| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -3,860,063 | 17,734,051 | -4,891,099 | 1,131,823 | 347 | 301,933,172 | 0.059 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -10,797,057 | 10,797,057 | -11,209,725 | 816,869 |
| 1.0000 | 6,936,994 | 6,936,994 | 6,318,626 | 314,954 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 42 | 50,176 | -271,461 | -206,862 | 1,274,405 | 0.58 | 0.094 | 38,333 |
| CN | 94 | -3,912,697 | -5,171,561 | -4,267,663 | 8,591,515 | 1.31 | 0.117 | 958,745 |
| HK | 27 | -32 | -146,836 | -25,971 | 868,169 | 1.56 | 0.143 | 62,826 |
| JP | 149 | -240,947 | -1,758,202 | -412,340 | 5,635,531 | 0.74 | 0.061 | 143,118 |
| KR | 9 | -20,976 | -49,779 | -28,237 | 98,592 | 0.60 | 0.135 | 5,158 |
| MY | 1 | 14,468 | 0 | 3,955 | 14,468 | 0.27 | 0.228 | 3,304 |
| NZ | 1 | 610,094 | 0 | 178,117 | 610,094 | 0.29 | 0.157 | -95,654 |
| PH | 1 | 5,545 | 0 | 4,226 | 5,545 | 0.76 | 0.300 | 1,662 |
| SG | 1 | -32,756 | -32,756 | -9,525 | 32,756 | 0.29 | 0.027 | 875 |
| TH | 14 | -263,499 | -239,154 | -63,371 | 368,620 | 0.50 | 0.105 | 6,907 |
| TW | 8 | -69,438 | -118,307 | -63,426 | 234,356 | 0.81 | 0.069 | 6,548 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 25 | -612,114 | -271,461 | -400,153 | 612,114 | 0.73 | -0.090 | 44,700 |
| 1.0000 | 17 | 662,291 | 0 | 193,291 | 662,291 | 0.35 | -0.062 | -6,367 | |
| CN | -1.0000 | 58 | -6,252,106 | -5,171,561 | -7,685,209 | 6,252,106 | 1.38 | -0.055 | 697,684 |
| 1.0000 | 36 | 2,339,409 | 0 | 3,417,546 | 2,339,409 | 1.19 | 0.093 | 261,062 | |
| HK | -1.0000 | 19 | -434,101 | -146,836 | -581,679 | 434,101 | 1.61 | 0.079 | -44,852 |
| 1.0000 | 8 | 434,068 | 0 | 555,708 | 434,068 | 1.45 | 0.161 | 107,678 | |
| JP | -1.0000 | 81 | -2,938,239 | -1,758,202 | -2,277,600 | 2,938,239 | 0.78 | -0.048 | 100,117 |
| 1.0000 | 68 | 2,697,292 | 0 | 1,865,260 | 2,697,292 | 0.69 | -0.017 | 43,001 | |
| KR | -1.0000 | 5 | -59,784 | -49,779 | -48,163 | 59,784 | 0.66 | -0.160 | 7,506 |
| 1.0000 | 4 | 38,808 | 0 | 19,925 | 38,808 | 0.53 | -0.092 | -2,348 | |
| MY | 1.0000 | 1 | 14,468 | 0 | 3,955 | 14,468 | 0.27 | 0.228 | 3,304 |
| NZ | 1.0000 | 1 | 610,094 | 0 | 178,117 | 610,094 | 0.29 | -0.157 | -95,654 |
| PH | 1.0000 | 1 | 5,545 | 0 | 4,226 | 5,545 | 0.76 | 0.300 | 1,662 |
| SG | -1.0000 | 1 | -32,756 | -32,756 | -9,525 | 32,756 | 0.29 | -0.027 | 875 |
| TH | -1.0000 | 7 | -316,060 | -239,154 | -82,709 | 316,060 | 0.31 | 0.042 | 2,141 |
| 1.0000 | 7 | 52,561 | 0 | 19,338 | 52,561 | 0.69 | 0.062 | 4,766 | |
| TW | -1.0000 | 5 | -151,897 | -118,307 | -124,687 | 151,897 | 0.84 | -0.065 | 8,698 |
| 1.0000 | 3 | 82,459 | 0 | 61,260 | 82,459 | 0.77 | -0.023 | -2,150 |