| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -614,166 | 13,436,652 | -504,615 | -1,066,508 | 337 | 50,631,969 | 0.265 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -7,025,409 | 7,025,409 | -6,018,981 | -766,716 |
| 1.0000 | 6,411,243 | 6,411,243 | 5,514,366 | -299,792 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | 145,797 | -185,051 | 197,474 | 705,023 | 0.63 | 0.116 | -21,215 |
| CN | 84 | -147,411 | -131,674 | -8,991 | 2,250,994 | 1.31 | 0.123 | -244,429 |
| HK | 41 | -596,282 | -2,190 | -987,545 | 1,318,303 | 1.79 | 0.154 | -197,687 |
| JP | 82 | 340,295 | -229,895 | 46,380 | 1,667,842 | 0.63 | 0.056 | -54,593 |
| KR | 33 | 156,556 | 0 | 139,608 | 484,813 | 0.56 | 0.122 | -53,876 |
| MY | 2 | -58,907 | 0 | -14,434 | 58,907 | 0.25 | 0.084 | -4,009 |
| NZ | 1 | -69,941 | -69,941 | -20,419 | 69,941 | 0.29 | 0.140 | 9,808 |
| PH | 1 | -6,541 | 0 | -4,985 | 6,541 | 0.76 | 0.117 | -766 |
| SG | 3 | 10,728 | 0 | 46,078 | 80,904 | 0.66 | 0.090 | -4,435 |
| TH | 19 | -422,676 | -43,897 | -214,765 | 572,690 | 0.49 | 0.080 | -47,120 |
| TW | 44 | 34,215 | 0 | 316,986 | 6,220,695 | 0.84 | 0.098 | -448,185 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 8 | -279,613 | -185,051 | -72,508 | 279,613 | 0.31 | -0.087 | 25,667 |
| 1.0000 | 19 | 425,410 | 0 | 269,982 | 425,410 | 0.76 | -0.123 | -46,882 | |
| CN | -1.0000 | 45 | -1,199,202 | -131,674 | -1,453,171 | 1,199,202 | 1.23 | 0.087 | -108,209 |
| 1.0000 | 39 | 1,051,792 | 0 | 1,444,180 | 1,051,792 | 1.40 | -0.116 | -136,220 | |
| HK | -1.0000 | 27 | -957,292 | -2,190 | -1,558,542 | 957,292 | 1.81 | 0.203 | -204,645 |
| 1.0000 | 14 | 361,011 | 0 | 570,996 | 361,011 | 1.75 | 0.030 | 6,958 | |
| JP | -1.0000 | 38 | -663,773 | -229,895 | -474,285 | 663,773 | 0.75 | 0.019 | -20,610 |
| 1.0000 | 44 | 1,004,069 | 0 | 520,665 | 1,004,069 | 0.53 | -0.039 | -33,983 | |
| KR | -1.0000 | 11 | -164,128 | 0 | -89,257 | 164,128 | 0.64 | -0.017 | 3,216 |
| 1.0000 | 22 | 320,684 | 0 | 228,864 | 320,684 | 0.53 | -0.169 | -57,091 | |
| MY | -1.0000 | 2 | -58,907 | 0 | -14,434 | 58,907 | 0.25 | 0.084 | -4,009 |
| NZ | -1.0000 | 1 | -69,941 | -69,941 | -20,419 | 69,941 | 0.29 | -0.140 | 9,808 |
| PH | -1.0000 | 1 | -6,541 | 0 | -4,985 | 6,541 | 0.76 | 0.117 | -766 |
| SG | -1.0000 | 1 | -35,088 | 0 | -6,229 | 35,088 | 0.18 | 0.072 | -2,523 |
| 1.0000 | 2 | 45,816 | 0 | 52,307 | 45,816 | 0.91 | -0.099 | -1,912 | |
| TH | -1.0000 | 15 | -497,683 | -43,897 | -229,448 | 497,683 | 0.53 | 0.064 | -44,777 |
| 1.0000 | 4 | 75,007 | 0 | 14,683 | 75,007 | 0.35 | -0.011 | -2,344 | |
| TW | -1.0000 | 20 | -3,093,240 | 0 | -2,095,702 | 3,093,240 | 0.83 | 0.136 | -419,868 |
| 1.0000 | 24 | 3,127,455 | 0 | 2,412,688 | 3,127,455 | 0.85 | -0.027 | -28,317 |