| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -233,179 | 6,592,225 | -233,908 | 347,318 | 427 | 41,962,258 | 0.157 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -3,412,702 | 3,412,702 | -2,917,984 | 96,485 |
| 1.0000 | 3,179,523 | 3,179,523 | 2,684,076 | 250,834 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 56 | -20,879 | -110,419 | 21,723 | 394,355 | 0.55 | 0.085 | 25,888 |
| CN | 82 | -61,537 | -728,717 | -152,200 | 2,375,031 | 1.36 | 0.105 | 60,421 |
| HK | 38 | 11,459 | -88,566 | -172,105 | 671,852 | 1.25 | 0.152 | 46,223 |
| JP | 195 | 187,352 | -571,443 | 18,393 | 2,082,014 | 0.68 | 0.072 | 117,642 |
| MY | 1 | -7,327 | 0 | -1,963 | 7,327 | 0.27 | 0.020 | 146 |
| NZ | 3 | -318 | -2,202 | -609 | 4,086 | 0.19 | 0.117 | 38 |
| PH | 1 | 2,818 | 0 | 1,660 | 2,818 | 0.59 | 0.451 | 1,270 |
| SG | 8 | -154,338 | -77,365 | -57,623 | 154,338 | 0.49 | 0.042 | -622 |
| TH | 26 | -537,744 | -285,073 | -192,976 | 539,602 | 0.42 | 0.084 | 16,485 |
| TW | 17 | 347,335 | -6,734 | 301,791 | 360,803 | 0.91 | 0.192 | 79,825 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 37 | -207,617 | -110,419 | -74,210 | 207,617 | 0.47 | -0.069 | 10,732 |
| 1.0000 | 19 | 186,738 | 0 | 95,933 | 186,738 | 0.71 | -0.000 | 15,156 | |
| CN | -1.0000 | 49 | -1,218,284 | -728,717 | -1,415,080 | 1,218,284 | 1.35 | -0.034 | 52,620 |
| 1.0000 | 33 | 1,156,747 | 0 | 1,262,879 | 1,156,747 | 1.39 | 0.006 | 7,801 | |
| HK | -1.0000 | 23 | -330,196 | -88,566 | -465,803 | 330,196 | 1.44 | 0.076 | -22,113 |
| 1.0000 | 15 | 341,655 | 0 | 293,698 | 341,655 | 0.95 | 0.236 | 68,336 | |
| JP | -1.0000 | 99 | -947,331 | -571,443 | -702,484 | 947,331 | 0.69 | -0.040 | 38,178 |
| 1.0000 | 96 | 1,134,683 | 0 | 720,878 | 1,134,683 | 0.66 | 0.049 | 79,464 | |
| MY | -1.0000 | 1 | -7,327 | 0 | -1,963 | 7,327 | 0.27 | -0.020 | 146 |
| NZ | -1.0000 | 1 | -2,202 | -2,202 | -766 | 2,202 | 0.35 | -0.116 | 255 |
| 1.0000 | 2 | 1,884 | 0 | 157 | 1,884 | 0.11 | -0.118 | -217 | |
| PH | 1.0000 | 1 | 2,818 | 0 | 1,660 | 2,818 | 0.59 | 0.451 | 1,270 |
| SG | -1.0000 | 8 | -154,338 | -77,365 | -57,623 | 154,338 | 0.49 | 0.008 | -622 |
| TH | -1.0000 | 25 | -538,673 | -285,073 | -193,669 | 538,673 | 0.40 | 0.038 | 16,124 |
| 1.0000 | 1 | 929 | 0 | 693 | 929 | 0.75 | 0.388 | 361 | |
| TW | -1.0000 | 2 | -6,734 | -6,734 | -6,386 | 6,734 | 0.97 | -0.185 | 1,164 |
| 1.0000 | 15 | 354,069 | 0 | 308,178 | 354,069 | 0.90 | 0.193 | 78,661 |