| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,196,099 | 7,336,761 | -1,351,350 | 287,086 | 231 | 54,066,556 | 0.136 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,266,430 | 4,266,430 | -4,468,741 | 282,261 |
| 1 | 3,070,331 | 3,070,331 | 3,117,391 | 4,826 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 50 | -107,842 | -333,868 | -51,732 | 696,504 | 0.69 | 0.063 | 38,479 |
| CN | 122 | -1,030,557 | -2,396,135 | -888,048 | 4,532,144 | 1.25 | 0.130 | 139,680 |
| HK | 24 | -613,532 | -771,367 | -706,829 | 983,338 | 1.23 | 0.125 | 18,316 |
| JP | 1 | 572,301 | 0 | 390,325 | 572,301 | 0.68 | 0.073 | 41,836 |
| MY | 3 | -551 | 0 | 532 | 10,196 | 0.37 | 0.239 | 223 |
| NZ | 1 | -4,103 | -4,103 | -1,775 | 4,103 | 0.43 | 0.102 | 419 |
| SG | 4 | -130,475 | -130,475 | -85,507 | 130,475 | 0.65 | 0.054 | -2,793 |
| TH | 15 | 218,834 | -11,624 | 73,114 | 279,291 | 0.49 | 0.182 | 41,238 |
| TW | 11 | -100,173 | -88,261 | -81,431 | 128,408 | 0.87 | 0.138 | 9,687 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 36 | -402,173 | -333,868 | -231,169 | 402,173 | 0.72 | -0.008 | 19,191 |
| 1 | 14 | 294,331 | 0 | 179,437 | 294,331 | 0.63 | 0.073 | 19,288 | |
| CN | -1 | 65 | -2,781,351 | -2,396,135 | -3,075,122 | 2,781,351 | 1.25 | -0.125 | 282,146 |
| 1 | 57 | 1,750,794 | 0 | 2,187,074 | 1,750,794 | 1.25 | -0.017 | -142,466 | |
| HK | -1 | 16 | -798,435 | -771,367 | -957,916 | 798,435 | 1.04 | -0.046 | -15,256 |
| 1 | 8 | 184,903 | 0 | 251,087 | 184,903 | 1.61 | 0.166 | 33,572 | |
| JP | 1 | 1 | 572,301 | 0 | 390,325 | 572,301 | 0.68 | 0.073 | 41,836 |
| MY | -1 | 1 | -5,374 | 0 | -1,473 | 5,374 | 0.27 | 0.193 | -1,035 |
| 1 | 2 | 4,823 | 0 | 2,006 | 4,823 | 0.42 | 0.262 | 1,257 | |
| NZ | -1 | 1 | -4,103 | -4,103 | -1,775 | 4,103 | 0.43 | -0.102 | 419 |
| SG | -1 | 4 | -130,475 | -130,475 | -85,507 | 130,475 | 0.65 | 0.023 | -2,793 |
| TH | -1 | 3 | -30,228 | -11,624 | -22,213 | 30,228 | 0.72 | 0.172 | -5,416 |
| 1 | 12 | 249,063 | 0 | 95,327 | 249,063 | 0.43 | 0.185 | 46,654 | |
| TW | -1 | 10 | -114,291 | -88,261 | -93,566 | 114,291 | 0.87 | -0.085 | 5,003 |
| 1 | 1 | 14,118 | 0 | 12,135 | 14,118 | 0.86 | 0.332 | 4,684 |