| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -261,170 | 5,664,606 | -310,626 | 345,070 | 400 | 42,295,305 | 0.134 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,962,888 | 2,962,888 | -2,747,156 | 162,262 |
| 1 | 2,701,718 | 2,701,718 | 2,436,529 | 182,808 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 62 | 361,760 | -71,089 | 232,190 | 601,623 | 0.62 | 0.092 | 48,465 |
| CN | 87 | -67,765 | -744,498 | -163,697 | 1,889,217 | 1.38 | 0.146 | 177,620 |
| HK | 41 | -125,151 | -155,686 | 24,705 | 567,472 | 1.34 | 0.159 | 28,042 |
| JP | 168 | -86 | -541,740 | -106,622 | 1,936,864 | 0.67 | 0.067 | 86,690 |
| MY | 2 | 3,373 | 0 | 1,401 | 3,373 | 0.50 | 0.196 | 631 |
| NZ | 4 | 2,554 | -1,727 | -328 | 6,007 | 0.27 | 0.039 | -25 |
| PH | 1 | 4,240 | 0 | -162 | 4,240 | -0.04 | 0.265 | -1,123 |
| SG | 1 | 4,018 | 0 | 1,783 | 4,018 | 0.44 | 0.049 | 198 |
| TH | 21 | -154,805 | -30,082 | -98,947 | 275,133 | 0.52 | 0.076 | -11,096 |
| TW | 13 | -289,308 | -101,152 | -200,950 | 376,659 | 0.70 | 0.094 | 15,668 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 27 | -119,931 | -71,089 | -85,143 | 119,931 | 0.60 | -0.043 | 6,470 |
| 1 | 35 | 481,691 | 0 | 317,333 | 481,691 | 0.63 | 0.040 | 41,995 | |
| CN | -1 | 52 | -978,491 | -744,498 | -1,245,635 | 978,491 | 1.37 | -0.131 | 154,167 |
| 1 | 35 | 910,726 | 0 | 1,081,938 | 910,726 | 1.39 | 0.010 | 23,453 | |
| HK | -1 | 23 | -346,311 | -155,686 | -376,113 | 346,311 | 1.15 | 0.070 | -25,114 |
| 1 | 18 | 221,161 | 0 | 400,818 | 221,161 | 1.58 | 0.227 | 53,155 | |
| JP | -1 | 78 | -968,475 | -541,740 | -680,038 | 968,475 | 0.66 | -0.010 | 24,886 |
| 1 | 90 | 968,389 | 0 | 573,416 | 968,389 | 0.67 | 0.046 | 61,804 | |
| MY | 1 | 2 | 3,373 | 0 | 1,401 | 3,373 | 0.50 | 0.196 | 631 |
| NZ | -1 | 1 | -1,727 | -1,727 | -601 | 1,727 | 0.35 | -0.052 | 90 |
| 1 | 3 | 4,280 | 0 | 273 | 4,280 | 0.25 | -0.035 | -114 | |
| PH | 1 | 1 | 4,240 | 0 | -162 | 4,240 | -0.04 | -0.265 | -1,123 |
| SG | 1 | 1 | 4,018 | 0 | 1,783 | 4,018 | 0.44 | 0.049 | 198 |
| TH | -1 | 18 | -214,969 | -30,082 | -125,139 | 214,969 | 0.54 | 0.065 | -11,771 |
| 1 | 3 | 60,164 | 0 | 26,192 | 60,164 | 0.39 | 0.069 | 675 | |
| TW | -1 | 9 | -332,983 | -101,152 | -234,487 | 332,983 | 0.66 | -0.045 | 13,535 |
| 1 | 4 | 43,675 | 0 | 33,538 | 43,675 | 0.77 | 0.113 | 2,133 |