| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -133,600 | 3,270,410 | -20,150 | 265,425 | 258 | 41,932,386 | 0.078 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,702,005 | 1,702,005 | -1,593,468 | 182,754 |
| 1 | 1,568,405 | 1,568,405 | 1,573,318 | 82,671 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 24 | -57,444 | -79,947 | -9,465 | 147,649 | 0.76 | 0.064 | 9,788 |
| CN | 85 | -144,450 | -833,015 | -138,728 | 1,595,580 | 1.28 | 0.156 | 151,027 |
| HK | 11 | -16,160 | -41,550 | -53,784 | 100,223 | 1.41 | 0.146 | 16,261 |
| JP | 117 | 54,208 | -477,845 | 176,978 | 1,296,261 | 0.74 | 0.104 | 74,147 |
| MY | 2 | 4,892 | 0 | 1,900 | 4,892 | 0.38 | 0.221 | 1,070 |
| NZ | 3 | -5,100 | -7,590 | -820 | 10,081 | 0.32 | 0.051 | 512 |
| SG | 1 | -2,135 | -2,135 | -1,895 | 2,135 | 0.89 | 0.137 | -293 |
| TH | 14 | 27,543 | 0 | 2,686 | 108,544 | 0.48 | 0.169 | 11,184 |
| TW | 1 | 5,046 | 0 | 2,977 | 5,046 | 0.59 | 0.343 | 1,729 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 18 | -102,546 | -79,947 | -47,945 | 102,546 | 0.69 | 0.001 | 4,356 |
| 1 | 6 | 45,103 | 0 | 38,480 | 45,103 | 0.96 | 0.048 | 5,432 | |
| CN | -1 | 41 | -870,015 | -833,015 | -1,056,346 | 870,015 | 1.26 | -0.162 | 170,339 |
| 1 | 44 | 725,565 | 0 | 917,618 | 725,565 | 1.30 | -0.017 | -19,312 | |
| HK | -1 | 8 | -58,191 | -41,550 | -97,269 | 58,191 | 1.54 | -0.042 | 7,145 |
| 1 | 3 | 42,032 | 0 | 43,486 | 42,032 | 1.05 | 0.224 | 9,117 | |
| JP | -1 | 59 | -621,027 | -477,845 | -361,423 | 621,027 | 0.55 | -0.002 | 4,603 |
| 1 | 58 | 675,234 | 0 | 538,402 | 675,234 | 0.94 | 0.128 | 69,543 | |
| MY | 1 | 2 | 4,892 | 0 | 1,900 | 4,892 | 0.38 | 0.221 | 1,070 |
| NZ | -1 | 2 | -7,590 | -7,590 | -1,981 | 7,590 | 0.24 | -0.072 | 539 |
| 1 | 1 | 2,491 | 0 | 1,161 | 2,491 | 0.47 | -0.011 | -27 | |
| SG | -1 | 1 | -2,135 | -2,135 | -1,895 | 2,135 | 0.89 | 0.137 | -293 |
| TH | -1 | 2 | -40,500 | 0 | -26,609 | 40,500 | 0.39 | 0.094 | -3,935 |
| 1 | 12 | 68,044 | 0 | 29,295 | 68,044 | 0.49 | 0.182 | 15,119 | |
| TW | 1 | 1 | 5,046 | 0 | 2,977 | 5,046 | 0.59 | 0.343 | 1,729 |