| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,160,761 | 46,741,059 | -3,570,247 | -3,409,420 | 490 | 212,659,241 | 0.220 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -23,950,910 | 23,950,910 | -20,440,796 | -1,944,981 |
| 1 | 22,790,149 | 22,790,149 | 16,870,549 | -1,464,439 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | 1,199,463 | -2,712 | 433,144 | 3,152,412 | 0.61 | 0.120 | -206,364 |
| CN | 134 | -1,042,371 | -204,527 | -534,684 | 12,963,141 | 1.33 | 0.093 | -1,338,827 |
| HK | 39 | -1,493,058 | -5,683 | -2,681,357 | 3,417,169 | 1.56 | 0.129 | -438,247 |
| JP | 184 | 526,900 | -26,062 | -1,082,965 | 18,349,013 | 0.64 | 0.057 | -746,126 |
| KR | 17 | 1,114,850 | 0 | 530,150 | 1,185,057 | 0.46 | 0.157 | -188,021 |
| SG | 8 | 466,805 | 0 | 310,019 | 700,477 | 0.52 | 0.050 | -50,227 |
| TH | 21 | -192,098 | -7,889 | -21,450 | 2,481,561 | 0.46 | 0.079 | -151,275 |
| TW | 46 | -1,741,252 | 0 | -523,105 | 4,492,228 | 0.82 | 0.069 | -290,333 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -976,475 | -2,712 | -294,834 | 976,475 | 0.38 | -0.053 | 31,378 |
| 1 | 30 | 2,175,937 | 0 | 727,978 | 2,175,937 | 0.69 | -0.138 | -237,742 | |
| CN | -1 | 72 | -7,002,756 | -204,527 | -7,849,141 | 7,002,756 | 1.34 | 0.090 | -839,961 |
| 1 | 62 | 5,960,385 | 0 | 7,314,457 | 5,960,385 | 1.31 | -0.067 | -498,866 | |
| HK | -1 | 25 | -2,455,114 | -5,683 | -3,880,083 | 2,455,114 | 1.50 | 0.169 | -445,899 |
| 1 | 14 | 962,055 | 0 | 1,198,726 | 962,055 | 1.68 | 0.034 | 7,653 | |
| JP | -1 | 69 | -8,911,056 | -26,062 | -6,249,337 | 8,911,056 | 0.68 | 0.019 | -240,749 |
| 1 | 115 | 9,437,957 | 0 | 5,166,373 | 9,437,957 | 0.62 | -0.068 | -505,378 | |
| KR | -1 | 1 | -35,103 | 0 | -20,600 | 35,103 | 0.59 | -0.009 | 331 |
| 1 | 16 | 1,149,954 | 0 | 550,750 | 1,149,954 | 0.45 | -0.166 | -188,352 | |
| SG | -1 | 2 | -116,836 | 0 | -44,949 | 116,836 | 0.32 | 0.031 | -3,628 |
| 1 | 6 | 583,641 | 0 | 354,969 | 583,641 | 0.58 | -0.047 | -46,599 | |
| TH | -1 | 11 | -1,336,830 | -7,889 | -368,889 | 1,336,830 | 0.56 | 0.093 | -175,583 |
| 1 | 10 | 1,144,732 | 0 | 347,439 | 1,144,732 | 0.35 | -0.001 | 24,308 | |
| TW | -1 | 18 | -3,116,740 | 0 | -1,732,963 | 3,116,740 | 0.70 | 0.081 | -270,870 |
| 1 | 28 | 1,375,488 | 0 | 1,209,857 | 1,375,488 | 0.90 | -0.047 | -19,462 |