| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -150,599 | 5,146,878 | -279,527 | 357,017 | 403 | 42,174,229 | 0.122 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,648,738 | 2,648,738 | -2,643,877 | 200,072 |
| 1.0000 | 2,498,140 | 2,498,140 | 2,364,350 | 156,945 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 63 | 115,563 | -164,182 | 30,581 | 543,642 | 0.55 | 0.084 | 44,891 |
| CN | 93 | -115,702 | -708,638 | -374,289 | 1,897,384 | 1.39 | 0.126 | 164,666 |
| HK | 26 | -120,940 | -202,371 | -179,187 | 401,235 | 1.58 | 0.188 | 46,442 |
| JP | 183 | 83,267 | -443,953 | 320,778 | 1,957,591 | 0.70 | 0.069 | 90,440 |
| MY | 2 | -18,854 | 0 | -5,263 | 18,854 | 0.30 | 0.049 | -642 |
| NZ | 1 | -2,954 | -2,954 | -1,027 | 2,954 | 0.35 | 0.004 | -12 |
| PH | 1 | 466 | 0 | 275 | 466 | 0.59 | 0.371 | 173 |
| SG | 4 | -579 | -7,041 | 640 | 13,503 | 0.73 | 0.079 | 1,587 |
| TH | 20 | -2,543 | -33,136 | -3,716 | 160,236 | 0.40 | 0.122 | 8,329 |
| TW | 10 | -88,323 | -77,580 | -68,319 | 151,013 | 0.73 | 0.081 | 1,142 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 34 | -214,040 | -164,182 | -136,360 | 214,040 | 0.56 | -0.042 | 12,299 |
| 1.0000 | 29 | 329,602 | 0 | 166,941 | 329,602 | 0.54 | 0.066 | 32,592 | |
| CN | -1.0000 | 36 | -1,006,543 | -708,638 | -1,470,751 | 1,006,543 | 1.36 | -0.068 | 151,360 |
| 1.0000 | 57 | 890,841 | 0 | 1,096,463 | 890,841 | 1.40 | -0.003 | 13,306 | |
| HK | -1.0000 | 14 | -261,087 | -202,371 | -359,646 | 261,087 | 1.72 | 0.026 | 10,327 |
| 1.0000 | 12 | 140,148 | 0 | 180,459 | 140,148 | 1.41 | 0.270 | 36,115 | |
| JP | -1.0000 | 91 | -937,162 | -443,953 | -555,792 | 937,162 | 0.59 | -0.034 | 27,061 |
| 1.0000 | 92 | 1,020,429 | 0 | 876,570 | 1,020,429 | 0.82 | 0.040 | 63,378 | |
| MY | -1.0000 | 2 | -18,854 | 0 | -5,263 | 18,854 | 0.30 | 0.049 | -642 |
| NZ | -1.0000 | 1 | -2,954 | -2,954 | -1,027 | 2,954 | 0.35 | 0.004 | -12 |
| PH | 1.0000 | 1 | 466 | 0 | 275 | 466 | 0.59 | 0.371 | 173 |
| SG | -1.0000 | 3 | -7,041 | -7,041 | -4,538 | 7,041 | 0.70 | -0.079 | 1,182 |
| 1.0000 | 1 | 6,462 | 0 | 5,178 | 6,462 | 0.80 | 0.063 | 405 | |
| TH | -1.0000 | 9 | -81,389 | -33,136 | -18,715 | 81,389 | 0.41 | 0.085 | -3,670 |
| 1.0000 | 11 | 78,846 | 0 | 14,998 | 78,846 | 0.38 | 0.110 | 11,999 | |
| TW | -1.0000 | 7 | -119,668 | -77,580 | -91,786 | 119,668 | 0.75 | -0.022 | 2,166 |
| 1.0000 | 3 | 31,345 | 0 | 23,467 | 31,345 | 0.67 | 0.041 | -1,024 |