 0.258 | 40 |
| SG | 8 | -285,671 | -168,987 | -144,164 | 285,671 | 0.53 | 0.059 | 16,746 |
| TH | 14 | -132,133 | -183,891 | -41,432 | 389,087 | 0.35 | 0.091 | 22,424 |
| TW | 12 | -152,056 | -250,749 | -102,060 | 349,442 | 0.90 | 0.110 | 35,719 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 31 | -1,328,393 | -1,053,548 | -669,336 | 1,328,393 | 0.56 | -0.096 | 125,349 |
| 1.0000 | 12 | 1,205,727 | 0 | 206,160 | 1,205,727 | 0.30 | -0.044 | -3,640 | |
| CN | -1.0000 | 44 | -3,223,327 | -2,807,151 | -4,025,796 | 3,223,327 | 1.40 | -0.076 | 306,313 |
| 1.0000 | 45 | 2,306,465 | 0 | 3,148,210 | 2,306,465 | 1.21 | 0.109 | 252,210 | |
| HK | -1.0000 | 17 | -1,156,441 | -708,880 | -1,985,259 | 1,156,441 | 1.72 | 0.036 | -55,069 |
| 1.0000 | 10 | 626,656 | 0 | 946,193 | 626,656 | 1.54 | 0.219 | 155,838 | |
| JP | -1.0000 | 69 | -1,772,285 | -1,299,125 | -1,313,334 | 1,772,285 | 0.73 | -0.060 | 83,930 |
| 1.0000 | 67 | 2,392,399 | 0 | 1,201,442 | 2,392,399 | 0.63 | 0.021 | 86,086 | |
| KR | -1.0000 | 5 | -168,519 | -119,568 | -76,871 | 168,519 | 0.49 | -0.174 | 31,287 |
| 1.0000 | 4 | 165,395 | 0 | 102,709 | 165,395 | 0.78 | -0.074 | -7,969 | |
| MY | 1.0000 | 2 | 39,949 | 0 | 10,975 | 39,949 | 0.33 | 0.168 | 8,823 |
| NZ | -1.0000 | 1 | -18,916 | -18,916 | -5,522 | 18,916 | 0.29 | -0.148 | 2,794 |
| PH | 1.0000 | 1 | 156 | 0 | 119 | 156 | 0.76 | 0.258 | 40 |
| SG | -1.0000 | 8 | -285,671 | -168,987 | -144,164 | 285,671 | 0.53 | -0.053 | 16,746 |
| TH | -1.0000 | 6 | -260,610 | -183,891 | -82,429 | 260,610 | 0.33 | -0.021 | 9,415 |
| 1.0000 | 8 | 128,477 | 0 | 40,997 | 128,477 | 0.37 | 0.084 | 13,009 | |
| TW | -1.0000 | 9 | -250,749 | -250,749 | -202,978 | 250,749 | 0.86 | -0.111 | 21,140 |
| 1.0000 | 3 | 98,693 | 0 | 100,918 | 98,693 | 0.99 | 0.103 | 14,579 |