| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -139,367 | 4,752,637 | -208,353 | 235,551 | 366 | 42,278,303 | 0.112 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,446,002 | 2,446,002 | -2,610,290 | 149,132 |
| 1 | 2,306,635 | 2,306,635 | 2,401,937 | 86,419 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 64 | 42,764 | -142,301 | -40,174 | 651,324 | 0.68 | 0.095 | 44,190 |
| CN | 102 | -9,699 | -712,823 | -148,203 | 2,186,228 | 1.42 | 0.141 | 133,178 |
| HK | 34 | -180,198 | -176,510 | -20,749 | 483,201 | 1.46 | 0.146 | 17,065 |
| JP | 137 | -5,466 | -221,204 | 21,011 | 1,212,678 | 0.68 | 0.071 | 37,059 |
| MY | 1 | 1,111 | 0 | 692 | 1,111 | 0.62 | 0.214 | 238 |
| NZ | 4 | 1,678 | -4,626 | -626 | 10,930 | 0.27 | 0.041 | 189 |
| SG | 2 | 5,077 | 0 | 2,467 | 7,118 | 0.34 | 0.061 | 124 |
| TH | 18 | 3,951 | -3,429 | -24,486 | 174,322 | 0.54 | 0.081 | 2,700 |
| TW | 4 | 1,415 | -7,489 | 1,716 | 25,724 | 0.56 | 0.126 | 808 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 31 | -304,280 | -142,301 | -237,363 | 304,280 | 0.71 | -0.061 | 22,479 |
| 1 | 33 | 347,044 | 0 | 197,190 | 347,044 | 0.65 | 0.036 | 21,711 | |
| CN | -1 | 36 | -1,097,964 | -712,823 | -1,605,505 | 1,097,964 | 1.50 | -0.102 | 144,581 |
| 1 | 66 | 1,088,264 | 0 | 1,457,302 | 1,088,264 | 1.37 | -0.004 | -11,403 | |
| HK | -1 | 20 | -331,700 | -176,510 | -305,360 | 331,700 | 1.15 | 0.080 | -14,170 |
| 1 | 14 | 151,501 | 0 | 284,610 | 151,501 | 1.91 | 0.189 | 31,235 | |
| JP | -1 | 62 | -609,072 | -221,204 | -400,260 | 609,072 | 0.62 | -0.008 | 496 |
| 1 | 75 | 603,606 | 0 | 421,271 | 603,606 | 0.73 | 0.043 | 36,563 | |
| MY | 1 | 1 | 1,111 | 0 | 692 | 1,111 | 0.62 | 0.214 | 238 |
| NZ | -1 | 1 | -4,626 | -4,626 | -1,609 | 4,626 | 0.35 | -0.078 | 361 |
| 1 | 3 | 6,304 | 0 | 983 | 6,304 | 0.25 | -0.029 | -172 | |
| SG | -1 | 1 | -1,021 | 0 | -239 | 1,021 | 0.23 | 0.087 | -89 |
| 1 | 1 | 6,098 | 0 | 2,706 | 6,098 | 0.44 | 0.035 | 213 | |
| TH | -1 | 12 | -85,185 | -3,429 | -53,340 | 85,185 | 0.65 | 0.053 | -5,887 |
| 1 | 6 | 89,136 | 0 | 28,854 | 89,136 | 0.34 | 0.098 | 8,587 | |
| TW | -1 | 2 | -12,154 | -7,489 | -6,613 | 12,154 | 0.57 | -0.088 | 1,362 |
| 1 | 2 | 13,570 | 0 | 8,329 | 13,570 | 0.54 | 0.036 | -554 |