| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -205,384 | 5,807,107 | -239,249 | 314,982 | 378 | 42,095,823 | 0.138 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -3,006,246 | 3,006,246 | -3,017,301 | 265,500 |
| 1.0000 | 2,800,862 | 2,800,862 | 2,778,052 | 49,482 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 59 | 1,644 | -146,769 | 4,391 | 508,204 | 0.60 | 0.090 | 22,150 |
| CN | 91 | 6,591 | -1,193,982 | 287,927 | 2,882,314 | 1.37 | 0.131 | 150,352 |
| HK | 25 | -117,861 | -125,788 | -124,100 | 298,104 | 1.31 | 0.152 | 37,589 |
| JP | 171 | -66,924 | -526,501 | -396,942 | 1,872,638 | 0.69 | 0.072 | 85,709 |
| MY | 2 | 1,477 | 0 | 2,428 | 9,970 | 0.45 | 0.114 | 1,275 |
| NZ | 3 | 593 | -18,805 | -3,313 | 38,202 | 0.19 | 0.131 | 1,071 |
| PH | 1 | 4,834 | 0 | 2,848 | 4,834 | 0.59 | 0.429 | 2,076 |
| SG | 3 | -3,465 | -2,117 | -103 | 5,249 | 1.14 | 0.065 | -18 |
| TH | 20 | -43,664 | -53,892 | -23,127 | 176,202 | 0.40 | 0.109 | 12,158 |
| TW | 3 | 11,390 | 0 | 10,742 | 11,390 | 0.97 | 0.211 | 2,619 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 27 | -253,280 | -146,769 | -136,569 | 253,280 | 0.61 | -0.113 | 21,004 |
| 1.0000 | 32 | 254,924 | 0 | 140,960 | 254,924 | 0.59 | -0.013 | 1,146 | |
| CN | -1.0000 | 48 | -1,437,861 | -1,193,982 | -1,689,495 | 1,437,861 | 1.31 | -0.083 | 197,664 |
| 1.0000 | 43 | 1,444,453 | 0 | 1,977,422 | 1,444,453 | 1.43 | 0.008 | -47,312 | |
| HK | -1.0000 | 16 | -207,982 | -125,788 | -235,192 | 207,982 | 1.28 | -0.027 | 19,058 |
| 1.0000 | 9 | 90,122 | 0 | 111,092 | 90,122 | 1.36 | 0.243 | 18,530 | |
| JP | -1.0000 | 77 | -969,781 | -526,501 | -909,009 | 969,781 | 0.87 | -0.014 | 20,622 |
| 1.0000 | 94 | 902,857 | 0 | 512,066 | 902,857 | 0.54 | 0.044 | 65,087 | |
| MY | -1.0000 | 1 | -4,247 | 0 | -1,138 | 4,247 | 0.27 | -0.018 | 77 |
| 1.0000 | 1 | 5,723 | 0 | 3,565 | 5,723 | 0.62 | 0.209 | 1,198 | |
| NZ | -1.0000 | 1 | -18,805 | -18,805 | -6,541 | 18,805 | 0.35 | -0.166 | 3,125 |
| 1.0000 | 2 | 19,398 | 0 | 3,228 | 19,398 | 0.11 | -0.114 | -2,054 | |
| PH | 1.0000 | 1 | 4,834 | 0 | 2,848 | 4,834 | 0.59 | 0.429 | 2,076 |
| SG | -1.0000 | 2 | -4,357 | -2,117 | -2,222 | 4,357 | 0.52 | 0.006 | -38 |
| 1.0000 | 1 | 892 | 0 | 2,119 | 892 | 2.38 | 0.022 | 20 | |
| TH | -1.0000 | 13 | -109,933 | -53,892 | -37,136 | 109,933 | 0.39 | -0.016 | 3,987 |
| 1.0000 | 7 | 66,269 | 0 | 14,009 | 66,269 | 0.42 | 0.162 | 8,171 | |
| TW | 1.0000 | 3 | 11,390 | 0 | 10,742 | 11,390 | 0.97 | 0.211 | 2,619 |