| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -339,940 | 5,293,031 | -439,589 | 191,924 | 398 | 42,048,234 | 0.126 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,816,486 | 2,816,486 | -2,625,505 | 92,611 |
| 1.0000 | 2,476,545 | 2,476,545 | 2,185,917 | 99,313 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 53 | 9,414 | -88,423 | 28,056 | 364,695 | 0.66 | 0.092 | 10,911 |
| CN | 80 | -145,394 | -465,794 | -379,445 | 1,528,077 | 1.42 | 0.118 | 54,282 |
| HK | 16 | 39,101 | -31,956 | 23,701 | 215,702 | 1.37 | 0.223 | 32,583 |
| IN | 2 | 38,994 | 0 | 11,164 | 42,032 | 0.10 | 0.117 | 7,784 |
| JP | 218 | -281,365 | -562,632 | -137,567 | 2,801,609 | 0.67 | 0.057 | 47,450 |
| NZ | 1 | -714 | -714 | -215 | 714 | 0.30 | 0.113 | 81 |
| SG | 3 | 3,045 | 0 | 1,094 | 3,045 | 0.44 | 0.069 | 242 |
| TH | 16 | 55,816 | 0 | 46,289 | 131,454 | 0.46 | 0.152 | 15,947 |
| TW | 9 | -58,838 | -132,270 | -32,666 | 205,703 | 0.83 | 0.102 | 22,643 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 26 | -177,641 | -88,423 | -79,390 | 177,641 | 0.54 | -0.104 | 13,541 |
| 1.0000 | 27 | 187,054 | 0 | 107,446 | 187,054 | 0.77 | -0.052 | -2,630 | |
| CN | -1.0000 | 46 | -836,735 | -465,794 | -1,238,340 | 836,735 | 1.39 | -0.044 | 50,815 |
| 1.0000 | 34 | 691,342 | 0 | 858,896 | 691,342 | 1.47 | -0.031 | 3,468 | |
| HK | -1.0000 | 5 | -88,300 | -31,956 | -126,715 | 88,300 | 1.35 | 0.024 | -5,914 |
| 1.0000 | 11 | 127,401 | 0 | 150,416 | 127,401 | 1.38 | 0.308 | 38,497 | |
| IN | -1.0000 | 1 | -1,519 | 0 | 122 | 1,519 | -0.08 | 0.041 | -62 |
| 1.0000 | 1 | 40,513 | 0 | 11,042 | 40,513 | 0.27 | 0.194 | 7,846 | |
| JP | -1.0000 | 123 | -1,541,487 | -562,632 | -1,051,406 | 1,541,487 | 0.66 | -0.029 | 24,792 |
| 1.0000 | 95 | 1,260,122 | 0 | 913,839 | 1,260,122 | 0.69 | 0.011 | 22,658 | |
| NZ | -1.0000 | 1 | -714 | -714 | -215 | 714 | 0.30 | -0.113 | 81 |
| SG | 1.0000 | 3 | 3,045 | 0 | 1,094 | 3,045 | 0.44 | 0.069 | 242 |
| TH | -1.0000 | 7 | -37,819 | 0 | -11,394 | 37,819 | 0.32 | 0.104 | -2,936 |
| 1.0000 | 9 | 93,635 | 0 | 57,683 | 93,635 | 0.57 | 0.189 | 18,884 | |
| TW | -1.0000 | 6 | -132,270 | -132,270 | -118,167 | 132,270 | 0.70 | -0.105 | 12,295 |
| 1.0000 | 3 | 73,432 | 0 | 85,501 | 73,432 | 1.07 | 0.096 | 10,349 |