| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -327,531 | 12,263,276 | 375,908 | 381,091 | 329 | 299,833,339 | 0.041 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,295,403 | 6,295,403 | -5,837,960 | 174,640 |
| 1 | 5,967,873 | 5,967,873 | 6,213,869 | 206,451 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | 228,973 | -126,071 | 121,677 | 962,451 | 0.45 | 0.096 | 17,814 |
| CN | 91 | 553,424 | -916,588 | 348,753 | 4,831,158 | 1.28 | 0.111 | 152,008 |
| HK | 34 | -743,841 | -493,890 | -915,468 | 1,207,364 | 1.53 | 0.133 | 2,828 |
| JP | 129 | 217,435 | -855,097 | 942,789 | 3,657,096 | 0.67 | 0.060 | 97,876 |
| KR | 10 | -92,530 | -58,177 | -35,653 | 194,131 | 0.41 | 0.152 | 13,256 |
| MY | 1 | 21,698 | 0 | 5,931 | 21,698 | 0.27 | 0.219 | 4,758 |
| NZ | 1 | 13,982 | 0 | 4,082 | 13,982 | 0.29 | 0.126 | -1,762 |
| PH | 1 | 781 | 0 | 596 | 781 | 0.76 | 0.268 | 209 |
| SG | 8 | -717,991 | -435,806 | -370,070 | 717,991 | 0.50 | 0.057 | 17,841 |
| TH | 12 | 63,283 | -34,306 | 69,736 | 255,383 | 0.51 | 0.109 | 778 |
| TW | 8 | 127,255 | -136,992 | 203,535 | 401,240 | 0.97 | 0.145 | 75,485 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 16 | -366,739 | -126,071 | -109,258 | 366,739 | 0.39 | -0.114 | 34,422 |
| 1 | 18 | 595,712 | 0 | 230,935 | 595,712 | 0.50 | -0.052 | -16,608 | |
| CN | -1 | 40 | -2,138,867 | -916,588 | -3,000,823 | 2,138,867 | 1.41 | -0.044 | 92,785 |
| 1 | 51 | 2,692,291 | 0 | 3,349,576 | 2,692,291 | 1.18 | 0.023 | 59,223 | |
| HK | -1 | 22 | -975,602 | -493,890 | -1,285,387 | 975,602 | 1.28 | 0.070 | -38,781 |
| 1 | 12 | 231,761 | 0 | 369,919 | 231,761 | 2.00 | 0.179 | 41,609 | |
| JP | -1 | 61 | -1,719,831 | -855,097 | -878,430 | 1,719,831 | 0.59 | -0.048 | 47,610 |
| 1 | 68 | 1,937,265 | 0 | 1,821,219 | 1,937,265 | 0.74 | -0.009 | 50,266 | |
| KR | -1 | 8 | -143,331 | -58,177 | -54,681 | 143,331 | 0.42 | -0.162 | 19,078 |
| 1 | 2 | 50,801 | 0 | 19,028 | 50,801 | 0.38 | -0.113 | -5,822 | |
| MY | 1 | 1 | 21,698 | 0 | 5,931 | 21,698 | 0.27 | 0.219 | 4,758 |
| NZ | 1 | 1 | 13,982 | 0 | 4,082 | 13,982 | 0.29 | -0.126 | -1,762 |
| PH | 1 | 1 | 781 | 0 | 596 | 781 | 0.76 | 0.268 | 209 |
| SG | -1 | 8 | -717,991 | -435,806 | -370,070 | 717,991 | 0.50 | -0.025 | 17,841 |
| TH | -1 | 3 | -96,050 | -34,306 | -22,035 | 96,050 | 0.24 | 0.126 | -11,229 |
| 1 | 9 | 159,333 | 0 | 91,771 | 159,333 | 0.60 | 0.103 | 12,007 | |
| TW | -1 | 4 | -136,992 | -136,992 | -117,277 | 136,992 | 0.77 | -0.094 | 12,914 |
| 1 | 4 | 264,248 | 0 | 320,812 | 264,248 | 1.18 | 0.193 | 62,570 |