| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,612,240 | 24,418,310 | -2,222,710 | -215,534 | 379 | 272,866,214 | 0.089 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -13,015,275 | 13,015,275 | -11,462,467 | -56,647 |
| 1.0000 | 11,403,035 | 11,403,035 | 9,239,757 | -158,887 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 371,748 | -146,112 | -22,779 | 1,381,557 | 0.54 | 0.097 | -23,798 |
| CN | 105 | -1,657,575 | -2,134,471 | -1,212,145 | 9,786,198 | 1.29 | 0.095 | 54,181 |
| HK | 23 | -912,328 | -54,945 | -1,389,229 | 1,637,950 | 1.41 | 0.128 | -80,402 |
| JP | 146 | 980,499 | -1,364,906 | -137,307 | 7,129,090 | 0.67 | 0.051 | 20,941 |
| KR | 12 | 373,196 | -1,079 | 176,200 | 375,353 | 0.35 | 0.184 | -27,017 |
| PH | 1 | -76,230 | 0 | -2,843 | 76,230 | 0.04 | 0.152 | 11,587 |
| SG | 5 | 134,251 | 0 | 102,200 | 239,479 | 0.44 | 0.056 | 2,022 |
| TH | 20 | -673,311 | 0 | -69,411 | 2,069,773 | 0.50 | 0.067 | -105,957 |
| TW | 30 | -152,489 | 0 | 332,605 | 1,722,679 | 0.84 | 0.054 | -67,090 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 24 | -504,905 | -146,112 | -248,763 | 504,905 | 0.68 | -0.080 | 29,109 |
| 1.0000 | 13 | 876,652 | 0 | 225,984 | 876,652 | 0.30 | -0.097 | -52,907 | |
| CN | -1.0000 | 69 | -5,721,887 | -2,134,471 | -5,823,438 | 5,721,887 | 1.33 | 0.055 | 121,482 |
| 1.0000 | 36 | 4,064,312 | 0 | 4,611,293 | 4,064,312 | 1.22 | -0.045 | -67,302 | |
| HK | -1.0000 | 16 | -1,275,139 | -54,945 | -1,775,665 | 1,275,139 | 1.40 | 0.101 | -77,654 |
| 1.0000 | 7 | 362,811 | 0 | 386,436 | 362,811 | 1.46 | 0.087 | -2,748 | |
| JP | -1.0000 | 54 | -3,074,295 | -1,364,906 | -2,738,352 | 3,074,295 | 0.67 | -0.005 | 40,455 |
| 1.0000 | 92 | 4,054,794 | 0 | 2,601,045 | 4,054,794 | 0.66 | -0.033 | -19,514 | |
| KR | -1.0000 | 2 | -1,079 | -1,079 | 106 | 1,079 | 0.35 | -0.292 | 296 |
| 1.0000 | 10 | 374,275 | 0 | 176,094 | 374,275 | 0.35 | -0.141 | -27,312 | |
| PH | -1.0000 | 1 | -76,230 | 0 | -2,843 | 76,230 | 0.04 | -0.152 | 11,587 |
| SG | -1.0000 | 2 | -52,614 | 0 | -19,615 | 52,614 | 0.32 | 0.016 | -1,062 |
| 1.0000 | 3 | 186,865 | 0 | 121,815 | 186,865 | 0.51 | -0.062 | 3,083 | |
| TH | -1.0000 | 11 | -1,371,542 | 0 | -340,126 | 1,371,542 | 0.51 | 0.088 | -100,638 |
| 1.0000 | 9 | 698,231 | 0 | 270,715 | 698,231 | 0.48 | 0.005 | -5,318 | |
| TW | -1.0000 | 13 | -937,584 | 0 | -513,770 | 937,584 | 0.58 | 0.074 | -80,221 |
| 1.0000 | 17 | 785,095 | 0 | 846,375 | 785,095 | 1.03 | -0.003 | 13,132 |