| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -949,086 | 8,288,662 | -1,125,780 | 278,327 | 318 | 54,437,559 | 0.152 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,618,874 | 4,618,874 | -5,557,217 | 159,690 |
| 1 | 3,669,788 | 3,669,788 | 4,431,437 | 118,637 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 37 | 26,614 | -177,243 | 61,084 | 628,940 | 0.62 | 0.066 | 23,321 |
| CN | 106 | -705,964 | -1,667,325 | -1,096,354 | 3,680,572 | 1.33 | 0.132 | 115,444 |
| HK | 32 | -677,668 | -741,524 | -867,404 | 1,101,288 | 1.36 | 0.142 | 25,784 |
| JP | 117 | 402,738 | -686,554 | 817,455 | 2,629,347 | 0.77 | 0.064 | 90,995 |
| MY | 4 | 47,303 | 0 | 13,738 | 47,647 | 0.45 | 0.261 | 13,511 |
| NZ | 2 | 2,957 | -4,358 | -1,493 | 11,673 | 0.24 | 0.104 | -90 |
| PH | 1 | 1,635 | 0 | 1,020 | 1,635 | 0.62 | 0.298 | 487 |
| SG | 2 | -5,339 | -5,339 | -4,100 | 5,339 | 0.82 | 0.074 | -305 |
| TH | 11 | 22,784 | 0 | -7,466 | 92,667 | 0.50 | 0.187 | 7,591 |
| TW | 6 | -64,146 | -57,267 | -42,259 | 89,554 | 0.71 | 0.157 | 1,589 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 21 | -301,163 | -177,243 | -143,306 | 301,163 | 0.53 | -0.017 | 14,242 |
| 1 | 16 | 327,777 | 0 | 204,390 | 327,777 | 0.72 | 0.020 | 9,079 | |
| CN | -1 | 57 | -2,193,268 | -1,667,325 | -2,986,457 | 2,193,268 | 1.37 | -0.091 | 202,862 |
| 1 | 49 | 1,487,304 | 0 | 1,890,103 | 1,487,304 | 1.29 | -0.054 | -87,418 | |
| HK | -1 | 24 | -889,478 | -741,524 | -1,144,048 | 889,478 | 1.35 | 0.047 | -17,479 |
| 1 | 8 | 211,810 | 0 | 276,644 | 211,810 | 1.41 | 0.117 | 43,263 | |
| JP | -1 | 61 | -1,113,304 | -686,554 | -1,201,553 | 1,113,304 | 0.78 | 0.024 | -36,655 |
| 1 | 56 | 1,516,042 | 0 | 2,019,007 | 1,516,042 | 0.77 | 0.026 | 127,649 | |
| MY | -1 | 1 | -172 | 0 | -82 | 172 | 0.48 | 0.283 | -49 |
| 1 | 3 | 47,475 | 0 | 13,820 | 47,475 | 0.43 | 0.254 | 13,560 | |
| NZ | -1 | 1 | -4,358 | -4,358 | -1,885 | 4,358 | 0.43 | -0.123 | 534 |
| 1 | 1 | 7,315 | 0 | 393 | 7,315 | 0.05 | -0.085 | -625 | |
| PH | 1 | 1 | 1,635 | 0 | 1,020 | 1,635 | 0.62 | 0.298 | 487 |
| SG | -1 | 2 | -5,339 | -5,339 | -4,100 | 5,339 | 0.82 | 0.074 | -305 |
| TH | -1 | 5 | -34,941 | 0 | -26,480 | 34,941 | 0.80 | 0.166 | -2,981 |
| 1 | 6 | 57,726 | 0 | 19,014 | 57,726 | 0.26 | 0.205 | 10,572 | |
| TW | -1 | 4 | -76,850 | -57,267 | -49,306 | 76,850 | 0.72 | -0.104 | -480 |
| 1 | 2 | 12,704 | 0 | 7,047 | 12,704 | 0.68 | 0.232 | 2,069 |