| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -99,702 | 12,491,424 | -1,544,959 | -68,535 | 361 | 42,334,803 | 0.295 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,295,563 | 6,295,563 | -7,950,508 | 72,673 |
| 1 | 6,195,861 | 6,195,861 | 6,405,548 | -141,208 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | -176,308 | -2,962 | -75,329 | 560,168 | 0.66 | 0.080 | -8,789 |
| CN | 117 | 809,091 | -445,723 | 311,066 | 5,940,546 | 1.34 | 0.110 | 58,305 |
| HK | 26 | -448,805 | -3,544 | -795,639 | 487,294 | 1.53 | 0.135 | -41,460 |
| ID | 1 | 4,752 | 0 | 509 | 4,752 | 0.11 | 0.151 | 716 |
| JP | 130 | -155,294 | -45,689 | -688,963 | 2,556,869 | 0.77 | 0.089 | -108,827 |
| KR | 16 | -208,895 | 0 | -149,020 | 1,109,577 | 0.64 | 0.083 | 45,769 |
| MY | 3 | 7,234 | 0 | 3,929 | 7,234 | 0.50 | 0.236 | 1,710 |
| NZ | 2 | -1,523 | -1,669 | -654 | 1,816 | 0.45 | 0.049 | 92 |
| TH | 16 | 153,380 | 0 | 38,412 | 226,067 | 0.48 | 0.154 | 12,917 |
| TW | 10 | -83,335 | 0 | -189,272 | 1,597,100 | 0.99 | 0.117 | -28,969 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 22 | -368,238 | -2,962 | -201,185 | 368,238 | 0.55 | 0.036 | -11,531 |
| 1 | 18 | 191,930 | 0 | 125,857 | 191,930 | 0.78 | 0.016 | 2,743 | |
| CN | -1 | 55 | -2,565,727 | -445,723 | -3,943,304 | 2,565,727 | 1.33 | -0.082 | 325,068 |
| 1 | 62 | 3,374,819 | 0 | 4,254,370 | 3,374,819 | 1.34 | -0.069 | -266,763 | |
| HK | -1 | 21 | -468,050 | -3,544 | -828,589 | 468,050 | 1.51 | 0.077 | -39,292 |
| 1 | 5 | 19,244 | 0 | 32,950 | 19,244 | 1.60 | -0.048 | -2,168 | |
| ID | 1 | 1 | 4,752 | 0 | 509 | 4,752 | 0.11 | 0.151 | 716 |
| JP | -1 | 68 | -1,356,081 | -45,689 | -1,331,346 | 1,356,081 | 0.79 | 0.078 | -136,035 |
| 1 | 62 | 1,200,788 | 0 | 642,383 | 1,200,788 | 0.74 | 0.035 | 27,208 | |
| KR | -1 | 10 | -659,236 | 0 | -467,125 | 659,236 | 0.69 | -0.057 | 57,528 |
| 1 | 6 | 450,341 | 0 | 318,105 | 450,341 | 0.54 | -0.058 | -11,759 | |
| MY | 1 | 3 | 7,234 | 0 | 3,929 | 7,234 | 0.50 | 0.236 | 1,710 |
| NZ | -1 | 1 | -1,669 | -1,669 | -722 | 1,669 | 0.43 | -0.059 | 98 |
| 1 | 1 | 147 | 0 | 68 | 147 | 0.47 | -0.039 | -6 | |
| TH | -1 | 9 | -36,344 | 0 | -15,237 | 36,344 | 0.34 | 0.148 | -4,708 |
| 1 | 7 | 189,723 | 0 | 53,649 | 189,723 | 0.66 | 0.161 | 17,625 | |
| TW | -1 | 5 | -840,218 | 0 | -1,163,000 | 840,218 | 1.11 | 0.099 | -118,455 |
| 1 | 5 | 756,883 | 0 | 973,729 | 756,883 | 0.87 | 0.128 | 89,486 |