| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -142,750 | 5,785,809 | -622,269 | 49,518 | 214 | 50,998,886 | 0.113 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,964,279 | 2,964,279 | -2,301,748 | -37,699 |
| 1 | 2,821,529 | 2,821,529 | 1,679,479 | 87,217 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 41,296 | -243,598 | 146,037 | 663,672 | 0.66 | 0.113 | 15,826 |
| HK | 26 | -65,958 | -87,778 | -173,187 | 759,870 | 1.77 | 0.112 | 2,200 |
| JP | 126 | 473,684 | -998,486 | -214,758 | 3,079,558 | 0.65 | 0.053 | 63,343 |
| MY | 2 | -44,102 | 0 | -12,441 | 44,102 | 0.28 | 0.071 | -4,682 |
| NZ | 1 | 91,464 | 0 | 27,936 | 91,464 | 0.31 | 0.151 | -13,812 |
| PH | 1 | -11,220 | 0 | -8,508 | 11,220 | 0.76 | 0.080 | -896 |
| SG | 3 | -266,555 | -123,414 | -107,463 | 266,555 | 0.45 | 0.039 | 3,549 |
| TH | 13 | -245,606 | -93,639 | -118,354 | 467,931 | 0.49 | 0.078 | 1,683 |
| TW | 11 | -115,754 | -16,931 | -161,531 | 401,437 | 0.93 | 0.086 | -17,695 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -311,188 | -243,598 | -92,737 | 311,188 | 0.51 | -0.121 | 37,145 |
| 1 | 18 | 352,484 | 0 | 238,774 | 352,484 | 0.77 | -0.095 | -21,319 | |
| HK | -1 | 16 | -412,914 | -87,778 | -649,953 | 412,914 | 1.80 | 0.119 | -69,871 |
| 1 | 10 | 346,956 | 0 | 476,766 | 346,956 | 1.74 | 0.042 | 72,071 | |
| JP | -1 | 63 | -1,302,937 | -998,486 | -989,767 | 1,302,937 | 0.80 | -0.001 | 11,750 |
| 1 | 63 | 1,776,621 | 0 | 775,009 | 1,776,621 | 0.51 | 0.021 | 51,593 | |
| MY | -1 | 2 | -44,102 | 0 | -12,441 | 44,102 | 0.28 | 0.071 | -4,682 |
| NZ | 1 | 1 | 91,464 | 0 | 27,936 | 91,464 | 0.31 | -0.151 | -13,812 |
| PH | -1 | 1 | -11,220 | 0 | -8,508 | 11,220 | 0.76 | 0.080 | -896 |
| SG | -1 | 3 | -266,555 | -123,414 | -107,463 | 266,555 | 0.45 | -0.022 | 3,549 |
| TH | -1 | 7 | -356,768 | -93,639 | -153,023 | 356,768 | 0.55 | 0.008 | 2,164 |
| 1 | 6 | 111,163 | 0 | 34,670 | 111,163 | 0.43 | 0.003 | -480 | |
| TW | -1 | 5 | -258,595 | -16,931 | -287,856 | 258,595 | 0.93 | 0.062 | -16,858 |
| 1 | 6 | 142,841 | 0 | 126,325 | 142,841 | 0.93 | -0.043 | -837 |