| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -102,899 | 12,489,469 | -1,544,685 | -71,703 | 361 | 42,335,274 | 0.295 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,296,184 | 6,296,184 | -7,941,087 | 67,918 |
| 1 | 6,193,285 | 6,193,285 | 6,396,401 | -139,621 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | -176,382 | -2,962 | -74,942 | 559,959 | 0.66 | 0.079 | -8,046 |
| CN | 117 | 807,796 | -445,709 | 311,363 | 5,938,878 | 1.34 | 0.109 | 59,998 |
| HK | 26 | -448,824 | -3,560 | -794,913 | 487,344 | 1.53 | 0.135 | -40,595 |
| ID | 1 | 4,758 | 0 | 523 | 4,758 | 0.11 | 0.150 | 714 |
| JP | 130 | -155,238 | -45,736 | -689,472 | 2,556,902 | 0.77 | 0.089 | -110,665 |
| KR | 16 | -208,883 | 0 | -149,256 | 1,109,605 | 0.64 | 0.083 | 44,938 |
| MY | 3 | 7,215 | 0 | 3,916 | 7,215 | 0.50 | 0.237 | 1,701 |
| NZ | 2 | -1,524 | -1,670 | -649 | 1,817 | 0.45 | 0.050 | 94 |
| TH | 16 | 153,993 | 0 | 38,239 | 227,721 | 0.48 | 0.154 | 13,148 |
| TW | 10 | -85,810 | 0 | -189,494 | 1,595,270 | 0.99 | 0.117 | -32,990 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 22 | -368,171 | -2,962 | -200,540 | 368,171 | 0.55 | 0.035 | -11,037 |
| 1 | 18 | 191,788 | 0 | 125,598 | 191,788 | 0.78 | 0.017 | 2,991 | |
| CN | -1 | 55 | -2,565,541 | -445,709 | -3,937,681 | 2,565,541 | 1.33 | -0.082 | 322,018 |
| 1 | 62 | 3,373,337 | 0 | 4,249,044 | 3,373,337 | 1.34 | -0.068 | -262,020 | |
| HK | -1 | 21 | -468,084 | -3,560 | -827,896 | 468,084 | 1.51 | 0.077 | -38,439 |
| 1 | 5 | 19,260 | 0 | 32,982 | 19,260 | 1.60 | -0.048 | -2,156 | |
| ID | 1 | 1 | 4,758 | 0 | 523 | 4,758 | 0.11 | 0.150 | 714 |
| JP | -1 | 68 | -1,356,070 | -45,736 | -1,330,251 | 1,356,070 | 0.79 | 0.077 | -136,838 |
| 1 | 62 | 1,200,832 | 0 | 640,779 | 1,200,832 | 0.74 | 0.035 | 26,173 | |
| KR | -1 | 10 | -659,244 | 0 | -467,253 | 659,244 | 0.70 | -0.056 | 56,967 |
| 1 | 6 | 450,361 | 0 | 317,997 | 450,361 | 0.55 | -0.058 | -12,029 | |
| MY | 1 | 3 | 7,215 | 0 | 3,916 | 7,215 | 0.50 | 0.237 | 1,701 |
| NZ | -1 | 1 | -1,670 | -1,670 | -718 | 1,670 | 0.43 | -0.060 | 100 |
| 1 | 1 | 147 | 0 | 69 | 147 | 0.47 | -0.040 | -6 | |
| TH | -1 | 9 | -36,864 | 0 | -15,486 | 36,864 | 0.34 | 0.148 | -4,729 |
| 1 | 7 | 190,857 | 0 | 53,726 | 190,857 | 0.66 | 0.163 | 17,877 | |
| TW | -1 | 5 | -840,540 | 0 | -1,161,262 | 840,540 | 1.10 | 0.100 | -120,124 |
| 1 | 5 | 754,730 | 0 | 971,767 | 754,730 | 0.87 | 0.126 | 87,133 |