| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -255,309 | 8,611,363 | -867,561 | 247,595 | 260 | 51,456,606 | 0.167 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,433,336 | 4,433,336 | -3,308,940 | 134,868 |
| 1 | 4,178,027 | 4,178,027 | 2,441,379 | 112,727 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 50,769 | -541,242 | 78,736 | 1,532,802 | 0.63 | 0.108 | 87,501 |
| HK | 29 | 77,228 | -89,272 | -113,117 | 955,332 | 1.78 | 0.119 | 40,161 |
| JP | 154 | 70,494 | -1,466,799 | -512,412 | 4,260,482 | 0.73 | 0.052 | 93,950 |
| MY | 1 | -5,222 | 0 | -1,463 | 5,222 | 0.28 | 0.040 | -208 |
| NZ | 1 | 92,780 | 0 | 28,338 | 92,780 | 0.31 | 0.132 | -12,267 |
| PH | 1 | -55,075 | 0 | -41,762 | 55,075 | 0.76 | 0.094 | -5,168 |
| SG | 4 | -300,408 | -169,692 | -116,303 | 364,117 | 0.64 | 0.089 | 9,128 |
| TH | 20 | -157,066 | -240,191 | -109,280 | 900,802 | 0.44 | 0.080 | 45,180 |
| TW | 13 | -28,809 | -19,340 | -80,298 | 444,752 | 0.90 | 0.082 | -10,682 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -741,017 | -541,242 | -257,846 | 741,017 | 0.68 | -0.122 | 113,212 |
| 1 | 26 | 791,785 | 0 | 336,583 | 791,785 | 0.60 | -0.079 | -25,711 | |
| HK | -1 | 15 | -439,052 | -89,272 | -786,115 | 439,052 | 2.00 | 0.128 | -68,096 |
| 1 | 14 | 516,280 | 0 | 672,997 | 516,280 | 1.54 | 0.090 | 108,257 | |
| JP | -1 | 86 | -2,094,994 | -1,466,799 | -1,612,981 | 2,094,994 | 0.92 | -0.018 | 63,668 |
| 1 | 68 | 2,165,488 | 0 | 1,100,568 | 2,165,488 | 0.49 | -0.001 | 30,282 | |
| MY | -1 | 1 | -5,222 | 0 | -1,463 | 5,222 | 0.28 | 0.040 | -208 |
| NZ | 1 | 1 | 92,780 | 0 | 28,338 | 92,780 | 0.31 | -0.132 | -12,267 |
| PH | -1 | 1 | -55,075 | 0 | -41,762 | 55,075 | 0.76 | 0.094 | -5,168 |
| SG | -1 | 2 | -332,262 | -169,692 | -143,600 | 332,262 | 0.43 | -0.036 | 12,405 |
| 1 | 2 | 31,854 | 0 | 27,298 | 31,854 | 0.86 | -0.102 | -3,278 | |
| TH | -1 | 9 | -528,934 | -240,191 | -210,278 | 528,934 | 0.48 | -0.014 | 34,876 |
| 1 | 11 | 371,868 | 0 | 100,998 | 371,868 | 0.42 | 0.061 | 10,303 | |
| TW | -1 | 6 | -236,781 | -19,340 | -254,895 | 236,781 | 0.92 | 0.033 | -15,822 |
| 1 | 7 | 207,971 | 0 | 174,597 | 207,971 | 0.89 | -0.023 | 5,140 |