| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -642,841 | 12,970,716 | -1,001,100 | 515,928 | 371 | 50,624,055 | 0.256 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -6,806,778 | 6,806,778 | -5,965,473 | 265,867 |
| 1.0000 | 6,163,937 | 6,163,937 | 4,964,374 | 250,062 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 38 | 64,028 | -575,532 | 140,424 | 1,570,079 | 0.67 | 0.106 | 92,493 |
| CN | 110 | -488,088 | -1,565,508 | -200,254 | 4,323,695 | 1.31 | 0.107 | 251,988 |
| HK | 34 | 146,323 | -177,652 | 93,875 | 1,256,995 | 1.72 | 0.159 | 68,883 |
| JP | 145 | -64,429 | -1,448,920 | -913,168 | 4,137,956 | 0.68 | 0.054 | 124,091 |
| KR | 21 | -39,163 | 0 | 36,014 | 414,082 | 0.49 | 0.108 | -18,883 |
| MY | 1 | -5,565 | 0 | -1,559 | 5,565 | 0.28 | 0.046 | -258 |
| NZ | 1 | 91,148 | 0 | 27,840 | 91,148 | 0.31 | 0.139 | -12,703 |
| PH | 1 | -52,845 | 0 | -40,071 | 52,845 | 0.76 | 0.144 | -7,603 |
| SG | 4 | -109,274 | -66,571 | -34,617 | 156,383 | 0.64 | 0.068 | 389 |
| TH | 16 | -184,976 | -31,869 | -109,583 | 961,968 | 0.45 | 0.088 | 17,533 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 14 | -753,026 | -575,532 | -302,821 | 753,026 | 0.63 | -0.120 | 99,447 |
| 1.0000 | 24 | 817,053 | 0 | 443,245 | 817,053 | 0.70 | -0.062 | -6,954 | |
| CN | -1.0000 | 64 | -2,405,892 | -1,565,508 | -2,610,945 | 2,405,892 | 1.21 | -0.025 | 174,753 |
| 1.0000 | 46 | 1,917,804 | 0 | 2,410,691 | 1,917,804 | 1.45 | 0.010 | 77,235 | |
| HK | -1.0000 | 16 | -555,336 | -177,652 | -943,657 | 555,336 | 1.89 | 0.152 | -57,246 |
| 1.0000 | 18 | 701,659 | 0 | 1,037,533 | 701,659 | 1.57 | 0.153 | 126,129 | |
| JP | -1.0000 | 84 | -2,101,193 | -1,448,920 | -1,682,935 | 2,101,193 | 0.82 | -0.024 | 82,347 |
| 1.0000 | 61 | 2,036,764 | 0 | 769,766 | 2,036,764 | 0.50 | 0.011 | 41,744 | |
| KR | -1.0000 | 4 | -226,622 | 0 | -48,753 | 226,622 | 0.38 | 0.005 | -3,251 |
| 1.0000 | 17 | 187,459 | 0 | 84,768 | 187,459 | 0.51 | -0.129 | -15,632 | |
| MY | -1.0000 | 1 | -5,565 | 0 | -1,559 | 5,565 | 0.28 | 0.046 | -258 |
| NZ | 1.0000 | 1 | 91,148 | 0 | 27,840 | 91,148 | 0.31 | -0.139 | -12,703 |
| PH | -1.0000 | 1 | -52,845 | 0 | -40,071 | 52,845 | 0.76 | 0.144 | -7,603 |
| SG | -1.0000 | 2 | -132,829 | -66,571 | -56,729 | 132,829 | 0.43 | -0.015 | 2,018 |
| 1.0000 | 2 | 23,555 | 0 | 22,112 | 23,555 | 0.86 | -0.091 | -1,630 | |
| TH | -1.0000 | 8 | -573,472 | -31,869 | -278,003 | 573,472 | 0.65 | 0.009 | -24,341 |
| 1.0000 | 8 | 388,496 | 0 | 168,419 | 388,496 | 0.25 | 0.075 | 41,874 |