| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -139,236 | 3,716,818 | -220,806 | 200,622 | 340 | 42,099,921 | 0.088 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,928,027 | 1,928,027 | -1,797,052 | 166,240 |
| 1.0000 | 1,788,791 | 1,788,791 | 1,576,246 | 34,382 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 64 | -475 | -79,917 | -11,937 | 464,666 | 0.59 | 0.089 | 13,444 |
| CN | 70 | -50,915 | -521,434 | 10,218 | 1,230,742 | 1.27 | 0.132 | 89,878 |
| HK | 12 | -14,839 | -33,391 | -33,391 | 92,142 | 1.23 | 0.155 | 5,715 |
| JP | 179 | -129,792 | -573,794 | -252,090 | 1,789,901 | 0.73 | 0.069 | 76,903 |
| MY | 2 | -17,581 | 0 | -1,495 | 35,686 | 0.45 | 0.132 | 3,299 |
| NZ | 4 | -201 | -8,348 | -2,055 | 16,494 | 0.27 | 0.112 | 318 |
| PH | 1 | 2,397 | 0 | 1,412 | 2,397 | 0.59 | 0.435 | 1,044 |
| SG | 2 | -1,866 | -1,866 | -1,236 | 1,866 | 0.52 | 0.034 | 82 |
| TW | 6 | 74,035 | -4,443 | 69,769 | 82,921 | 0.91 | 0.165 | 9,939 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 27 | -232,571 | -79,917 | -131,342 | 232,571 | 0.64 | -0.091 | 11,016 |
| 1.0000 | 37 | 232,096 | 0 | 119,405 | 232,096 | 0.56 | -0.005 | 2,428 | |
| CN | -1.0000 | 34 | -640,829 | -521,434 | -814,984 | 640,829 | 1.15 | -0.073 | 91,336 |
| 1.0000 | 36 | 589,914 | 0 | 825,202 | 589,914 | 1.39 | 0.018 | -1,458 | |
| HK | -1.0000 | 7 | -53,491 | -33,391 | -67,599 | 53,491 | 1.29 | -0.041 | 1,671 |
| 1.0000 | 5 | 38,652 | 0 | 34,208 | 38,652 | 1.16 | 0.175 | 4,044 | |
| JP | -1.0000 | 91 | -959,846 | -573,794 | -767,836 | 959,846 | 0.86 | -0.053 | 58,799 |
| 1.0000 | 88 | 830,055 | 0 | 515,746 | 830,055 | 0.60 | 0.008 | 18,104 | |
| MY | -1.0000 | 1 | -26,634 | 0 | -7,135 | 26,634 | 0.27 | -0.052 | 1,379 |
| 1.0000 | 1 | 9,053 | 0 | 5,639 | 9,053 | 0.62 | 0.212 | 1,920 | |
| NZ | -1.0000 | 1 | -8,348 | -8,348 | -2,904 | 8,348 | 0.35 | -0.142 | 1,185 |
| 1.0000 | 3 | 8,147 | 0 | 849 | 8,147 | 0.25 | -0.101 | -867 | |
| PH | 1.0000 | 1 | 2,397 | 0 | 1,412 | 2,397 | 0.59 | 0.435 | 1,044 |
| SG | -1.0000 | 2 | -1,866 | -1,866 | -1,236 | 1,866 | 0.52 | -0.034 | 82 |
| TW | -1.0000 | 1 | -4,443 | -4,443 | -4,016 | 4,443 | 0.90 | -0.174 | 771 |
| 1.0000 | 5 | 78,478 | 0 | 73,785 | 78,478 | 0.91 | 0.085 | 9,168 |