| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 294,657 | 21,493,657 | 17,782 | 1,113,852 | 358 | 299,800,814 | 0.072 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -10,599,500 | 10,599,500 | -9,110,756 | 652,383 |
| 1 | 10,894,157 | 10,894,157 | 9,128,538 | 461,469 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 48 | -13,666 | -468,387 | 401,181 | 2,965,120 | 0.51 | 0.085 | 190,134 |
| CN | 95 | 1,090,178 | -2,213,942 | 438,998 | 7,483,407 | 1.26 | 0.103 | 666,162 |
| HK | 29 | -564,985 | -272,158 | -304,193 | 1,923,432 | 1.36 | 0.124 | 49,441 |
| JP | 134 | 19,587 | -1,535,100 | 145,153 | 6,402,152 | 0.71 | 0.058 | 225,330 |
| KR | 15 | -18,718 | -335,588 | -370,303 | 963,156 | 0.52 | 0.174 | -42,549 |
| MY | 1 | 23,150 | 0 | 6,328 | 23,150 | 0.27 | 0.231 | 5,340 |
| NZ | 1 | 266,822 | 0 | 77,899 | 266,822 | 0.29 | 0.163 | -43,376 |
| PH | 1 | 8,171 | 0 | 6,227 | 8,171 | 0.76 | 0.310 | 2,537 |
| SG | 5 | -337,246 | -295,936 | -183,950 | 614,482 | 0.48 | 0.036 | 14,118 |
| TH | 17 | 50,881 | -71,161 | 23,350 | 315,812 | 0.51 | 0.106 | 18,545 |
| TW | 12 | -229,517 | -163,356 | -222,909 | 527,953 | 0.88 | 0.094 | 28,173 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 24 | -1,489,393 | -468,387 | -243,447 | 1,489,393 | 0.43 | -0.107 | 158,258 |
| 1 | 24 | 1,475,727 | 0 | 644,628 | 1,475,727 | 0.59 | -0.042 | 31,876 | |
| CN | -1 | 40 | -3,196,615 | -2,213,942 | -4,703,468 | 3,196,615 | 1.35 | -0.050 | 382,566 |
| 1 | 55 | 4,286,793 | 0 | 5,142,466 | 4,286,793 | 1.20 | 0.057 | 283,596 | |
| HK | -1 | 21 | -1,244,208 | -272,158 | -1,226,757 | 1,244,208 | 1.33 | 0.050 | -98,779 |
| 1 | 8 | 679,224 | 0 | 922,564 | 679,224 | 1.43 | 0.176 | 148,219 | |
| JP | -1 | 74 | -3,191,283 | -1,535,100 | -1,986,320 | 3,191,283 | 0.68 | -0.046 | 102,612 |
| 1 | 60 | 3,210,869 | 0 | 2,131,473 | 3,210,869 | 0.75 | -0.009 | 122,717 | |
| KR | -1 | 12 | -490,937 | -335,588 | -304,250 | 490,937 | 0.54 | -0.166 | 63,953 |
| 1 | 3 | 472,219 | 0 | -66,053 | 472,219 | 0.44 | -0.206 | -106,502 | |
| MY | 1 | 1 | 23,150 | 0 | 6,328 | 23,150 | 0.27 | 0.231 | 5,340 |
| NZ | 1 | 1 | 266,822 | 0 | 77,899 | 266,822 | 0.29 | -0.163 | -43,376 |
| PH | 1 | 1 | 8,171 | 0 | 6,227 | 8,171 | 0.76 | 0.310 | 2,537 |
| SG | -1 | 3 | -475,864 | -295,936 | -256,624 | 475,864 | 0.45 | -0.009 | 19,535 |
| 1 | 2 | 138,618 | 0 | 72,674 | 138,618 | 0.53 | -0.023 | -5,418 | |
| TH | -1 | 7 | -132,466 | -71,161 | -31,611 | 132,466 | 0.49 | 0.076 | -4,315 |
| 1 | 10 | 183,347 | 0 | 54,961 | 183,347 | 0.53 | 0.084 | 22,860 | |
| TW | -1 | 6 | -378,735 | -163,356 | -358,280 | 378,735 | 0.87 | -0.110 | 28,553 |
| 1 | 6 | 149,218 | 0 | 135,371 | 149,218 | 0.89 | -0.004 | -380 |