| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 100,418 | 50,984,788 | -870,125 | -5,045,936 | 467 | 112,748,541 | 0.452 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -25,442,185 | 25,442,185 | -22,806,692 | -2,798,768 |
| 1 | 25,542,603 | 25,542,603 | 21,936,567 | -2,247,169 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 1,242,254 | 0 | 664,680 | 3,767,401 | 0.65 | 0.108 | -311,070 |
| CN | 128 | 280,791 | -49,359 | 1,410,130 | 17,069,446 | 1.35 | 0.110 | -2,068,339 |
| HK | 64 | -2,033,629 | -2,175 | -3,371,252 | 5,633,269 | 1.66 | 0.167 | -862,773 |
| JP | 130 | 1,303,275 | -3,405 | 246,939 | 13,896,372 | 0.65 | 0.061 | -817,774 |
| KR | 36 | 1,298,900 | 0 | 832,520 | 2,173,369 | 0.53 | 0.111 | -251,450 |
| MY | 2 | -211,349 | 0 | -57,006 | 211,349 | 0.25 | 0.080 | -30,632 |
| SG | 7 | 355,695 | 0 | 306,553 | 823,605 | 0.49 | 0.052 | -46,643 |
| TH | 16 | -1,893,143 | 0 | -871,492 | 2,095,231 | 0.48 | 0.085 | -231,131 |
| TW | 47 | -242,375 | 0 | -31,197 | 5,314,747 | 0.87 | 0.084 | -426,124 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 8 | -1,262,574 | 0 | -616,084 | 1,262,574 | 0.42 | -0.016 | 10,040 |
| 1 | 29 | 2,504,827 | 0 | 1,280,765 | 2,504,827 | 0.72 | -0.131 | -321,110 | |
| CN | -1 | 59 | -8,394,328 | -49,359 | -8,851,281 | 8,394,328 | 1.29 | 0.107 | -1,069,679 |
| 1 | 69 | 8,675,119 | 0 | 10,261,411 | 8,675,119 | 1.41 | -0.100 | -998,660 | |
| HK | -1 | 47 | -3,833,449 | -2,175 | -5,935,445 | 3,833,449 | 1.68 | 0.205 | -868,452 |
| 1 | 17 | 1,799,820 | 0 | 2,564,192 | 1,799,820 | 1.61 | 0.028 | 5,679 | |
| JP | -1 | 47 | -6,296,548 | -3,405 | -4,145,728 | 6,296,548 | 0.71 | 0.033 | -257,332 |
| 1 | 83 | 7,599,824 | 0 | 4,392,667 | 7,599,824 | 0.61 | -0.072 | -560,442 | |
| KR | -1 | 11 | -437,234 | 0 | -215,386 | 437,234 | 0.57 | -0.025 | 23,442 |
| 1 | 25 | 1,736,134 | 0 | 1,047,907 | 1,736,134 | 0.52 | -0.142 | -274,893 | |
| MY | -1 | 2 | -211,349 | 0 | -57,006 | 211,349 | 0.25 | 0.078 | -30,632 |
| SG | -1 | 2 | -233,955 | 0 | -44,523 | 233,955 | 0.32 | 0.033 | -7,025 |
| 1 | 5 | 589,650 | 0 | 351,076 | 589,650 | 0.56 | -0.053 | -39,617 | |
| TH | -1 | 13 | -1,994,187 | 0 | -896,654 | 1,994,187 | 0.54 | 0.088 | -224,078 |
| 1 | 3 | 101,044 | 0 | 25,162 | 101,044 | 0.22 | -0.074 | -7,053 | |
| TW | -1 | 19 | -2,778,561 | 0 | -2,044,585 | 2,778,561 | 0.84 | 0.124 | -375,052 |
| 1 | 28 | 2,536,186 | 0 | 2,013,388 | 2,536,186 | 0.88 | -0.036 | -51,072 |