| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -412,719 | 6,236,665 | -296,952 | 157,824 | 422 | 42,258,097 | 0.148 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,324,692 | 3,324,692 | -2,883,432 | 97,275 |
| 1 | 2,911,973 | 2,911,973 | 2,586,479 | 60,549 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 71 | -11,689 | -206,395 | -35,141 | 755,205 | 0.56 | 0.072 | 33,635 |
| CN | 95 | 273,219 | -632,208 | 322,150 | 2,072,055 | 1.44 | 0.129 | 75,902 |
| HK | 24 | -7,015 | -49,210 | -99,503 | 238,721 | 1.60 | 0.179 | 37,022 |
| JP | 186 | 80,858 | -392,789 | 141,103 | 1,862,757 | 0.63 | 0.066 | 62,638 |
| KR | 2 | -13,106 | 0 | -4,009 | 13,106 | 0.29 | 0.103 | 1,631 |
| MY | 2 | -115,822 | 0 | -31,106 | 115,822 | 0.27 | 0.036 | -1,339 |
| NZ | 3 | 419 | -375 | -88 | 1,168 | 0.19 | 0.052 | -47 |
| PH | 1 | -5,902 | -5,882 | 226 | 5,902 | -0.04 | 0.200 | 1,179 |
| SG | 4 | -1,709 | -5,622 | -1,539 | 9,536 | 0.42 | 0.078 | 1,051 |
| TH | 20 | -75,555 | -35,415 | -35,345 | 269,317 | 0.53 | 0.101 | -2,789 |
| TW | 14 | -536,416 | -19,047 | -553,701 | 893,077 | 0.73 | 0.084 | -51,058 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 31 | -383,447 | -206,395 | -216,252 | 383,447 | 0.54 | -0.009 | 17,818 |
| 1 | 40 | 371,758 | 0 | 181,111 | 371,758 | 0.58 | 0.029 | 15,817 | |
| CN | -1 | 38 | -899,418 | -632,208 | -1,190,855 | 899,418 | 1.44 | -0.104 | 111,198 |
| 1 | 57 | 1,172,637 | 0 | 1,513,005 | 1,172,637 | 1.44 | 0.007 | -35,296 | |
| HK | -1 | 14 | -122,868 | -49,210 | -213,921 | 122,868 | 2.10 | 0.075 | 211 |
| 1 | 10 | 115,853 | 0 | 114,418 | 115,853 | 0.96 | 0.256 | 36,811 | |
| JP | -1 | 95 | -890,950 | -392,789 | -491,227 | 890,950 | 0.56 | -0.047 | 33,064 |
| 1 | 91 | 971,807 | 0 | 632,330 | 971,807 | 0.70 | 0.009 | 29,574 | |
| KR | -1 | 2 | -13,106 | 0 | -4,009 | 13,106 | 0.29 | -0.066 | 1,631 |
| MY | -1 | 2 | -115,822 | 0 | -31,106 | 115,822 | 0.27 | 0.024 | -1,339 |
| NZ | -1 | 1 | -375 | -375 | -130 | 375 | 0.35 | -0.020 | 8 |
| 1 | 2 | 793 | 0 | 43 | 793 | 0.11 | -0.068 | -54 | |
| PH | -1 | 1 | -5,902 | -5,882 | 226 | 5,902 | -0.04 | -0.200 | 1,179 |
| SG | -1 | 2 | -5,622 | -5,622 | -3,206 | 5,622 | 0.46 | -0.104 | 850 |
| 1 | 2 | 3,913 | 0 | 1,667 | 3,913 | 0.39 | 0.053 | 201 | |
| TH | -1 | 13 | -172,436 | -35,415 | -63,592 | 172,436 | 0.58 | 0.066 | -10,394 |
| 1 | 7 | 96,881 | 0 | 28,247 | 96,881 | 0.43 | 0.094 | 7,605 | |
| TW | -1 | 8 | -714,746 | -19,047 | -669,360 | 714,746 | 0.76 | 0.038 | -56,950 |
| 1 | 6 | 178,330 | 0 | 115,659 | 178,330 | 0.68 | 0.071 | 5,892 |