| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -615,413 | 8,747,376 | 354,632 | -141,074 | 286 | 54,264,796 | 0.161 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,681,394 | 4,681,394 | -5,035,817 | 116,241 |
| 1 | 4,065,981 | 4,065,981 | 5,390,449 | -257,315 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | -133,877 | -255,226 | -51,059 | 749,538 | 0.65 | 0.080 | 23,139 |
| CN | 113 | 477,049 | -1,867,551 | 784,249 | 4,500,670 | 1.33 | 0.134 | -203,143 |
| HK | 12 | -555,202 | -720,413 | -684,079 | 903,133 | 1.33 | 0.154 | 8,644 |
| ID | 1 | 6,862 | 0 | 734 | 6,862 | 0.11 | 0.122 | 836 |
| JP | 103 | -224,957 | -1,001,246 | 453,269 | 2,177,036 | 0.77 | 0.092 | 28,232 |
| MY | 5 | 49,259 | 0 | 22,422 | 49,259 | 0.40 | 0.227 | 11,617 |
| NZ | 1 | -3,734 | -3,734 | -1,615 | 3,734 | 0.43 | 0.060 | 224 |
| SG | 1 | -183 | -183 | -162 | 183 | 0.89 | 0.138 | -25 |
| TH | 12 | -17,290 | -19,795 | 9,672 | 80,731 | 0.54 | 0.165 | -176 |
| TW | 6 | -213,340 | -138,068 | -178,798 | 276,230 | 1.15 | 0.118 | -10,422 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 20 | -441,707 | -255,226 | -259,627 | 441,707 | 0.63 | 0.049 | -1,449 |
| 1 | 12 | 307,830 | 0 | 208,568 | 307,830 | 0.68 | 0.060 | 24,588 | |
| CN | -1 | 68 | -2,011,810 | -1,867,551 | -2,401,277 | 2,011,810 | 1.32 | -0.115 | 213,115 |
| 1 | 45 | 2,488,860 | 0 | 3,185,526 | 2,488,860 | 1.34 | -0.081 | -416,258 | |
| HK | -1 | 8 | -729,168 | -720,413 | -911,928 | 729,168 | 1.40 | 0.008 | -10,512 |
| 1 | 4 | 173,965 | 0 | 227,848 | 173,965 | 1.20 | 0.154 | 19,156 | |
| ID | 1 | 1 | 6,862 | 0 | 734 | 6,862 | 0.11 | 0.122 | 836 |
| JP | -1 | 52 | -1,200,996 | -1,001,246 | -1,218,981 | 1,200,996 | 0.63 | 0.022 | -65,431 |
| 1 | 51 | 976,039 | 0 | 1,672,251 | 976,039 | 0.92 | 0.082 | 93,662 | |
| MY | 1 | 5 | 49,259 | 0 | 22,422 | 49,259 | 0.40 | 0.227 | 11,617 |
| NZ | -1 | 1 | -3,734 | -3,734 | -1,615 | 3,734 | 0.43 | -0.060 | 224 |
| SG | -1 | 1 | -183 | -183 | -162 | 183 | 0.89 | 0.138 | -25 |
| TH | -1 | 7 | -49,011 | -19,795 | -15,063 | 49,011 | 0.39 | 0.154 | -6,411 |
| 1 | 5 | 31,721 | 0 | 24,735 | 31,721 | 0.74 | 0.180 | 6,235 | |
| TW | -1 | 5 | -244,785 | -138,068 | -227,163 | 244,785 | 1.07 | 0.067 | -13,271 |
| 1 | 1 | 31,445 | 0 | 48,365 | 31,445 | 1.54 | 0.091 | 2,849 |