| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 641,761 | 48,751,859 | 131,889 | -4,449,335 | 491 | 164,928,581 | 0.296 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -24,055,049 | 24,055,049 | -21,522,668 | -2,580,685 |
| 1 | 24,696,810 | 24,696,810 | 21,654,557 | -1,868,649 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | 1,120,779 | 0 | 519,214 | 2,763,132 | 0.61 | 0.110 | -242,208 |
| CN | 139 | -707,555 | -89,166 | -907,855 | 17,413,332 | 1.32 | 0.103 | -1,919,384 |
| HK | 56 | -929,838 | -3,614 | -1,278,503 | 4,621,790 | 1.58 | 0.151 | -585,362 |
| JP | 154 | 1,461,559 | -67,865 | 634,093 | 15,039,400 | 0.67 | 0.061 | -868,270 |
| KR | 24 | 1,024,322 | 0 | 717,015 | 1,290,859 | 0.56 | 0.132 | -184,327 |
| MY | 1 | -17,878 | 0 | -4,887 | 17,878 | 0.27 | 0.172 | -3,082 |
| SG | 7 | 301,810 | 0 | 256,488 | 752,660 | 0.49 | 0.050 | -55,795 |
| TH | 20 | -1,409,370 | 0 | -432,942 | 2,186,512 | 0.46 | 0.091 | -228,978 |
| TW | 51 | -202,068 | 0 | 629,265 | 4,666,297 | 0.83 | 0.078 | -361,930 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 8 | -821,176 | 0 | -381,521 | 821,176 | 0.42 | 0.005 | -6,714 |
| 1 | 31 | 1,941,955 | 0 | 900,735 | 1,941,955 | 0.66 | -0.125 | -235,494 | |
| CN | -1 | 72 | -9,060,443 | -89,166 | -10,869,865 | 9,060,443 | 1.31 | 0.097 | -1,118,101 |
| 1 | 67 | 8,352,888 | 0 | 9,962,010 | 8,352,888 | 1.33 | -0.090 | -801,283 | |
| HK | -1 | 36 | -2,775,814 | -3,614 | -3,955,092 | 2,775,814 | 1.56 | 0.195 | -620,720 |
| 1 | 20 | 1,845,976 | 0 | 2,676,589 | 1,845,976 | 1.63 | 0.050 | 35,359 | |
| JP | -1 | 57 | -6,788,921 | -67,865 | -4,307,960 | 6,788,921 | 0.71 | 0.038 | -308,229 |
| 1 | 97 | 8,250,480 | 0 | 4,942,053 | 8,250,480 | 0.64 | -0.070 | -560,041 | |
| KR | -1 | 5 | -133,268 | 0 | -73,731 | 133,268 | 0.71 | -0.034 | 4,728 |
| 1 | 19 | 1,157,591 | 0 | 790,746 | 1,157,591 | 0.52 | -0.158 | -189,055 | |
| MY | -1 | 1 | -17,878 | 0 | -4,887 | 17,878 | 0.27 | 0.172 | -3,082 |
| SG | -1 | 2 | -225,425 | 0 | -66,961 | 225,425 | 0.32 | 0.041 | -9,319 |
| 1 | 5 | 527,235 | 0 | 323,449 | 527,235 | 0.56 | -0.054 | -46,476 | |
| TH | -1 | 15 | -1,797,941 | 0 | -567,728 | 1,797,941 | 0.50 | 0.107 | -235,694 |
| 1 | 5 | 388,571 | 0 | 134,786 | 388,571 | 0.33 | -0.014 | 6,717 | |
| TW | -1 | 22 | -2,434,183 | 0 | -1,294,924 | 2,434,183 | 0.73 | 0.107 | -283,553 |
| 1 | 29 | 2,232,114 | 0 | 1,924,189 | 2,232,114 | 0.91 | -0.043 | -78,376 |