| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -247,678 | 4,006,286 | -293,521 | 202,739 | 245 | 44,379,717 | 0.090 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,126,982 | 2,126,982 | -1,965,043 | 99,240 |
| 1 | 1,879,304 | 1,879,304 | 1,671,523 | 103,498 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | 20,143 | -163,533 | -73,343 | 767,415 | 0.47 | 0.091 | 17,222 |
| CN | 75 | -188,729 | -631,005 | -94,815 | 1,508,637 | 1.26 | 0.112 | 144,977 |
| HK | 9 | -58,738 | 0 | -138,990 | 210,799 | 1.25 | 0.175 | -15,532 |
| JP | 97 | -3,962 | -413,207 | 54,512 | 1,311,872 | 0.68 | 0.054 | 51,907 |
| KR | 13 | 7,659 | -16,139 | 2,632 | 46,171 | 0.43 | 0.118 | 3,466 |
| MY | 2 | -2,474 | 0 | -699 | 2,474 | 0.28 | 0.108 | -375 |
| SG | 1 | -6,824 | 0 | -1,083 | 6,824 | 0.16 | 0.023 | -154 |
| TH | 13 | 51,842 | -1,663 | 4,904 | 76,608 | 0.46 | 0.074 | 2,455 |
| TW | 3 | -66,594 | -24,625 | -46,640 | 75,486 | 0.87 | 0.046 | -1,227 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 16 | -373,636 | -163,533 | -192,936 | 373,636 | 0.52 | -0.079 | 19,607 |
| 1 | 16 | 393,779 | 0 | 119,594 | 393,779 | 0.42 | -0.076 | -2,384 | |
| CN | -1 | 43 | -848,683 | -631,005 | -1,040,639 | 848,683 | 1.20 | -0.030 | 100,860 |
| 1 | 32 | 659,954 | 0 | 945,825 | 659,954 | 1.35 | 0.014 | 44,117 | |
| HK | -1 | 4 | -134,769 | 0 | -225,760 | 134,769 | 1.68 | 0.220 | -29,054 |
| 1 | 5 | 76,030 | 0 | 86,770 | 76,030 | 0.91 | 0.110 | 13,522 | |
| JP | -1 | 49 | -657,917 | -413,207 | -436,080 | 657,917 | 0.68 | -0.010 | 5,624 |
| 1 | 48 | 653,955 | 0 | 490,592 | 653,955 | 0.68 | 0.028 | 46,283 | |
| KR | -1 | 3 | -19,256 | -16,139 | -9,560 | 19,256 | 0.58 | -0.168 | 4,062 |
| 1 | 10 | 26,915 | 0 | 12,192 | 26,915 | 0.38 | -0.074 | -596 | |
| MY | -1 | 2 | -2,474 | 0 | -699 | 2,474 | 0.28 | 0.108 | -375 |
| SG | -1 | 1 | -6,824 | 0 | -1,083 | 6,824 | 0.16 | 0.023 | -154 |
| TH | -1 | 4 | -12,383 | -1,663 | -6,415 | 12,383 | 0.52 | 0.023 | -186 |
| 1 | 9 | 64,225 | 0 | 11,319 | 64,225 | 0.43 | 0.082 | 2,641 | |
| TW | -1 | 2 | -71,040 | -24,625 | -51,870 | 71,040 | 0.72 | -0.002 | -1,143 |
| 1 | 1 | 4,446 | 0 | 5,231 | 4,446 | 1.18 | -0.019 | -84 |