| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,776,855 | 21,141,951 | -2,450,318 | 997,646 | 331 | 301,097,223 | 0.070 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -11,459,403 | 11,459,403 | -10,575,830 | 743,265 |
| 1.0000 | 9,682,548 | 9,682,548 | 8,125,512 | 254,381 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 45 | 88,346 | -677,213 | -181,603 | 3,761,380 | 0.47 | 0.083 | 72,100 |
| CN | 80 | -1,382,394 | -3,169,203 | -3,502,933 | 7,301,704 | 1.34 | 0.102 | 370,982 |
| HK | 29 | -272,293 | -230,038 | 103,476 | 1,169,982 | 1.41 | 0.119 | 17,365 |
| JP | 141 | 346,145 | -1,836,676 | 1,314,722 | 5,939,310 | 0.73 | 0.062 | 295,046 |
| KR | 6 | 94,001 | -21,852 | 41,029 | 137,705 | 0.61 | 0.104 | 4,035 |
| MY | 1 | 17,039 | 0 | 4,658 | 17,039 | 0.27 | 0.215 | 3,667 |
| PH | 1 | 331 | 0 | 252 | 331 | 0.76 | 0.272 | 90 |
| SG | 3 | 3,086 | -8,196 | -1,915 | 19,479 | 0.46 | 0.053 | -195 |
| TH | 18 | -1,031,297 | -1,084,881 | -522,207 | 2,307,381 | 0.40 | 0.093 | 174,733 |
| TW | 7 | 360,181 | 0 | 294,203 | 487,640 | 1.01 | 0.132 | 59,821 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 26 | -1,836,517 | -677,213 | -680,824 | 1,836,517 | 0.49 | -0.096 | 101,254 |
| 1.0000 | 19 | 1,924,863 | 0 | 499,221 | 1,924,863 | 0.43 | -0.044 | -29,154 | |
| CN | -1.0000 | 54 | -4,342,049 | -3,169,203 | -6,830,213 | 4,342,049 | 1.45 | -0.028 | 448,781 |
| 1.0000 | 26 | 2,959,655 | 0 | 3,327,280 | 2,959,655 | 1.12 | 0.004 | -77,799 | |
| HK | -1.0000 | 20 | -721,137 | -230,038 | -663,009 | 721,137 | 1.30 | 0.067 | -58,568 |
| 1.0000 | 9 | 448,845 | 0 | 766,485 | 448,845 | 1.65 | 0.148 | 75,933 | |
| JP | -1.0000 | 74 | -2,796,583 | -1,836,676 | -1,607,598 | 2,796,583 | 0.63 | -0.057 | 144,524 |
| 1.0000 | 67 | 3,142,727 | 0 | 2,922,320 | 3,142,727 | 0.83 | 0.019 | 150,522 | |
| KR | -1.0000 | 1 | -21,852 | -21,852 | -21,949 | 21,852 | 1.00 | -0.318 | 6,958 |
| 1.0000 | 5 | 115,853 | 0 | 62,978 | 115,853 | 0.53 | -0.024 | -2,923 | |
| MY | 1.0000 | 1 | 17,039 | 0 | 4,658 | 17,039 | 0.27 | 0.215 | 3,667 |
| PH | 1.0000 | 1 | 331 | 0 | 252 | 331 | 0.76 | 0.272 | 90 |
| SG | -1.0000 | 1 | -8,196 | -8,196 | -5,674 | 8,196 | 0.69 | -0.052 | 423 |
| 1.0000 | 2 | 11,283 | 0 | 3,759 | 11,283 | 0.35 | -0.053 | -618 | |
| TH | -1.0000 | 9 | -1,669,339 | -1,084,881 | -685,167 | 1,669,339 | 0.42 | 0.032 | 101,487 |
| 1.0000 | 9 | 638,042 | 0 | 162,960 | 638,042 | 0.37 | 0.070 | 73,246 | |
| TW | -1.0000 | 1 | -63,730 | 0 | -81,395 | 63,730 | 1.28 | 0.025 | -1,594 |
| 1.0000 | 6 | 423,910 | 0 | 375,599 | 423,910 | 0.96 | 0.150 | 61,415 |