| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -657,056 | 4,617,450 | -811,189 | 341,492 | 389 | 42,137,890 | 0.110 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,637,253 | 2,637,253 | -2,665,173 | 268,137 |
| 1 | 1,980,197 | 1,980,197 | 1,853,984 | 73,354 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 64 | 54,635 | -137,513 | 40,001 | 481,724 | 0.53 | 0.078 | 22,593 |
| CN | 83 | -483,493 | -905,161 | -972,839 | 1,690,854 | 1.36 | 0.142 | 191,353 |
| HK | 28 | -80,366 | -94,700 | -23,856 | 318,055 | 1.33 | 0.172 | 21,771 |
| JP | 181 | -59,412 | -479,274 | 107,797 | 1,663,517 | 0.69 | 0.070 | 74,195 |
| MY | 2 | 62,573 | 0 | 37,944 | 62,573 | 0.50 | 0.251 | 17,978 |
| NZ | 2 | -1,779 | -2,233 | -536 | 2,686 | 0.44 | 0.035 | 144 |
| SG | 4 | -4,773 | -21,389 | -6,987 | 38,005 | 0.80 | 0.046 | 2,549 |
| TH | 19 | -164,723 | -85,155 | -14,158 | 281,503 | 0.46 | 0.093 | -909 |
| TW | 6 | 20,282 | -25,047 | 21,445 | 78,533 | 0.90 | 0.156 | 11,816 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 28 | -213,545 | -137,513 | -102,603 | 213,545 | 0.49 | -0.047 | 11,392 |
| 1 | 36 | 268,180 | 0 | 142,603 | 268,180 | 0.56 | 0.022 | 11,200 | |
| CN | -1 | 46 | -1,087,173 | -905,161 | -1,754,178 | 1,087,173 | 1.51 | -0.111 | 209,967 |
| 1 | 37 | 603,680 | 0 | 781,340 | 603,680 | 1.18 | -0.006 | -18,614 | |
| HK | -1 | 8 | -199,210 | -94,700 | -178,790 | 199,210 | 1.22 | 0.047 | -828 |
| 1 | 20 | 118,844 | 0 | 154,933 | 118,844 | 1.37 | 0.207 | 22,599 | |
| JP | -1 | 87 | -861,464 | -479,274 | -540,774 | 861,464 | 0.65 | -0.045 | 42,315 |
| 1 | 94 | 802,053 | 0 | 648,571 | 802,053 | 0.73 | 0.026 | 31,880 | |
| MY | 1 | 2 | 62,573 | 0 | 37,944 | 62,573 | 0.50 | 0.251 | 17,978 |
| NZ | -1 | 1 | -2,233 | -2,233 | -777 | 2,233 | 0.35 | -0.065 | 146 |
| 1 | 1 | 453 | 0 | 240 | 453 | 0.53 | -0.005 | -2 | |
| SG | -1 | 1 | -21,389 | -21,389 | -17,138 | 21,389 | 0.80 | -0.085 | 1,820 |
| 1 | 3 | 16,616 | 0 | 10,152 | 16,616 | 0.80 | 0.033 | 729 | |
| TH | -1 | 12 | -223,113 | -85,155 | -49,432 | 223,113 | 0.36 | 0.044 | -1,416 |
| 1 | 7 | 58,390 | 0 | 35,273 | 58,390 | 0.64 | 0.025 | 507 | |
| TW | -1 | 2 | -29,126 | -25,047 | -21,483 | 29,126 | 0.93 | -0.093 | 4,740 |
| 1 | 4 | 49,408 | 0 | 42,928 | 49,408 | 0.89 | 0.186 | 7,076 |