| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 197,328 | 5,080,008 | 148,445 | 254,381 | 302 | 41,814,659 | 0.121 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,441,340 | 2,441,340 | -2,710,150 | 291,966 |
| 1 | 2,638,668 | 2,638,668 | 2,858,594 | -37,585 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 32,170 | -51,886 | 46,893 | 160,408 | 0.70 | 0.079 | 11,240 |
| CN | 99 | -24,222 | -1,318,303 | 171,972 | 2,807,549 | 1.37 | 0.162 | 47,746 |
| HK | 23 | -127,414 | -150,680 | -212,552 | 253,874 | 1.43 | 0.123 | 30,981 |
| JP | 134 | 262,389 | -592,170 | 134,749 | 1,700,185 | 0.72 | 0.095 | 147,154 |
| MY | 3 | 26,159 | 0 | 11,065 | 26,159 | 0.47 | 0.212 | 6,097 |
| NZ | 2 | -3,965 | -4,201 | -1,708 | 4,436 | 0.45 | 0.059 | 323 |
| SG | 1 | -1,759 | -1,759 | -1,561 | 1,759 | 0.89 | 0.135 | -238 |
| TH | 11 | 12,362 | 0 | -13,161 | 104,029 | 0.48 | 0.171 | 4,402 |
| TW | 1 | 21,608 | 0 | 12,747 | 21,608 | 0.59 | 0.309 | 6,675 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 19 | -64,119 | -51,886 | -36,606 | 64,119 | 0.64 | -0.042 | 1,641 |
| 1 | 9 | 96,289 | 0 | 83,499 | 96,289 | 0.84 | 0.043 | 9,598 | |
| CN | -1 | 56 | -1,415,886 | -1,318,303 | -1,821,277 | 1,415,886 | 1.41 | -0.151 | 241,623 |
| 1 | 43 | 1,391,664 | 0 | 1,993,249 | 1,391,664 | 1.30 | -0.074 | -193,877 | |
| HK | -1 | 17 | -190,644 | -150,680 | -285,269 | 190,644 | 1.50 | -0.040 | 18,965 |
| 1 | 6 | 63,230 | 0 | 72,718 | 63,230 | 1.21 | 0.161 | 12,016 | |
| JP | -1 | 69 | -718,898 | -592,170 | -533,868 | 718,898 | 0.73 | -0.036 | 36,141 |
| 1 | 65 | 981,287 | 0 | 668,617 | 981,287 | 0.71 | 0.113 | 111,013 | |
| MY | 1 | 3 | 26,159 | 0 | 11,065 | 26,159 | 0.47 | 0.212 | 6,097 |
| NZ | -1 | 1 | -4,201 | -4,201 | -1,817 | 4,201 | 0.43 | -0.079 | 332 |
| 1 | 1 | 235 | 0 | 110 | 235 | 0.47 | -0.038 | -9 | |
| SG | -1 | 1 | -1,759 | -1,759 | -1,561 | 1,759 | 0.89 | 0.135 | -238 |
| TH | -1 | 2 | -45,833 | 0 | -29,751 | 45,833 | 0.56 | 0.096 | -6,499 |
| 1 | 9 | 58,196 | 0 | 16,590 | 58,196 | 0.47 | 0.187 | 10,901 | |
| TW | 1 | 1 | 21,608 | 0 | 12,747 | 21,608 | 0.59 | 0.309 | 6,675 |