| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -229,273 | 7,032,624 | -738,999 | 150,383 | 228 | 51,473,152 | 0.137 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,630,948 | 3,630,948 | -2,733,647 | 20,383 |
| 1 | 3,401,676 | 3,401,676 | 1,994,648 | 130,000 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | 52,054 | -386,000 | 202,996 | 1,020,161 | 0.71 | 0.127 | 48,504 |
| HK | 31 | -81,142 | -138,258 | -224,863 | 990,239 | 1.74 | 0.125 | 30,230 |
| JP | 143 | 375,916 | -1,200,361 | -467,306 | 3,927,257 | 0.65 | 0.050 | 80,427 |
| MY | 2 | -42,317 | 0 | -11,947 | 42,317 | 0.28 | 0.083 | -5,392 |
| NZ | 1 | 93,914 | 0 | 28,685 | 93,914 | 0.31 | 0.164 | -15,443 |
| PH | 1 | -10,006 | 0 | -7,587 | 10,006 | 0.76 | 0.088 | -882 |
| SG | 5 | -375,375 | -180,952 | -147,465 | 390,709 | 0.48 | 0.074 | 5,201 |
| TH | 15 | -242,317 | -102,711 | -111,511 | 558,022 | 0.45 | 0.067 | 7,739 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -484,053 | -386,000 | -132,020 | 484,053 | 0.57 | -0.139 | 71,067 |
| 1 | 18 | 536,107 | 0 | 335,016 | 536,107 | 0.80 | -0.107 | -22,563 | |
| HK | -1 | 19 | -535,690 | -138,258 | -845,074 | 535,690 | 1.81 | 0.109 | -73,815 |
| 1 | 12 | 454,549 | 0 | 620,211 | 454,549 | 1.64 | 0.094 | 104,045 | |
| JP | -1 | 73 | -1,775,671 | -1,200,361 | -1,419,504 | 1,775,671 | 0.83 | 0.004 | 15,264 |
| 1 | 70 | 2,151,586 | 0 | 952,198 | 2,151,586 | 0.47 | 0.014 | 65,163 | |
| MY | -1 | 2 | -42,317 | 0 | -11,947 | 42,317 | 0.28 | 0.083 | -5,392 |
| NZ | 1 | 1 | 93,914 | 0 | 28,685 | 93,914 | 0.31 | -0.164 | -15,443 |
| PH | -1 | 1 | -10,006 | 0 | -7,587 | 10,006 | 0.76 | 0.088 | -882 |
| SG | -1 | 4 | -383,042 | -180,952 | -152,367 | 383,042 | 0.45 | -0.037 | 6,566 |
| 1 | 1 | 7,667 | 0 | 4,901 | 7,667 | 0.64 | -0.178 | -1,365 | |
| TH | -1 | 8 | -400,170 | -102,711 | -165,149 | 400,170 | 0.51 | 0.009 | 7,576 |
| 1 | 7 | 157,852 | 0 | 53,638 | 157,852 | 0.37 | 0.007 | 162 |