| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -4,378,775 | 30,535,596 | -5,682,126 | 2,609,462 | 373 | 303,674,759 | 0.101 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -17,457,185 | 17,457,185 | -17,393,403 | 1,775,134 |
| 1.0000 | 13,078,411 | 13,078,411 | 11,711,277 | 834,328 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 48 | 76,797 | -739,814 | -541,940 | 2,144,834 | 0.53 | 0.087 | 63,787 |
| CN | 101 | -4,450,156 | -9,563,198 | -3,027,689 | 16,640,148 | 1.32 | 0.112 | 2,148,266 |
| HK | 25 | 191,308 | -727,123 | 77,784 | 1,969,417 | 1.55 | 0.148 | 276,348 |
| JP | 152 | -1,289,477 | -2,098,701 | -2,116,205 | 6,263,049 | 0.71 | 0.057 | 160,966 |
| KR | 13 | 91,977 | -16,740 | -28,232 | 440,377 | 0.62 | 0.099 | 11,115 |
| NZ | 1 | 1,297,571 | 0 | 378,827 | 1,297,571 | 0.29 | 0.141 | -182,967 |
| PH | 1 | 4,934 | 0 | 3,760 | 4,934 | 0.76 | 0.291 | 1,437 |
| SG | 4 | -187,220 | -96,131 | -62,930 | 187,220 | 0.40 | 0.064 | 10,543 |
| TH | 14 | 467,171 | -231,997 | 108,473 | 972,206 | 0.37 | 0.102 | 92,422 |
| TW | 14 | -581,680 | -304,587 | -473,972 | 615,841 | 0.91 | 0.092 | 27,545 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 31 | -1,034,018 | -739,814 | -638,969 | 1,034,018 | 0.65 | -0.090 | 106,433 |
| 1.0000 | 17 | 1,110,815 | 0 | 97,029 | 1,110,815 | 0.32 | -0.060 | -42,645 | |
| CN | -1.0000 | 51 | -10,545,152 | -9,563,198 | -10,886,803 | 10,545,152 | 1.38 | -0.069 | 1,508,222 |
| 1.0000 | 50 | 6,094,996 | 0 | 7,859,114 | 6,094,996 | 1.25 | 0.082 | 640,044 | |
| HK | -1.0000 | 12 | -889,055 | -727,123 | -1,471,986 | 889,055 | 1.77 | 0.037 | -1,492 |
| 1.0000 | 13 | 1,080,362 | 0 | 1,549,770 | 1,080,362 | 1.34 | 0.207 | 277,839 | |
| JP | -1.0000 | 81 | -3,776,263 | -2,098,701 | -3,575,577 | 3,776,263 | 0.78 | -0.045 | 84,235 |
| 1.0000 | 71 | 2,486,786 | 0 | 1,459,372 | 2,486,786 | 0.62 | -0.004 | 76,732 | |
| KR | -1.0000 | 4 | -174,200 | -16,740 | -170,730 | 174,200 | 0.56 | -0.134 | 24,387 |
| 1.0000 | 9 | 266,177 | 0 | 142,498 | 266,177 | 0.65 | -0.063 | -13,272 | |
| NZ | 1.0000 | 1 | 1,297,571 | 0 | 378,827 | 1,297,571 | 0.29 | -0.141 | -182,967 |
| PH | 1.0000 | 1 | 4,934 | 0 | 3,760 | 4,934 | 0.76 | 0.291 | 1,437 |
| SG | -1.0000 | 4 | -187,220 | -96,131 | -62,930 | 187,220 | 0.40 | -0.045 | 10,543 |
| TH | -1.0000 | 5 | -252,517 | -231,997 | -96,540 | 252,517 | 0.46 | -0.035 | 14,866 |
| 1.0000 | 9 | 719,688 | 0 | 205,013 | 719,688 | 0.31 | 0.105 | 77,556 | |
| TW | -1.0000 | 13 | -598,760 | -304,587 | -489,867 | 598,760 | 0.91 | -0.088 | 27,941 |
| 1.0000 | 1 | 17,080 | 0 | 15,895 | 17,080 | 0.93 | -0.023 | -396 |