| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,044,427 | 6,864,929 | -1,946,221 | 419,996 | 413 | 42,130,264 | 0.163 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,954,678 | 3,954,678 | -4,699,094 | 309,879 |
| 1 | 2,910,251 | 2,910,251 | 2,752,873 | 110,117 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 56 | 199,082 | -89,726 | 49,836 | 514,337 | 0.62 | 0.078 | 26,929 |
| CN | 118 | -1,180,124 | -1,119,030 | -1,990,145 | 3,710,478 | 1.38 | 0.121 | 290,664 |
| HK | 37 | 4,094 | -90,162 | -82,714 | 446,980 | 1.55 | 0.160 | 41,601 |
| JP | 169 | 50,041 | -374,919 | 153,894 | 1,857,916 | 0.70 | 0.068 | 56,183 |
| KR | 1 | -11,612 | 0 | -2,937 | 11,612 | 0.25 | 0.026 | -297 |
| MY | 4 | -9,221 | 0 | 635 | 36,547 | 0.38 | 0.143 | 2,773 |
| NZ | 1 | 321 | 0 | 1 | 321 | 0.00 | 0.045 | -14 |
| SG | 3 | 132 | -20,342 | -6,870 | 40,816 | 0.49 | 0.098 | 4,935 |
| TH | 18 | -43,595 | -34,163 | -20,215 | 184,659 | 0.50 | 0.102 | -3,252 |
| TW | 6 | -53,545 | -18,817 | -47,707 | 61,263 | 0.98 | 0.089 | 473 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -157,628 | -89,726 | -91,329 | 157,628 | 0.62 | -0.037 | 9,076 |
| 1 | 39 | 356,709 | 0 | 141,165 | 356,709 | 0.62 | 0.023 | 17,853 | |
| CN | -1 | 71 | -2,445,301 | -1,119,030 | -3,577,261 | 2,445,301 | 1.42 | -0.100 | 276,046 |
| 1 | 47 | 1,265,177 | 0 | 1,587,116 | 1,265,177 | 1.31 | -0.007 | 14,619 | |
| HK | -1 | 20 | -221,443 | -90,162 | -355,821 | 221,443 | 1.83 | 0.056 | -13,590 |
| 1 | 17 | 225,537 | 0 | 273,107 | 225,537 | 1.23 | 0.220 | 55,191 | |
| JP | -1 | 93 | -903,937 | -374,919 | -550,114 | 903,937 | 0.69 | -0.044 | 39,893 |
| 1 | 76 | 953,978 | 0 | 704,008 | 953,978 | 0.72 | 0.004 | 16,290 | |
| KR | -1 | 1 | -11,612 | 0 | -2,937 | 11,612 | 0.25 | 0.026 | -297 |
| MY | -1 | 2 | -22,884 | 0 | -6,137 | 22,884 | 0.27 | 0.055 | -366 |
| 1 | 2 | 13,663 | 0 | 6,772 | 13,663 | 0.50 | 0.230 | 3,139 | |
| NZ | 1 | 1 | 321 | 0 | 1 | 321 | 0.00 | -0.045 | -14 |
| SG | -1 | 1 | -20,342 | -20,342 | -13,787 | 20,342 | 0.68 | -0.171 | 3,480 |
| 1 | 2 | 20,474 | 0 | 6,917 | 20,474 | 0.39 | 0.061 | 1,456 | |
| TH | -1 | 11 | -114,127 | -34,163 | -50,205 | 114,127 | 0.53 | 0.058 | -3,955 |
| 1 | 7 | 70,532 | 0 | 29,990 | 70,532 | 0.46 | 0.092 | 703 | |
| TW | -1 | 5 | -57,404 | -18,817 | -51,505 | 57,404 | 0.98 | 0.022 | -407 |
| 1 | 1 | 3,859 | 0 | 3,798 | 3,859 | 0.98 | 0.228 | 881 |