| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 2,866,327 | 21,579,837 | 540,326 | 269,245 | 337 | 300,406,499 | 0.072 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -9,356,755 | 9,356,755 | -8,840,966 | 418,699 |
| 1.0000 | 12,223,082 | 12,223,082 | 9,381,293 | -149,454 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | 71,613 | -318,948 | -61,496 | 1,146,790 | 0.61 | 0.095 | 27,151 |
| CN | 92 | 2,029,295 | -1,412,285 | 171,177 | 7,888,679 | 1.24 | 0.087 | 52,691 |
| HK | 19 | 110,834 | -12,112 | 886,607 | 1,397,176 | 1.47 | 0.147 | 136,852 |
| JP | 145 | -241,147 | -2,577,407 | -309,190 | 7,294,674 | 0.71 | 0.062 | 16,038 |
| KR | 8 | 73,451 | -3,299 | 74,271 | 271,320 | 0.57 | 0.133 | -5,977 |
| NZ | 1 | 988,214 | 0 | 288,510 | 988,214 | 0.29 | 0.160 | -158,461 |
| PH | 1 | 2,515 | 0 | 1,916 | 2,515 | 0.76 | 0.286 | 719 |
| SG | 4 | -75,901 | -30,205 | -20,187 | 80,469 | 0.40 | 0.064 | 713 |
| TH | 15 | 499,683 | -493,435 | 83,815 | 1,662,151 | 0.33 | 0.119 | 193,284 |
| TW | 11 | -592,229 | -50,295 | -575,097 | 847,849 | 1.03 | 0.075 | 6,234 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 24 | -537,589 | -318,948 | -296,040 | 537,589 | 0.74 | -0.099 | 55,853 |
| 1.0000 | 17 | 609,202 | 0 | 234,543 | 609,202 | 0.42 | -0.061 | -28,702 | |
| CN | -1.0000 | 50 | -2,929,692 | -1,412,285 | -4,498,966 | 2,929,692 | 1.34 | 0.039 | 119,014 |
| 1.0000 | 42 | 4,958,987 | 0 | 4,670,143 | 4,958,987 | 1.13 | -0.001 | -66,323 | |
| HK | -1.0000 | 9 | -643,171 | -12,112 | -486,703 | 643,171 | 1.46 | 0.109 | -63,445 |
| 1.0000 | 10 | 754,005 | 0 | 1,373,310 | 754,005 | 1.48 | 0.126 | 200,297 | |
| JP | -1.0000 | 100 | -3,767,911 | -2,577,407 | -2,613,778 | 3,767,911 | 0.73 | -0.042 | 209,642 |
| 1.0000 | 45 | 3,526,764 | 0 | 2,304,589 | 3,526,764 | 0.66 | -0.035 | -193,604 | |
| KR | -1.0000 | 2 | -98,935 | -3,299 | -29,241 | 98,935 | 0.54 | -0.212 | 11,800 |
| 1.0000 | 6 | 172,386 | 0 | 103,512 | 172,386 | 0.57 | -0.097 | -17,777 | |
| NZ | 1.0000 | 1 | 988,214 | 0 | 288,510 | 988,214 | 0.29 | -0.160 | -158,461 |
| PH | 1.0000 | 1 | 2,515 | 0 | 1,916 | 2,515 | 0.76 | 0.286 | 719 |
| SG | -1.0000 | 3 | -78,185 | -30,205 | -21,700 | 78,185 | 0.31 | -0.006 | 1,087 |
| 1.0000 | 1 | 2,284 | 0 | 1,513 | 2,284 | 0.66 | -0.164 | -373 | |
| TH | -1.0000 | 7 | -581,234 | -493,435 | -198,474 | 581,234 | 0.35 | -0.021 | 72,418 |
| 1.0000 | 8 | 1,080,917 | 0 | 282,289 | 1,080,917 | 0.32 | 0.107 | 120,866 | |
| TW | -1.0000 | 8 | -720,039 | -50,295 | -696,065 | 720,039 | 1.06 | -0.079 | 12,328 |
| 1.0000 | 3 | 127,810 | 0 | 120,968 | 127,810 | 0.96 | -0.022 | -6,094 |