| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -92,848 | 4,369,254 | -424,096 | -3,672 | 201 | 50,822,162 | 0.086 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,231,051 | 2,231,051 | -1,544,465 | -8,707 |
| 1 | 2,138,203 | 2,138,203 | 1,120,370 | 5,035 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | 35,473 | -94,956 | 81,845 | 342,418 | 0.69 | 0.098 | -3,153 |
| HK | 18 | -125,394 | -66,684 | -228,673 | 179,051 | 1.80 | 0.148 | -19,826 |
| JP | 116 | 451,051 | -891,556 | -32,627 | 2,585,901 | 0.64 | 0.046 | 45,000 |
| KR | 8 | -93,823 | 0 | 29,073 | 257,367 | 0.54 | 0.099 | -10,237 |
| MY | 2 | -46,414 | 0 | -13,106 | 46,414 | 0.28 | 0.078 | -5,938 |
| NZ | 1 | -86,515 | -86,515 | -26,425 | 86,515 | 0.31 | 0.149 | 12,929 |
| PH | 1 | -9,321 | 0 | -7,068 | 9,321 | 0.76 | 0.080 | -747 |
| SG | 3 | -21,328 | -19,991 | -7,793 | 47,535 | 0.50 | 0.078 | -2,141 |
| TH | 14 | -75,028 | -89,905 | -48,304 | 432,188 | 0.44 | 0.084 | 6,632 |
| TW | 13 | -121,549 | 0 | -171,019 | 382,544 | 0.94 | 0.084 | -26,190 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -153,472 | -94,956 | -69,008 | 153,472 | 0.53 | -0.099 | 13,797 |
| 1 | 14 | 188,946 | 0 | 150,853 | 188,946 | 0.82 | -0.086 | -16,950 | |
| HK | -1 | 16 | -152,222 | -66,684 | -247,309 | 152,222 | 1.90 | 0.156 | -21,479 |
| 1 | 2 | 26,828 | 0 | 18,637 | 26,828 | 1.00 | 0.021 | 1,653 | |
| JP | -1 | 57 | -1,067,425 | -891,556 | -760,701 | 1,067,425 | 0.77 | -0.005 | 11,577 |
| 1 | 59 | 1,518,476 | 0 | 728,074 | 1,518,476 | 0.50 | 0.008 | 33,423 | |
| KR | -1 | 2 | -175,595 | 0 | -23,371 | 175,595 | 0.12 | -0.016 | -2,769 |
| 1 | 6 | 81,772 | 0 | 52,444 | 81,772 | 0.68 | -0.122 | -7,468 | |
| MY | -1 | 2 | -46,414 | 0 | -13,106 | 46,414 | 0.28 | 0.078 | -5,938 |
| NZ | -1 | 1 | -86,515 | -86,515 | -26,425 | 86,515 | 0.31 | -0.149 | 12,929 |
| PH | -1 | 1 | -9,321 | 0 | -7,068 | 9,321 | 0.76 | 0.080 | -747 |
| SG | -1 | 2 | -34,431 | -19,991 | -16,169 | 34,431 | 0.43 | 0.006 | -24 |
| 1 | 1 | 13,104 | 0 | 8,376 | 13,104 | 0.64 | -0.162 | -2,117 | |
| TH | -1 | 6 | -253,608 | -89,905 | -94,758 | 253,608 | 0.50 | 0.029 | 6,415 |
| 1 | 8 | 178,580 | 0 | 46,454 | 178,580 | 0.39 | 0.037 | 217 | |
| TW | -1 | 5 | -252,047 | 0 | -286,550 | 252,047 | 0.99 | 0.108 | -22,467 |
| 1 | 8 | 130,498 | 0 | 115,532 | 130,498 | 0.91 | -0.037 | -3,723 |