| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -466,644 | 48,859,800 | -1,795,029 | -5,102,467 | 408 | 62,472,823 | 0.782 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -24,663,222 | 24,663,222 | -23,791,873 | -2,730,811 |
| 1.0000 | 24,196,578 | 24,196,578 | 21,996,844 | -2,371,657 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | 301,665 | 0 | 348,937 | 2,537,168 | 0.78 | 0.106 | -169,174 |
| CN | 140 | 258,938 | -324,638 | 1,894,646 | 18,301,210 | 1.35 | 0.114 | -2,239,287 |
| HK | 68 | -2,841,716 | -2,175 | -4,609,707 | 7,586,269 | 1.67 | 0.157 | -1,180,707 |
| JP | 100 | 2,300,031 | 0 | 572,605 | 12,883,842 | 0.66 | 0.061 | -830,520 |
| KR | 48 | 1,322,092 | 0 | 723,238 | 3,688,087 | 0.56 | 0.100 | -343,888 |
| MY | 2 | -398,527 | 0 | -100,347 | 398,527 | 0.25 | 0.091 | -37,819 |
| NZ | 1 | -20,648 | -20,648 | -6,028 | 20,648 | 0.29 | 0.130 | 2,688 |
| PH | 1 | -24,237 | 0 | -18,473 | 24,237 | 0.76 | 0.072 | -1,749 |
| SG | 6 | 282,551 | 0 | 306,658 | 846,549 | 0.50 | 0.053 | -44,975 |
| TH | 16 | -1,646,792 | 0 | -906,558 | 2,573,262 | 0.53 | 0.094 | -257,037 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 8 | -1,117,751 | 0 | -494,703 | 1,117,751 | 0.42 | -0.022 | 17,367 |
| 1.0000 | 18 | 1,419,416 | 0 | 843,641 | 1,419,416 | 0.94 | -0.138 | -186,541 | |
| CN | -1.0000 | 59 | -9,021,136 | -324,638 | -9,917,875 | 9,021,136 | 1.23 | 0.099 | -1,033,819 |
| 1.0000 | 81 | 9,280,074 | 0 | 11,812,520 | 9,280,074 | 1.44 | -0.115 | -1,205,468 | |
| HK | -1.0000 | 44 | -5,213,993 | -2,175 | -7,966,915 | 5,213,993 | 1.66 | 0.209 | -1,218,486 |
| 1.0000 | 24 | 2,372,276 | 0 | 3,357,208 | 2,372,276 | 1.68 | 0.037 | 37,779 | |
| JP | -1.0000 | 36 | -5,291,906 | 0 | -3,639,688 | 5,291,906 | 0.71 | 0.035 | -227,856 |
| 1.0000 | 64 | 7,591,936 | 0 | 4,212,293 | 7,591,936 | 0.63 | -0.072 | -602,664 | |
| KR | -1.0000 | 17 | -1,182,998 | 0 | -670,065 | 1,182,998 | 0.59 | -0.016 | 16,648 |
| 1.0000 | 31 | 2,505,089 | 0 | 1,393,303 | 2,505,089 | 0.54 | -0.140 | -360,536 | |
| MY | -1.0000 | 2 | -398,527 | 0 | -100,347 | 398,527 | 0.25 | 0.091 | -37,819 |
| NZ | -1.0000 | 1 | -20,648 | -20,648 | -6,028 | 20,648 | 0.29 | -0.130 | 2,688 |
| PH | -1.0000 | 1 | -24,237 | 0 | -18,473 | 24,237 | 0.76 | 0.072 | -1,749 |
| SG | -1.0000 | 1 | -281,999 | 0 | -50,062 | 281,999 | 0.18 | 0.047 | -13,186 |
| 1.0000 | 5 | 564,550 | 0 | 356,721 | 564,550 | 0.56 | -0.042 | -31,788 | |
| TH | -1.0000 | 12 | -2,110,027 | 0 | -927,717 | 2,110,027 | 0.59 | 0.094 | -234,598 |
| 1.0000 | 4 | 463,235 | 0 | 21,158 | 463,235 | 0.35 | 0.004 | -22,439 |