| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -236,602 | 5,780,753 | -452,557 | 386,447 | 383 | 42,276,802 | 0.137 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,008,678 | 3,008,678 | -3,105,106 | 213,679 |
| 1 | 2,772,076 | 2,772,076 | 2,652,549 | 172,767 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 65 | 39,322 | -206,722 | 14,320 | 683,703 | 0.58 | 0.102 | 45,347 |
| CN | 91 | -284,983 | -931,879 | -310,415 | 2,541,811 | 1.37 | 0.116 | 178,742 |
| HK | 26 | 52,497 | -67,104 | -117,036 | 405,683 | 1.35 | 0.222 | 57,045 |
| JP | 173 | 61,648 | -502,935 | 88,630 | 1,734,020 | 0.62 | 0.067 | 91,241 |
| MY | 1 | -67,274 | 0 | -18,021 | 67,274 | 0.27 | 0.007 | 447 |
| NZ | 1 | 1,468 | 0 | 778 | 1,468 | 0.53 | 0.010 | 15 |
| SG | 4 | 45,855 | 0 | 18,178 | 45,855 | 0.45 | 0.096 | 5,472 |
| TH | 15 | 55,553 | -1,089 | 24,380 | 110,987 | 0.41 | 0.135 | 8,802 |
| TW | 7 | -140,687 | -94,695 | -153,370 | 189,952 | 0.77 | 0.092 | -664 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 36 | -322,191 | -206,722 | -195,655 | 322,191 | 0.62 | -0.063 | 16,272 |
| 1 | 29 | 361,512 | 0 | 209,975 | 361,512 | 0.53 | 0.070 | 29,075 | |
| CN | -1 | 53 | -1,413,397 | -931,879 | -1,875,081 | 1,413,397 | 1.38 | -0.085 | 166,446 |
| 1 | 38 | 1,128,414 | 0 | 1,564,666 | 1,128,414 | 1.36 | 0.013 | 12,295 | |
| HK | -1 | 10 | -176,593 | -67,104 | -332,369 | 176,593 | 1.79 | 0.068 | -13,904 |
| 1 | 16 | 229,090 | 0 | 215,332 | 229,090 | 1.08 | 0.266 | 70,949 | |
| JP | -1 | 88 | -836,186 | -502,935 | -505,087 | 836,186 | 0.58 | -0.041 | 45,475 |
| 1 | 85 | 897,834 | 0 | 593,717 | 897,834 | 0.66 | 0.035 | 45,766 | |
| MY | -1 | 1 | -67,274 | 0 | -18,021 | 67,274 | 0.27 | -0.007 | 447 |
| NZ | 1 | 1 | 1,468 | 0 | 778 | 1,468 | 0.53 | 0.010 | 15 |
| SG | 1 | 4 | 45,855 | 0 | 18,178 | 45,855 | 0.45 | 0.096 | 5,472 |
| TH | -1 | 5 | -27,717 | -1,089 | -7,807 | 27,717 | 0.39 | 0.063 | -1,734 |
| 1 | 10 | 83,270 | 0 | 32,186 | 83,270 | 0.42 | 0.149 | 10,536 | |
| TW | -1 | 5 | -165,319 | -94,695 | -171,086 | 165,319 | 0.79 | -0.048 | 677 |
| 1 | 2 | 24,633 | 0 | 17,716 | 24,633 | 0.73 | -0.046 | -1,341 |