| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,228,085 | 7,927,315 | -14,161 | -18,722 | 274 | 54,721,414 | 0.145 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,577,700 | 4,577,700 | -4,890,035 | 71,670 |
| 1 | 3,349,615 | 3,349,615 | 4,875,875 | -90,392 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | -83,698 | -187,487 | -51,583 | 659,760 | 0.64 | 0.076 | 17,199 |
| CN | 99 | -96,959 | -1,629,370 | 609,439 | 3,770,299 | 1.24 | 0.138 | -7,488 |
| HK | 19 | -649,981 | -709,871 | -874,322 | 1,033,086 | 1.42 | 0.152 | -31,872 |
| ID | 1 | 1,933 | 0 | 1,126 | 1,933 | 0.58 | 0.161 | 312 |
| JP | 92 | -210,481 | -843,259 | 421,384 | 2,043,782 | 0.73 | 0.092 | -2,436 |
| MY | 3 | 10,300 | 0 | 5,501 | 10,300 | 0.47 | 0.226 | 2,286 |
| NZ | 1 | 1,488 | 0 | 694 | 1,488 | 0.47 | 0.030 | -45 |
| SG | 2 | -2,258 | -2,707 | -2,277 | 3,155 | 0.58 | 0.094 | -374 |
| TH | 15 | -27,149 | -20,235 | -7,594 | 91,538 | 0.51 | 0.177 | -2,744 |
| TW | 7 | -171,280 | -160,789 | -116,529 | 311,972 | 1.08 | 0.125 | 6,439 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 24 | -371,729 | -187,487 | -244,411 | 371,729 | 0.65 | 0.053 | 1,377 |
| 1 | 11 | 288,031 | 0 | 192,828 | 288,031 | 0.61 | 0.023 | 15,822 | |
| CN | -1 | 60 | -1,933,629 | -1,629,370 | -2,062,619 | 1,933,629 | 1.18 | -0.113 | 202,511 |
| 1 | 39 | 1,836,670 | 0 | 2,672,058 | 1,836,670 | 1.34 | -0.107 | -209,999 | |
| HK | -1 | 10 | -841,534 | -709,871 | -1,132,986 | 841,534 | 1.54 | 0.180 | -46,604 |
| 1 | 9 | 191,553 | 0 | 258,665 | 191,553 | 1.29 | 0.053 | 14,731 | |
| ID | 1 | 1 | 1,933 | 0 | 1,126 | 1,933 | 0.58 | 0.161 | 312 |
| JP | -1 | 48 | -1,127,132 | -843,259 | -1,209,070 | 1,127,132 | 0.65 | 0.017 | -70,361 |
| 1 | 44 | 916,650 | 0 | 1,630,454 | 916,650 | 0.81 | 0.057 | 67,925 | |
| MY | 1 | 3 | 10,300 | 0 | 5,501 | 10,300 | 0.47 | 0.226 | 2,286 |
| NZ | 1 | 1 | 1,488 | 0 | 694 | 1,488 | 0.47 | -0.030 | -45 |
| SG | -1 | 1 | -2,707 | -2,707 | -2,403 | 2,707 | 0.89 | 0.145 | -393 |
| 1 | 1 | 449 | 0 | 125 | 449 | 0.28 | 0.043 | 19 | |
| TH | -1 | 9 | -59,344 | -20,235 | -28,179 | 59,344 | 0.45 | 0.170 | -9,095 |
| 1 | 6 | 32,194 | 0 | 20,585 | 32,194 | 0.60 | 0.187 | 6,352 | |
| TW | -1 | 4 | -241,626 | -160,789 | -210,368 | 241,626 | 0.99 | 0.035 | -5,765 |
| 1 | 3 | 70,346 | 0 | 93,839 | 70,346 | 1.19 | 0.179 | 12,204 |