| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 33,445 | 21,090,377 | 246,347 | 2,135,837 | 555 | 184,066,703 | 0.115 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0 | -10,528,466 | 10,528,466 | -9,022,637 | 896,847 |
| 1.0 | 10,561,911 | 10,561,911 | 9,268,984 | 1,238,990 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 47 | -172,182 | -538,571 | -98,509 | 1,465,418 | 0.41 | 76,059 |
| CN | 296 | 180,138 | -4,451,807 | 1,165,733 | 10,552,519 | 1.38 | 1,348,310 |
| HK | 19 | -84,962 | -247,777 | 446,266 | 1,739,709 | 1.06 | 206,985 |
| JP | 172 | 475,584 | -2,353,909 | -1,106,966 | 6,345,294 | 0.65 | 405,860 |
| MY | 1 | 33,277 | 0 | 2,995 | 33,277 | 0.09 | 4,447 |
| NZ | 2 | -68,383 | -68,383 | 5,869 | 68,383 | -0.08 | 11,290 |
| SG | 3 | 50,074 | -6,658 | 13,646 | 63,390 | 0.26 | 1,582 |
| TH | 12 | -382,247 | -454,477 | -164,595 | 526,708 | 0.34 | 93,663 |
| TW | 3 | 2,146 | -2,128 | -18,091 | 295,679 | 0.61 | -12,361 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1.0 | 40 | -818,800 | -538,571 | -275,712 | 818,800 | 0.44 | 59,696 |
| 1.0 | 7 | 646,618 | 0 | 177,203 | 646,618 | 0.27 | 16,363 | |
| CN | -1.0 | 150 | -5,186,191 | -4,451,807 | -5,290,797 | 5,186,191 | 1.54 | 609,225 |
| 1.0 | 146 | 5,366,329 | 0 | 6,456,530 | 5,366,329 | 1.21 | 739,086 | |
| HK | -1.0 | 7 | -912,336 | -247,777 | -771,790 | 912,336 | 0.97 | 10,429 |
| 1.0 | 12 | 827,373 | 0 | 1,218,056 | 827,373 | 1.11 | 196,556 | |
| JP | -1.0 | 101 | -2,934,855 | -2,353,909 | -2,397,003 | 2,934,855 | 0.77 | 111,675 |
| 1.0 | 71 | 3,410,439 | 0 | 1,290,037 | 3,410,439 | 0.49 | 294,186 | |
| MY | 1.0 | 1 | 33,277 | 0 | 2,995 | 33,277 | 0.09 | 4,447 |
| NZ | -1.0 | 2 | -68,383 | -68,383 | 5,869 | 68,383 | -0.08 | 11,290 |
| SG | -1.0 | 1 | -6,658 | -6,658 | -1,876 | 6,658 | 0.28 | 893 |
| 1.0 | 2 | 56,732 | 0 | 15,522 | 56,732 | 0.25 | 689 | |
| TH | -1.0 | 8 | -454,477 | -454,477 | -171,153 | 454,477 | 0.41 | 90,055 |
| 1.0 | 4 | 72,230 | 0 | 6,558 | 72,230 | 0.18 | 3,608 | |
| TW | -1.0 | 2 | -146,767 | -2,128 | -120,175 | 146,767 | 0.57 | 3,586 |
| 1.0 | 1 | 148,913 | 0 | 102,084 | 148,913 | 0.69 | -15,946 |