| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -714,991 | 7,032,108 | -1,021,702 | 450,989 | 411 | 42,050,538 | 0.167 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,873,549 | 3,873,549 | -4,056,279 | 325,702 |
| 1 | 3,158,558 | 3,158,558 | 3,034,577 | 125,287 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 59 | -54,043 | -249,071 | 21,069 | 730,723 | 0.61 | 0.074 | 24,710 |
| CN | 104 | -561,104 | -1,095,212 | -1,186,374 | 3,022,852 | 1.37 | 0.122 | 263,603 |
| HK | 23 | -4,143 | -33,299 | -38,587 | 291,587 | 1.69 | 0.193 | 26,030 |
| JP | 186 | -38,337 | -520,812 | 118,493 | 2,320,353 | 0.75 | 0.068 | 81,576 |
| MY | 2 | -51,433 | 0 | -13,870 | 51,433 | 0.27 | 0.037 | -2,728 |
| NZ | 2 | 947 | 0 | 258 | 947 | 0.27 | 0.048 | -45 |
| PH | 2 | -88,609 | 0 | 2,040 | 88,609 | 0.29 | 0.131 | 13,903 |
| SG | 3 | 14,112 | -5,914 | 2,029 | 25,939 | 0.53 | 0.049 | 1,364 |
| TH | 19 | 50,725 | -91,037 | 70,755 | 376,274 | 0.42 | 0.101 | 19,019 |
| TW | 11 | 16,894 | -44,203 | 2,484 | 123,390 | 0.84 | 0.169 | 23,557 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 24 | -392,383 | -249,071 | -178,616 | 392,383 | 0.44 | -0.032 | 18,132 |
| 1 | 35 | 338,340 | 0 | 199,686 | 338,340 | 0.72 | 0.010 | 6,578 | |
| CN | -1 | 59 | -1,791,978 | -1,095,212 | -2,660,038 | 1,791,978 | 1.43 | -0.078 | 242,743 |
| 1 | 45 | 1,230,874 | 0 | 1,473,664 | 1,230,874 | 1.30 | 0.004 | 20,861 | |
| HK | -1 | 11 | -147,865 | -33,299 | -256,265 | 147,865 | 1.90 | 0.061 | -9,640 |
| 1 | 12 | 143,722 | 0 | 217,678 | 143,722 | 1.50 | 0.266 | 35,670 | |
| JP | -1 | 83 | -1,179,345 | -520,812 | -875,362 | 1,179,345 | 0.67 | -0.051 | 52,561 |
| 1 | 103 | 1,141,008 | 0 | 993,855 | 1,141,008 | 0.80 | 0.018 | 29,015 | |
| MY | -1 | 2 | -51,433 | 0 | -13,870 | 51,433 | 0.27 | 0.037 | -2,728 |
| NZ | 1 | 2 | 947 | 0 | 258 | 947 | 0.27 | -0.048 | -45 |
| PH | -1 | 2 | -88,609 | 0 | 2,040 | 88,609 | 0.29 | -0.131 | 13,903 |
| SG | -1 | 1 | -5,914 | -5,914 | -4,739 | 5,914 | 0.80 | -0.061 | 359 |
| 1 | 2 | 20,026 | 0 | 6,767 | 20,026 | 0.39 | 0.043 | 1,005 | |
| TH | -1 | 10 | -162,774 | -91,037 | -26,216 | 162,774 | 0.34 | 0.039 | 4,774 |
| 1 | 9 | 213,500 | 0 | 96,971 | 213,500 | 0.52 | 0.093 | 14,245 | |
| TW | -1 | 5 | -53,248 | -44,203 | -43,213 | 53,248 | 0.96 | 0.007 | 5,599 |
| 1 | 6 | 70,142 | 0 | 45,697 | 70,142 | 0.75 | 0.217 | 17,959 |