| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 768,009 | 14,674,440 | -387,910 | 507,522 | 322 | 300,051,701 | 0.049 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,953,215 | 6,953,215 | -7,239,238 | 394,655 |
| 1 | 7,721,224 | 7,721,224 | 6,851,328 | 112,866 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 44 | -81,911 | -262,039 | -156,418 | 1,982,146 | 0.57 | 0.090 | 72,713 |
| CN | 84 | -186,997 | -2,057,620 | -31,886 | 5,533,927 | 1.28 | 0.100 | 325,844 |
| HK | 22 | 373,389 | -70,548 | 499,083 | 832,663 | 1.59 | 0.140 | 43,648 |
| JP | 140 | 769,084 | -628,340 | -653,113 | 5,096,269 | 0.75 | 0.065 | -71,898 |
| KR | 9 | -31,559 | -9,358 | -5,091 | 106,957 | 0.57 | 0.142 | 4,874 |
| MY | 1 | 86,225 | 0 | 23,569 | 86,225 | 0.27 | 0.211 | 18,215 |
| NZ | 1 | -74,543 | -74,543 | -21,763 | 74,543 | 0.29 | 0.169 | 12,589 |
| PH | 1 | 15,952 | 0 | 12,158 | 15,952 | 0.76 | 0.327 | 5,213 |
| TH | 14 | 79,940 | -260,759 | 113,116 | 632,953 | 0.40 | 0.112 | 90,601 |
| TW | 6 | -181,571 | -46,486 | -167,564 | 312,805 | 0.90 | 0.075 | 5,722 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 30 | -1,032,029 | -262,039 | -565,234 | 1,032,029 | 0.70 | -0.080 | 52,363 |
| 1 | 14 | 950,118 | 0 | 408,816 | 950,118 | 0.30 | -0.067 | 20,350 | |
| CN | -1 | 45 | -2,860,462 | -2,057,620 | -3,685,701 | 2,860,462 | 1.43 | 0.020 | 289,917 |
| 1 | 39 | 2,673,465 | 0 | 3,653,814 | 2,673,465 | 1.12 | 0.047 | 35,927 | |
| HK | -1 | 9 | -229,637 | -70,548 | -363,439 | 229,637 | 1.87 | 0.152 | -30,402 |
| 1 | 13 | 603,026 | 0 | 862,522 | 603,026 | 1.39 | 0.089 | 74,051 | |
| JP | -1 | 58 | -2,163,592 | -628,340 | -2,276,110 | 2,163,592 | 0.99 | -0.042 | 28,648 |
| 1 | 82 | 2,932,676 | 0 | 1,622,997 | 2,932,676 | 0.57 | -0.043 | -100,546 | |
| KR | -1 | 7 | -69,258 | -9,358 | -25,827 | 69,258 | 0.60 | -0.172 | 6,168 |
| 1 | 2 | 37,699 | 0 | 20,735 | 37,699 | 0.49 | -0.035 | -1,293 | |
| MY | 1 | 1 | 86,225 | 0 | 23,569 | 86,225 | 0.27 | 0.211 | 18,215 |
| NZ | -1 | 1 | -74,543 | -74,543 | -21,763 | 74,543 | 0.29 | -0.169 | 12,589 |
| PH | 1 | 1 | 15,952 | 0 | 12,158 | 15,952 | 0.76 | 0.327 | 5,213 |
| TH | -1 | 4 | -276,506 | -260,759 | -68,586 | 276,506 | 0.20 | -0.069 | 29,726 |
| 1 | 10 | 356,446 | 0 | 181,701 | 356,446 | 0.47 | 0.102 | 60,875 | |
| TW | -1 | 3 | -247,188 | -46,486 | -232,579 | 247,188 | 0.82 | -0.067 | 5,648 |
| 1 | 3 | 65,617 | 0 | 65,015 | 65,617 | 0.98 | -0.063 | 74 |