| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -555,358 | 11,496,842 | -342,067 | 530,482 | 381 | 54,185,337 | 0.212 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -6,026,100 | 6,026,100 | -6,822,451 | 319,645 |
| 1 | 5,470,742 | 5,470,742 | 6,480,384 | 210,836 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | 58,434 | -201,479 | 50,755 | 624,099 | 0.62 | 0.061 | 29,995 |
| CN | 151 | -579,555 | -2,404,974 | -282,041 | 6,016,698 | 1.31 | 0.122 | 228,490 |
| HK | 34 | -577,176 | -810,910 | -730,346 | 1,360,964 | 1.50 | 0.165 | 95,083 |
| JP | 123 | 601,461 | -778,606 | 818,894 | 2,903,687 | 0.79 | 0.083 | 133,867 |
| MY | 4 | 87,272 | 0 | 35,212 | 87,272 | 0.45 | 0.263 | 23,974 |
| NZ | 2 | 3,073 | -952 | -196 | 4,977 | 0.24 | 0.101 | -250 |
| PH | 1 | 11,562 | 0 | 7,213 | 11,562 | 0.62 | 0.310 | 3,581 |
| SG | 1 | -4,974 | -4,974 | -3,303 | 4,974 | 0.66 | 0.032 | -162 |
| TH | 15 | 48,849 | -15,330 | -22,930 | 223,334 | 0.49 | 0.164 | 13,580 |
| TW | 14 | -204,305 | -62,882 | -215,326 | 259,275 | 1.01 | 0.101 | 2,321 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 21 | -282,833 | -201,479 | -152,019 | 282,833 | 0.69 | -0.033 | 17,999 |
| 1 | 15 | 341,266 | 0 | 202,774 | 341,266 | 0.53 | 0.046 | 11,996 | |
| CN | -1 | 76 | -3,298,126 | -2,404,974 | -3,828,588 | 3,298,126 | 1.27 | -0.093 | 343,276 |
| 1 | 75 | 2,718,572 | 0 | 3,546,547 | 2,718,572 | 1.34 | -0.044 | -114,785 | |
| HK | -1 | 20 | -969,070 | -810,910 | -1,280,667 | 969,070 | 1.59 | 0.036 | 12,325 |
| 1 | 14 | 391,894 | 0 | 550,320 | 391,894 | 1.37 | 0.192 | 82,758 | |
| JP | -1 | 59 | -1,151,113 | -778,606 | -1,252,239 | 1,151,113 | 0.83 | 0.030 | -38,734 |
| 1 | 64 | 1,752,574 | 0 | 2,071,133 | 1,752,574 | 0.75 | 0.072 | 172,601 | |
| MY | 1 | 4 | 87,272 | 0 | 35,212 | 87,272 | 0.45 | 0.263 | 23,974 |
| NZ | -1 | 1 | -952 | -952 | -412 | 952 | 0.43 | -0.113 | 108 |
| 1 | 1 | 4,025 | 0 | 216 | 4,025 | 0.05 | -0.089 | -357 | |
| PH | 1 | 1 | 11,562 | 0 | 7,213 | 11,562 | 0.62 | 0.310 | 3,581 |
| SG | -1 | 1 | -4,974 | -4,974 | -3,303 | 4,974 | 0.66 | 0.032 | -162 |
| TH | -1 | 7 | -87,242 | -15,330 | -67,588 | 87,242 | 0.68 | 0.167 | -9,563 |
| 1 | 8 | 136,092 | 0 | 44,658 | 136,092 | 0.33 | 0.161 | 23,143 | |
| TW | -1 | 12 | -231,790 | -62,882 | -237,636 | 231,790 | 1.06 | -0.007 | -5,604 |
| 1 | 2 | 27,485 | 0 | 22,310 | 27,485 | 0.68 | 0.210 | 7,925 |