| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -158,146 | 4,377,907 | -327,695 | 179,889 | 392 | 42,005,326 | 0.104 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,268,027 | 2,268,027 | -2,130,007 | 144,311 |
| 1.0000 | 2,109,880 | 2,109,880 | 1,802,312 | 35,578 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 63 | 7,712 | -150,699 | 26,374 | 480,361 | 0.61 | 0.096 | 23,889 |
| CN | 70 | -136,974 | -456,791 | -334,521 | 1,217,054 | 1.37 | 0.124 | 38,576 |
| HK | 19 | -49,167 | -83,349 | -71,646 | 197,455 | 1.41 | 0.155 | 19,046 |
| IN | 1 | -1,525 | 0 | 122 | 1,525 | -0.08 | 0.007 | -11 |
| JP | 197 | 5,224 | -509,103 | 30,661 | 1,948,118 | 0.68 | 0.066 | 62,833 |
| MY | 1 | -886 | 0 | -241 | 886 | 0.27 | 0.017 | -15 |
| NZ | 4 | 2,524 | -74,282 | 7,247 | 151,088 | 0.26 | 0.133 | 21 |
| SG | 5 | 73,577 | 0 | 31,127 | 73,577 | 0.59 | 0.066 | 6,286 |
| TH | 19 | -21,190 | -5,338 | -2,671 | 144,840 | 0.35 | 0.111 | 6,712 |
| TW | 13 | -37,441 | -100,223 | -14,148 | 163,004 | 0.84 | 0.121 | 22,553 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 32 | -236,324 | -150,699 | -112,903 | 236,324 | 0.51 | -0.113 | 31,261 |
| 1.0000 | 31 | 244,036 | 0 | 139,277 | 244,036 | 0.72 | -0.049 | -7,372 | |
| CN | -1.0000 | 34 | -677,014 | -456,791 | -1,053,465 | 677,014 | 1.49 | -0.046 | 56,907 |
| 1.0000 | 36 | 540,040 | 0 | 718,944 | 540,040 | 1.26 | -0.016 | -18,331 | |
| HK | -1.0000 | 8 | -123,311 | -83,349 | -182,907 | 123,311 | 1.42 | -0.009 | 935 |
| 1.0000 | 11 | 74,144 | 0 | 111,261 | 74,144 | 1.40 | 0.239 | 18,111 | |
| IN | -1.0000 | 1 | -1,525 | 0 | 122 | 1,525 | -0.08 | 0.007 | -11 |
| JP | -1.0000 | 103 | -971,447 | -509,103 | -652,816 | 971,447 | 0.67 | -0.035 | 31,210 |
| 1.0000 | 94 | 976,671 | 0 | 683,476 | 976,671 | 0.69 | 0.023 | 31,622 | |
| MY | -1.0000 | 1 | -886 | 0 | -241 | 886 | 0.27 | 0.017 | -15 |
| NZ | -1.0000 | 3 | -74,282 | -74,282 | -15,867 | 74,282 | 0.25 | -0.135 | 9,861 |
| 1.0000 | 1 | 76,806 | 0 | 23,113 | 76,806 | 0.30 | -0.128 | -9,840 | |
| SG | 1.0000 | 5 | 73,577 | 0 | 31,127 | 73,577 | 0.59 | 0.066 | 6,286 |
| TH | -1.0000 | 13 | -83,015 | -5,338 | -27,190 | 83,015 | 0.30 | 0.054 | -3,267 |
| 1.0000 | 6 | 61,825 | 0 | 24,519 | 61,825 | 0.45 | 0.184 | 9,979 | |
| TW | -1.0000 | 9 | -100,223 | -100,223 | -84,741 | 100,223 | 0.72 | -0.131 | 17,429 |
| 1.0000 | 4 | 62,781 | 0 | 70,593 | 62,781 | 1.12 | 0.078 | 5,124 |