| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -968,238 | 9,274,620 | -1,544,241 | 293,880 | 358 | 200,669,152 | 0.046 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -5,121,429 | 5,121,429 | -5,025,100 | 231,918 |
| 1 | 4,153,191 | 4,153,191 | 3,480,859 | 61,962 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | 51,672 | -351,175 | 58,377 | 853,254 | 0.43 | 0.121 | 4,222 |
| CN | 161 | -713,411 | -1,122,335 | -998,570 | 3,847,503 | 1.62 | 0.084 | 93,994 |
| HK | 9 | -88,678 | -52,330 | -197,558 | 213,576 | 1.40 | 0.117 | 1,197 |
| ID | 1 | 4,621 | 0 | -946 | 4,621 | -0.20 | 0.095 | 437 |
| JP | 118 | -87,700 | -931,369 | -301,232 | 3,518,858 | 0.57 | 0.075 | 155,808 |
| MY | 1 | -926 | 0 | -482 | 926 | 0.52 | 0.060 | 56 |
| SG | 2 | 67,144 | -5,992 | 12,102 | 79,128 | 0.46 | 0.065 | -606 |
| TH | 14 | -226,719 | -255,893 | -34,837 | 310,847 | 0.26 | 0.106 | 39,580 |
| TW | 20 | 25,759 | -180,968 | -81,093 | 445,907 | 0.50 | 0.143 | -808 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 25 | -400,791 | -351,175 | -62,923 | 400,791 | 0.38 | -0.125 | 54,040 |
| 1 | 7 | 452,463 | 0 | 121,300 | 452,463 | 0.58 | -0.092 | -49,818 | |
| CN | -1 | 113 | -2,280,457 | -1,122,335 | -3,371,626 | 2,280,457 | 1.70 | -0.009 | -16,693 |
| 1 | 48 | 1,567,046 | 0 | 2,373,056 | 1,567,046 | 1.42 | 0.088 | 110,687 | |
| HK | -1 | 6 | -151,127 | -52,330 | -244,621 | 151,127 | 1.59 | -0.062 | -1,073 |
| 1 | 3 | 62,449 | 0 | 47,063 | 62,449 | 1.04 | -0.044 | 2,270 | |
| ID | 1 | 1 | 4,621 | 0 | -946 | 4,621 | -0.20 | 0.095 | 437 |
| JP | -1 | 67 | -1,803,279 | -931,369 | -1,185,957 | 1,803,279 | 0.64 | -0.074 | 121,343 |
| 1 | 51 | 1,715,579 | 0 | 884,724 | 1,715,579 | 0.48 | -0.007 | 34,465 | |
| MY | -1 | 1 | -926 | 0 | -482 | 926 | 0.52 | -0.060 | 56 |
| SG | -1 | 1 | -5,992 | -5,992 | -4,134 | 5,992 | 0.69 | -0.112 | 671 |
| 1 | 1 | 73,136 | 0 | 16,236 | 73,136 | 0.22 | -0.017 | -1,277 | |
| TH | -1 | 13 | -268,783 | -255,893 | -38,879 | 268,783 | 0.27 | -0.106 | 41,132 |
| 1 | 1 | 42,064 | 0 | 4,041 | 42,064 | 0.10 | -0.037 | -1,552 | |
| TW | -1 | 19 | -210,074 | -180,968 | -116,477 | 210,074 | 0.52 | -0.143 | 32,443 |
| 1 | 1 | 235,833 | 0 | 35,385 | 235,833 | 0.15 | -0.141 | -33,250 |