| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -142,619 | 12,460,678 | -592,539 | 578,148 | 341 | 50,735,253 | 0.246 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,301,648 | 6,301,648 | -5,322,999 | 284,326 |
| 1 | 6,159,029 | 6,159,029 | 4,730,460 | 293,822 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | 52,026 | -494,998 | 145,526 | 1,384,385 | 0.63 | 0.108 | 52,840 |
| CN | 94 | -177,707 | -1,048,014 | 141,544 | 2,683,935 | 1.31 | 0.104 | 106,724 |
| HK | 36 | 381,156 | -80,708 | 459,197 | 1,593,441 | 1.79 | 0.131 | 203,140 |
| JP | 136 | -147,208 | -1,477,348 | -901,386 | 4,607,896 | 0.67 | 0.060 | 152,937 |
| MY | 1 | -2,844 | 0 | -797 | 2,844 | 0.28 | 0.042 | -119 |
| NZ | 1 | 91,420 | 0 | 27,923 | 91,420 | 0.31 | 0.150 | -13,728 |
| PH | 1 | -55,010 | 0 | -41,713 | 55,010 | 0.76 | 0.082 | -4,530 |
| SG | 4 | -295,849 | -146,874 | -117,468 | 317,353 | 0.64 | 0.081 | 6,793 |
| TH | 18 | 144,208 | -174,355 | -101,887 | 1,343,233 | 0.39 | 0.090 | 84,387 |
| TW | 12 | -132,810 | -23,698 | -203,478 | 381,161 | 0.89 | 0.084 | -10,298 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -666,180 | -494,998 | -238,449 | 666,180 | 0.68 | -0.131 | 92,722 |
| 1 | 27 | 718,205 | 0 | 383,975 | 718,205 | 0.61 | -0.078 | -39,882 | |
| CN | -1 | 47 | -1,430,821 | -1,048,014 | -1,571,256 | 1,430,821 | 1.23 | -0.012 | 113,029 |
| 1 | 47 | 1,253,114 | 0 | 1,712,800 | 1,253,114 | 1.38 | 0.009 | -6,304 | |
| HK | -1 | 16 | -606,143 | -80,708 | -958,174 | 606,143 | 1.95 | 0.092 | -27,937 |
| 1 | 20 | 987,299 | 0 | 1,417,371 | 987,299 | 1.65 | 0.124 | 231,077 | |
| JP | -1 | 72 | -2,377,552 | -1,477,348 | -1,808,846 | 2,377,552 | 0.81 | -0.030 | 125,630 |
| 1 | 64 | 2,230,344 | 0 | 907,459 | 2,230,344 | 0.51 | 0.006 | 27,308 | |
| MY | -1 | 1 | -2,844 | 0 | -797 | 2,844 | 0.28 | 0.042 | -119 |
| NZ | 1 | 1 | 91,420 | 0 | 27,923 | 91,420 | 0.31 | -0.150 | -13,728 |
| PH | -1 | 1 | -55,010 | 0 | -41,713 | 55,010 | 0.76 | 0.082 | -4,530 |
| SG | -1 | 2 | -306,601 | -146,874 | -127,310 | 306,601 | 0.43 | -0.028 | 7,713 |
| 1 | 2 | 10,752 | 0 | 9,842 | 10,752 | 0.86 | -0.099 | -920 | |
| TH | -1 | 8 | -599,513 | -174,355 | -300,860 | 599,513 | 0.48 | 0.015 | -8,058 |
| 1 | 10 | 743,720 | 0 | 198,973 | 743,720 | 0.32 | 0.084 | 92,445 | |
| TW | -1 | 6 | -256,986 | -23,698 | -275,595 | 256,986 | 0.92 | 0.026 | -14,124 |
| 1 | 6 | 124,176 | 0 | 72,117 | 124,176 | 0.85 | -0.013 | 3,826 |