| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -832,955 | 23,662,056 | -1,978,768 | -774 | 368 | 376,565,255 | 0.063 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -12,247,505 | 12,247,505 | -10,537,667 | 213,448 |
| 1 | 11,414,551 | 11,414,551 | 8,558,899 | -214,222 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 51 | 568,651 | -1,015,234 | 838,770 | 3,995,185 | 0.51 | 0.118 | -2,057 |
| CN | 97 | -1,747,639 | -2,249,246 | -2,959,213 | 7,539,468 | 1.27 | 0.082 | -40,683 |
| HK | 25 | -295,166 | -143,248 | -486,560 | 1,436,983 | 1.37 | 0.124 | 21,552 |
| ID | 1 | -146,903 | 0 | -42,582 | 146,903 | 0.29 | 0.010 | 1,452 |
| JP | 166 | 1,074,165 | -595,676 | 597,040 | 7,921,616 | 0.72 | 0.049 | -76,013 |
| MY | 1 | 18,699 | 0 | 5,241 | 18,699 | 0.28 | 0.200 | 3,749 |
| NZ | 1 | -223,155 | -223,155 | -65,193 | 223,155 | 0.29 | 0.139 | 31,059 |
| SG | 4 | -544,912 | -229,301 | -300,389 | 544,912 | 0.48 | 0.046 | 37,594 |
| TH | 17 | 457,147 | 0 | 247,141 | 1,180,005 | 0.39 | 0.106 | 20,319 |
| TW | 5 | 6,160 | -4,655 | 186,976 | 655,130 | 0.86 | 0.133 | 2,253 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 19 | -1,713,267 | -1,015,234 | -434,724 | 1,713,267 | 0.28 | -0.068 | 207,871 |
| 1 | 32 | 2,281,918 | 0 | 1,273,493 | 2,281,918 | 0.64 | -0.137 | -209,927 | |
| CN | -1 | 54 | -4,643,553 | -2,249,246 | -6,254,477 | 4,643,553 | 1.26 | 0.052 | 107,636 |
| 1 | 43 | 2,895,915 | 0 | 3,295,264 | 2,895,915 | 1.28 | -0.043 | -148,319 | |
| HK | -1 | 21 | -866,075 | -143,248 | -923,431 | 866,075 | 1.37 | 0.102 | -76,901 |
| 1 | 4 | 570,909 | 0 | 436,871 | 570,909 | 1.35 | 0.147 | 98,453 | |
| ID | -1 | 1 | -146,903 | 0 | -42,582 | 146,903 | 0.29 | -0.010 | 1,452 |
| JP | -1 | 68 | -3,423,725 | -595,676 | -2,324,143 | 3,423,725 | 0.65 | 0.003 | -6,355 |
| 1 | 98 | 4,497,890 | 0 | 2,921,183 | 4,497,890 | 0.78 | -0.028 | -69,658 | |
| MY | 1 | 1 | 18,699 | 0 | 5,241 | 18,699 | 0.28 | 0.200 | 3,749 |
| NZ | -1 | 1 | -223,155 | -223,155 | -65,193 | 223,155 | 0.29 | -0.139 | 31,059 |
| SG | -1 | 4 | -544,912 | -229,301 | -300,389 | 544,912 | 0.48 | -0.042 | 37,594 |
| TH | -1 | 7 | -361,429 | 0 | -104,046 | 361,429 | 0.30 | 0.131 | -64,355 |
| 1 | 10 | 818,576 | 0 | 351,187 | 818,576 | 0.45 | 0.077 | 84,674 | |
| TW | -1 | 2 | -324,485 | -4,655 | -88,682 | 324,485 | 0.66 | -0.071 | -24,553 |
| 1 | 3 | 330,645 | 0 | 275,658 | 330,645 | 1.00 | 0.050 | 26,806 |