| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -760,317 | 10,746,052 | -2,353,185 | 725,777 | 366 | 200,609,852 | 0.054 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -5,753,185 | 5,753,185 | -6,990,451 | 240,537 |
| 1 | 4,992,867 | 4,992,867 | 4,637,266 | 485,239 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | -43,837 | -105,110 | 38,754 | 409,264 | 0.32 | 0.087 | -1,836 |
| CN | 187 | -381,311 | -2,005,801 | -2,626,022 | 6,834,906 | 1.56 | 0.106 | 630,947 |
| HK | 16 | 76,427 | -86,344 | 195,241 | 249,116 | 1.68 | 0.131 | 32,341 |
| IN | 4 | -235,141 | 0 | -95,974 | 271,962 | 0.22 | 0.055 | 4,112 |
| JP | 110 | -141,074 | -651,317 | 179,098 | 2,525,485 | 0.54 | 0.065 | 33,653 |
| MY | 2 | -15,435 | 0 | -1,621 | 15,435 | 0.18 | 0.047 | 588 |
| NZ | 1 | -19,160 | -19,160 | -175 | 19,160 | 0.01 | 0.086 | 1,639 |
| TH | 8 | 181,426 | -28,543 | 19,769 | 238,513 | 0.16 | 0.078 | -3,073 |
| TW | 15 | -182,211 | -148,245 | -62,256 | 182,211 | 0.45 | 0.134 | 27,405 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -226,551 | -105,110 | -23,878 | 226,551 | 0.30 | -0.078 | 12,851 |
| 1 | 8 | 182,713 | 0 | 62,633 | 182,713 | 0.35 | -0.079 | -14,687 | |
| CN | -1 | 98 | -3,608,109 | -2,005,801 | -6,113,394 | 3,608,109 | 1.64 | -0.037 | 118,071 |
| 1 | 89 | 3,226,797 | 0 | 3,487,372 | 3,226,797 | 1.46 | 0.111 | 512,876 | |
| HK | -1 | 4 | -86,344 | -86,344 | -81,248 | 86,344 | 0.96 | -0.102 | 9,030 |
| 1 | 12 | 162,772 | 0 | 276,489 | 162,772 | 1.93 | 0.138 | 23,311 | |
| IN | -1 | 3 | -253,552 | 0 | -95,820 | 253,552 | 0.29 | 0.029 | 2,622 |
| 1 | 1 | 18,410 | 0 | -154 | 18,410 | -0.01 | 0.081 | 1,489 | |
| JP | -1 | 64 | -1,333,280 | -651,317 | -609,008 | 1,333,280 | 0.51 | -0.056 | 64,116 |
| 1 | 46 | 1,192,206 | 0 | 788,106 | 1,192,206 | 0.58 | -0.036 | -30,463 | |
| MY | -1 | 2 | -15,435 | 0 | -1,621 | 15,435 | 0.18 | -0.047 | 588 |
| NZ | -1 | 1 | -19,160 | -19,160 | -175 | 19,160 | 0.01 | -0.086 | 1,639 |
| TH | -1 | 3 | -28,543 | -28,543 | -3,050 | 28,543 | 0.11 | -0.149 | 4,215 |
| 1 | 5 | 209,969 | 0 | 22,820 | 209,969 | 0.19 | -0.025 | -7,288 | |
| TW | -1 | 15 | -182,211 | -148,245 | -62,256 | 182,211 | 0.45 | -0.134 | 27,405 |