| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,484,117 | 11,997,381 | -1,358,468 | 384,121 | 276 | 300,408,613 | 0.040 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -6,740,749 | 6,740,749 | -6,760,394 | 93,121 |
| 1.0000 | 5,256,632 | 5,256,632 | 5,401,927 | 291,000 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | -475,249 | -571,080 | -135,789 | 2,327,088 | 0.52 | 0.092 | -73,755 |
| CN | 73 | -1,373,169 | -1,518,249 | -1,947,201 | 3,863,924 | 1.46 | 0.107 | 206,880 |
| HK | 18 | -56,080 | -97,437 | -483,034 | 1,588,130 | 1.63 | 0.163 | 76,647 |
| JP | 124 | 466,150 | -966,934 | 1,106,170 | 3,606,684 | 0.65 | 0.058 | 153,286 |
| KR | 5 | 102,170 | -74,229 | 103,488 | 250,628 | 0.52 | 0.232 | 37,310 |
| SG | 2 | -24,725 | 0 | -9,777 | 24,725 | 0.32 | 0.025 | -656 |
| TH | 17 | -161,612 | -39,005 | -37,919 | 286,336 | 0.43 | 0.078 | -15,869 |
| TW | 3 | 38,398 | -5,733 | 45,593 | 49,865 | 0.93 | 0.013 | 278 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 26 | -1,401,169 | -571,080 | -564,023 | 1,401,169 | 0.59 | -0.081 | 45,865 |
| 1.0000 | 8 | 925,920 | 0 | 428,234 | 925,920 | 0.29 | -0.070 | -119,620 | |
| CN | -1.0000 | 51 | -2,618,546 | -1,518,249 | -3,754,568 | 2,618,546 | 1.43 | -0.020 | 118,881 |
| 1.0000 | 22 | 1,245,377 | 0 | 1,807,367 | 1,245,377 | 1.50 | 0.042 | 87,999 | |
| HK | -1.0000 | 9 | -822,105 | -97,437 | -1,535,251 | 822,105 | 1.58 | 0.075 | -122,465 |
| 1.0000 | 9 | 766,025 | 0 | 1,052,217 | 766,025 | 1.69 | 0.201 | 199,112 | |
| JP | -1.0000 | 61 | -1,570,267 | -966,934 | -812,488 | 1,570,267 | 0.51 | -0.037 | 50,314 |
| 1.0000 | 63 | 2,036,417 | 0 | 1,918,659 | 2,036,417 | 0.78 | -0.005 | 102,972 | |
| KR | -1.0000 | 4 | -74,229 | -74,229 | -29 | 74,229 | 0.50 | -0.262 | 18,023 |
| 1.0000 | 1 | 176,399 | 0 | 103,518 | 176,399 | 0.59 | 0.109 | 19,287 | |
| SG | -1.0000 | 2 | -24,725 | 0 | -9,777 | 24,725 | 0.32 | 0.025 | -656 |
| TH | -1.0000 | 12 | -223,974 | -39,005 | -80,916 | 223,974 | 0.34 | 0.019 | -17,029 |
| 1.0000 | 5 | 62,362 | 0 | 42,998 | 62,362 | 0.63 | 0.056 | 1,159 | |
| TW | -1.0000 | 1 | -5,733 | -5,733 | -3,341 | 5,733 | 0.58 | -0.033 | 189 |
| 1.0000 | 2 | 44,132 | 0 | 48,935 | 44,132 | 1.11 | 0.002 | 90 |