| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -615,142 | 8,075,926 | -681,521 | 288,937 | 446 | 42,207,402 | 0.191 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,345,534 | 4,345,534 | -3,921,907 | 164,326 |
| 1 | 3,730,392 | 3,730,392 | 3,240,386 | 124,611 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 72 | 66,259 | -282,868 | 71,242 | 1,135,552 | 0.56 | 0.076 | 72,628 |
| CN | 108 | 191,316 | -940,406 | -196,805 | 2,948,931 | 1.33 | 0.119 | 156,915 |
| HK | 28 | -139,850 | -95,545 | -269,839 | 309,682 | 1.69 | 0.173 | 20,516 |
| JP | 185 | 53,535 | -511,381 | 326,089 | 2,198,662 | 0.66 | 0.068 | 91,983 |
| KR | 2 | -13,323 | 0 | -4,081 | 13,323 | 0.29 | 0.123 | 2,154 |
| MY | 2 | -84,639 | 0 | -22,751 | 84,639 | 0.27 | 0.057 | -4,213 |
| NZ | 1 | -1,040 | -1,040 | -362 | 1,040 | 0.35 | 0.002 | -2 |
| PH | 1 | -4,172 | -4,152 | 160 | 4,172 | -0.04 | 0.194 | 809 |
| SG | 2 | -1,911 | -16,446 | 500 | 30,981 | 0.74 | 0.134 | 4,326 |
| TH | 22 | -83,804 | -19,873 | -51,753 | 254,464 | 0.48 | 0.093 | -4,035 |
| TW | 23 | -597,513 | -96,979 | -533,921 | 1,094,480 | 0.71 | 0.098 | -52,143 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 37 | -534,647 | -282,868 | -256,977 | 534,647 | 0.56 | -0.026 | 20,928 |
| 1 | 35 | 600,905 | 0 | 328,219 | 600,905 | 0.56 | 0.056 | 51,700 | |
| CN | -1 | 44 | -1,378,807 | -940,406 | -1,941,840 | 1,378,807 | 1.46 | -0.110 | 187,617 |
| 1 | 64 | 1,570,124 | 0 | 1,745,035 | 1,570,124 | 1.25 | 0.021 | -30,702 | |
| HK | -1 | 16 | -224,766 | -95,545 | -382,405 | 224,766 | 1.82 | 0.063 | -5,973 |
| 1 | 12 | 84,916 | 0 | 112,565 | 84,916 | 1.53 | 0.270 | 26,489 | |
| JP | -1 | 92 | -1,072,564 | -511,381 | -524,717 | 1,072,564 | 0.53 | -0.045 | 42,385 |
| 1 | 93 | 1,126,099 | 0 | 850,806 | 1,126,099 | 0.78 | 0.022 | 49,598 | |
| KR | -1 | 2 | -13,323 | 0 | -4,081 | 13,323 | 0.29 | -0.090 | 2,154 |
| MY | -1 | 2 | -84,639 | 0 | -22,751 | 84,639 | 0.27 | 0.057 | -4,213 |
| NZ | -1 | 1 | -1,040 | -1,040 | -362 | 1,040 | 0.35 | 0.002 | -2 |
| PH | -1 | 1 | -4,172 | -4,152 | 160 | 4,172 | -0.04 | -0.194 | 809 |
| SG | -1 | 1 | -16,446 | -16,446 | -11,146 | 16,446 | 0.68 | -0.222 | 3,656 |
| 1 | 1 | 14,535 | 0 | 11,647 | 14,535 | 0.80 | 0.046 | 670 | |
| TH | -1 | 14 | -169,134 | -19,873 | -74,200 | 169,134 | 0.54 | 0.069 | -9,957 |
| 1 | 8 | 85,330 | 0 | 22,447 | 85,330 | 0.38 | 0.087 | 5,922 | |
| TW | -1 | 13 | -845,996 | -96,979 | -703,587 | 845,996 | 0.75 | 0.050 | -73,077 |
| 1 | 10 | 248,483 | 0 | 169,666 | 248,483 | 0.66 | 0.113 | 20,934 |