| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -264,144 | 4,124,309 | -416,022 | 248,238 | 403 | 42,047,196 | 0.098 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,194,226 | 2,194,226 | -2,136,686 | 128,899 |
| 1.0000 | 1,930,082 | 1,930,082 | 1,720,663 | 119,339 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 51 | -7,108 | -71,262 | -36,160 | 238,941 | 0.57 | 0.082 | 13,705 |
| CN | 83 | -214,312 | -649,611 | -576,146 | 1,514,586 | 1.28 | 0.121 | 125,129 |
| HK | 25 | 1,488 | -48,591 | -12,133 | 267,455 | 1.42 | 0.168 | 10,544 |
| JP | 205 | 25,628 | -562,269 | 238,753 | 1,714,464 | 0.67 | 0.070 | 82,737 |
| MY | 2 | 2,267 | 0 | 644 | 3,820 | 0.27 | 0.184 | 675 |
| NZ | 2 | -1,640 | -1,640 | -419 | 1,640 | 0.27 | 0.135 | 248 |
| SG | 1 | -1,291 | 0 | -655 | 1,291 | 0.51 | 0.066 | -86 |
| TH | 25 | -68,765 | -27,340 | -34,693 | 237,206 | 0.39 | 0.116 | 1,777 |
| TW | 9 | -411 | -26,518 | 4,785 | 144,907 | 0.76 | 0.081 | 13,509 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 19 | -123,025 | -71,262 | -91,853 | 123,025 | 0.59 | -0.058 | 12,472 |
| 1.0000 | 32 | 115,917 | 0 | 55,692 | 115,917 | 0.56 | 0.001 | 1,233 | |
| CN | -1.0000 | 34 | -864,449 | -649,611 | -1,315,424 | 864,449 | 1.45 | -0.070 | 106,311 |
| 1.0000 | 49 | 650,137 | 0 | 739,278 | 650,137 | 1.16 | 0.014 | 18,818 | |
| HK | -1.0000 | 10 | -132,984 | -48,591 | -176,980 | 132,984 | 1.57 | 0.074 | -14,450 |
| 1.0000 | 15 | 134,472 | 0 | 164,847 | 134,472 | 1.33 | 0.210 | 24,994 | |
| JP | -1.0000 | 91 | -844,418 | -562,269 | -443,702 | 844,418 | 0.58 | -0.031 | 26,333 |
| 1.0000 | 114 | 870,046 | 0 | 682,456 | 870,046 | 0.74 | 0.066 | 56,403 | |
| MY | -1.0000 | 1 | -777 | 0 | -203 | 777 | 0.26 | 0.116 | -90 |
| 1.0000 | 1 | 3,043 | 0 | 847 | 3,043 | 0.28 | 0.251 | 765 | |
| NZ | -1.0000 | 2 | -1,640 | -1,640 | -419 | 1,640 | 0.27 | -0.135 | 248 |
| SG | -1.0000 | 1 | -1,291 | 0 | -655 | 1,291 | 0.51 | 0.066 | -86 |
| TH | -1.0000 | 14 | -152,985 | -27,340 | -50,388 | 152,985 | 0.47 | 0.063 | -6,779 |
| 1.0000 | 11 | 84,220 | 0 | 15,695 | 84,220 | 0.30 | 0.151 | 8,556 | |
| TW | -1.0000 | 5 | -72,659 | -26,518 | -57,063 | 72,659 | 0.59 | -0.044 | 4,940 |
| 1.0000 | 4 | 72,248 | 0 | 61,848 | 72,248 | 0.97 | 0.099 | 8,570 |