| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,954,689 | 18,394,844 | -3,254,373 | 262,060 | 318 | 289,555,427 | 0.064 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -10,174,766 | 10,174,766 | -10,246,454 | 269,193 |
| 1.0000 | 8,220,077 | 8,220,077 | 6,992,080 | -7,133 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | 311,378 | -341,601 | -244,541 | 2,493,273 | 0.52 | 0.085 | -1,672 |
| CN | 98 | -1,936,578 | -3,124,714 | -2,675,716 | 7,115,480 | 1.39 | 0.102 | 434,762 |
| HK | 14 | -516,647 | -71,570 | -730,285 | 648,616 | 1.36 | 0.137 | -35,550 |
| JP | 125 | -186,241 | -826,162 | -293,761 | 5,900,402 | 0.68 | 0.055 | -86,728 |
| KR | 8 | 308,922 | -12,183 | 203,632 | 335,537 | 0.48 | 0.184 | -22,798 |
| SG | 3 | -96,594 | 0 | -18,551 | 170,945 | 0.44 | 0.064 | -8,038 |
| TH | 12 | -142,313 | 0 | -72,768 | 453,158 | 0.46 | 0.071 | -28,433 |
| TW | 24 | 303,383 | 0 | 577,617 | 1,277,431 | 0.80 | 0.053 | 10,517 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 17 | -1,090,947 | -341,601 | -564,026 | 1,090,947 | 0.64 | -0.072 | 20,777 |
| 1.0000 | 17 | 1,402,326 | 0 | 319,485 | 1,402,326 | 0.39 | -0.073 | -22,449 | |
| CN | -1.0000 | 73 | -4,526,029 | -3,124,714 | -6,249,293 | 4,526,029 | 1.44 | 0.022 | 371,496 |
| 1.0000 | 25 | 2,589,451 | 0 | 3,573,577 | 2,589,451 | 1.26 | -0.023 | 63,266 | |
| HK | -1.0000 | 8 | -582,631 | -71,570 | -818,455 | 582,631 | 1.40 | 0.060 | -46,177 |
| 1.0000 | 6 | 65,984 | 0 | 88,170 | 65,984 | 1.31 | 0.129 | 10,627 | |
| JP | -1.0000 | 67 | -3,043,322 | -826,162 | -2,114,758 | 3,043,322 | 0.67 | -0.013 | -22,630 |
| 1.0000 | 58 | 2,857,081 | 0 | 1,820,997 | 2,857,081 | 0.70 | -0.031 | -64,099 | |
| KR | -1.0000 | 3 | -13,307 | -12,183 | -3,416 | 13,307 | 0.37 | -0.233 | 3,671 |
| 1.0000 | 5 | 322,230 | 0 | 207,048 | 322,230 | 0.55 | -0.118 | -26,469 | |
| SG | -1.0000 | 2 | -133,770 | 0 | -43,186 | 133,770 | 0.32 | 0.015 | -1,998 |
| 1.0000 | 1 | 37,176 | 0 | 24,635 | 37,176 | 0.66 | -0.162 | -6,039 | |
| TH | -1.0000 | 8 | -297,736 | 0 | -158,733 | 297,736 | 0.40 | 0.091 | -29,560 |
| 1.0000 | 4 | 155,423 | 0 | 85,965 | 155,423 | 0.58 | 0.024 | 1,127 | |
| TW | -1.0000 | 10 | -487,024 | 0 | -294,588 | 487,024 | 0.55 | 0.061 | -26,386 |
| 1.0000 | 14 | 790,407 | 0 | 872,204 | 790,407 | 0.99 | 0.024 | 36,903 |