| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -86,592 | 4,366,993 | -121,776 | 317,112 | 351 | 42,086,128 | 0.104 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,226,793 | 2,226,793 | -1,758,100 | 169,089 |
| 1.0000 | 2,140,200 | 2,140,200 | 1,636,324 | 148,023 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 59 | -26,663 | -239,011 | 60,329 | 632,052 | 0.55 | 0.084 | 34,282 |
| CN | 75 | -34,840 | -503,800 | -132,614 | 1,398,486 | 1.29 | 0.125 | 107,557 |
| HK | 21 | -34,538 | -78,971 | -53,519 | 225,056 | 1.25 | 0.155 | 21,852 |
| JP | 160 | 24,963 | -439,266 | -41,615 | 1,636,603 | 0.70 | 0.068 | 81,420 |
| MY | 1 | -21,995 | 0 | -5,892 | 21,995 | 0.27 | 0.041 | 893 |
| NZ | 3 | -858 | -11,571 | -1,835 | 22,283 | 0.19 | 0.128 | 536 |
| PH | 1 | 937 | 0 | 552 | 937 | 0.59 | 0.401 | 376 |
| SG | 2 | 63 | 0 | 585 | 469 | 1.31 | 0.061 | -20 |
| TH | 18 | -149,539 | -88,898 | -71,150 | 250,091 | 0.43 | 0.099 | 26,748 |
| TW | 11 | 155,877 | -11,572 | 123,381 | 179,022 | 0.97 | 0.212 | 43,467 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 36 | -329,357 | -239,011 | -143,450 | 329,357 | 0.48 | -0.086 | 24,477 |
| 1.0000 | 23 | 302,694 | 0 | 203,779 | 302,694 | 0.66 | 0.011 | 9,805 | |
| CN | -1.0000 | 34 | -716,663 | -503,800 | -772,061 | 716,663 | 1.24 | -0.073 | 85,531 |
| 1.0000 | 41 | 681,823 | 0 | 639,447 | 681,823 | 1.33 | 0.049 | 22,026 | |
| HK | -1.0000 | 15 | -129,797 | -78,971 | -135,079 | 129,797 | 1.19 | 0.031 | 6,946 |
| 1.0000 | 6 | 95,259 | 0 | 81,560 | 95,259 | 1.41 | 0.239 | 14,906 | |
| JP | -1.0000 | 85 | -805,820 | -439,266 | -606,166 | 805,820 | 0.70 | -0.034 | 25,210 |
| 1.0000 | 75 | 830,783 | 0 | 564,551 | 830,783 | 0.70 | 0.043 | 56,211 | |
| MY | -1.0000 | 1 | -21,995 | 0 | -5,892 | 21,995 | 0.27 | -0.041 | 893 |
| NZ | -1.0000 | 1 | -11,571 | -11,571 | -4,024 | 11,571 | 0.35 | -0.144 | 1,666 |
| 1.0000 | 2 | 10,713 | 0 | 2,190 | 10,713 | 0.11 | -0.119 | -1,129 | |
| PH | 1.0000 | 1 | 937 | 0 | 552 | 937 | 0.59 | 0.401 | 376 |
| SG | -1.0000 | 1 | -203 | 0 | -48 | 203 | 0.23 | 0.111 | -23 |
| 1.0000 | 1 | 266 | 0 | 633 | 266 | 2.38 | 0.010 | 3 | |
| TH | -1.0000 | 11 | -199,815 | -88,898 | -79,628 | 199,815 | 0.44 | 0.001 | 21,477 |
| 1.0000 | 7 | 50,276 | 0 | 8,479 | 50,276 | 0.41 | 0.139 | 5,271 | |
| TW | -1.0000 | 1 | -11,572 | -11,572 | -11,751 | 11,572 | 1.02 | -0.252 | 2,912 |
| 1.0000 | 10 | 167,449 | 0 | 135,133 | 167,449 | 0.96 | 0.208 | 40,555 |