| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -445,553 | 4,824,360 | -676,055 | 336,330 | 385 | 42,080,059 | 0.115 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,634,957 | 2,634,957 | -2,649,332 | 183,829 |
| 1 | 2,189,404 | 2,189,404 | 1,973,277 | 152,502 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 69 | -592 | -118,658 | 12,721 | 625,727 | 0.59 | 0.082 | 26,742 |
| CN | 76 | -510,285 | -726,476 | -1,061,420 | 1,737,613 | 1.43 | 0.127 | 151,764 |
| HK | 23 | 90,200 | -16,614 | 210,796 | 301,836 | 1.68 | 0.242 | 31,969 |
| JP | 181 | -73,683 | -499,452 | 75,146 | 1,868,004 | 0.71 | 0.072 | 95,219 |
| MY | 4 | -9,520 | 0 | -193 | 26,421 | 0.38 | 0.132 | 753 |
| NZ | 3 | -452 | -3,044 | -272 | 5,635 | 0.36 | 0.074 | 137 |
| SG | 4 | 9,233 | -1,821 | 8,350 | 12,875 | 1.01 | 0.052 | 1,041 |
| TH | 19 | 15 | -53,674 | 42,165 | 185,986 | 0.48 | 0.126 | 19,983 |
| TW | 6 | 49,532 | 0 | 36,653 | 60,264 | 0.90 | 0.145 | 8,721 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 28 | -313,160 | -118,658 | -145,003 | 313,160 | 0.61 | -0.063 | 12,138 |
| 1 | 41 | 312,567 | 0 | 157,724 | 312,567 | 0.57 | 0.010 | 14,604 | |
| CN | -1 | 48 | -1,123,949 | -726,476 | -1,785,586 | 1,123,949 | 1.56 | -0.072 | 140,750 |
| 1 | 28 | 613,664 | 0 | 724,167 | 613,664 | 1.22 | 0.010 | 11,014 | |
| HK | -1 | 5 | -105,818 | -16,614 | -115,423 | 105,818 | 1.09 | 0.037 | -15,050 |
| 1 | 18 | 196,018 | 0 | 326,219 | 196,018 | 1.85 | 0.277 | 47,019 | |
| JP | -1 | 97 | -970,844 | -499,452 | -563,607 | 970,844 | 0.66 | -0.042 | 45,189 |
| 1 | 84 | 897,161 | 0 | 638,752 | 897,161 | 0.77 | 0.020 | 50,031 | |
| MY | -1 | 2 | -17,970 | 0 | -4,839 | 17,970 | 0.27 | 0.037 | -993 |
| 1 | 2 | 8,450 | 0 | 4,645 | 8,450 | 0.50 | 0.204 | 1,746 | |
| NZ | -1 | 1 | -3,044 | -3,044 | -1,059 | 3,044 | 0.35 | -0.103 | 314 |
| 1 | 2 | 2,592 | 0 | 786 | 2,592 | 0.37 | -0.059 | -176 | |
| SG | -1 | 1 | -1,821 | -1,821 | -434 | 1,821 | 0.24 | -0.006 | 10 |
| 1 | 3 | 11,054 | 0 | 8,784 | 11,054 | 1.27 | 0.068 | 1,031 | |
| TH | -1 | 10 | -92,985 | -53,674 | -27,623 | 92,985 | 0.29 | 0.025 | 1,796 |
| 1 | 9 | 93,000 | 0 | 69,788 | 93,000 | 0.69 | 0.140 | 18,187 | |
| TW | -1 | 2 | -5,366 | 0 | -5,757 | 5,366 | 1.12 | 0.054 | -325 |
| 1 | 4 | 54,898 | 0 | 42,409 | 54,898 | 0.79 | 0.191 | 9,046 |