| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -866,316 | 4,175,345 | -772,965 | 316,324 | 322 | 41,997,561 | 0.099 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,520,831 | 2,520,831 | -2,326,076 | 235,808 |
| 1.0000 | 1,654,515 | 1,654,515 | 1,553,111 | 80,517 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 52 | -222,136 | -211,980 | -110,287 | 242,563 | 0.67 | 0.072 | 6,640 |
| CN | 84 | -650,183 | -1,012,655 | -802,356 | 2,236,502 | 1.26 | 0.140 | 169,622 |
| HK | 23 | 69,903 | -62,235 | 71,949 | 228,420 | 1.15 | 0.183 | 45,379 |
| JP | 127 | 66,945 | -309,871 | 105,060 | 1,072,309 | 0.74 | 0.080 | 51,499 |
| KR | 3 | -53,673 | 0 | -2,690 | 53,673 | 0.71 | 0.308 | 13,584 |
| MY | 4 | -1,164 | 0 | 254 | 8,003 | 0.44 | 0.167 | 84 |
| NZ | 1 | 999 | 0 | 432 | 999 | 0.43 | 0.142 | -142 |
| SG | 3 | -10,953 | -10,953 | -7,489 | 10,953 | 0.58 | 0.056 | 195 |
| TH | 12 | 113,313 | 0 | 55,953 | 132,349 | 0.47 | 0.186 | 23,633 |
| TW | 13 | -179,366 | -114,006 | -83,791 | 189,575 | 0.70 | 0.082 | 5,831 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 48 | -232,349 | -211,980 | -117,087 | 232,349 | 0.69 | -0.022 | 5,121 |
| 1.0000 | 4 | 10,213 | 0 | 6,800 | 10,213 | 0.50 | 0.094 | 1,518 | |
| CN | -1.0000 | 34 | -1,443,343 | -1,012,655 | -1,677,678 | 1,443,343 | 1.30 | -0.125 | 199,347 |
| 1.0000 | 50 | 793,159 | 0 | 875,321 | 793,159 | 1.23 | -0.028 | -29,725 | |
| HK | -1.0000 | 10 | -79,259 | -62,235 | -85,033 | 79,259 | 1.20 | -0.008 | 10,501 |
| 1.0000 | 13 | 149,162 | 0 | 156,982 | 149,162 | 1.12 | 0.193 | 34,878 | |
| JP | -1.0000 | 75 | -502,682 | -309,871 | -343,868 | 502,682 | 0.69 | 0.003 | 480 |
| 1.0000 | 52 | 569,627 | 0 | 448,928 | 569,627 | 0.81 | 0.096 | 51,019 | |
| KR | -1.0000 | 3 | -53,673 | 0 | -2,690 | 53,673 | 0.71 | -0.308 | 13,584 |
| MY | -1.0000 | 2 | -4,583 | 0 | -1,320 | 4,583 | 0.45 | 0.075 | -746 |
| 1.0000 | 2 | 3,420 | 0 | 1,575 | 3,420 | 0.42 | 0.239 | 831 | |
| NZ | 1.0000 | 1 | 999 | 0 | 432 | 999 | 0.43 | -0.142 | -142 |
| SG | -1.0000 | 3 | -10,953 | -10,953 | -7,489 | 10,953 | 0.58 | -0.022 | 195 |
| TH | -1.0000 | 3 | -9,518 | 0 | -3,616 | 9,518 | 0.37 | 0.123 | -692 |
| 1.0000 | 9 | 122,831 | 0 | 59,569 | 122,831 | 0.51 | 0.207 | 24,325 | |
| TW | -1.0000 | 12 | -184,471 | -114,006 | -87,297 | 184,471 | 0.70 | -0.052 | 8,018 |
| 1.0000 | 1 | 5,105 | 0 | 3,506 | 5,105 | 0.69 | -0.428 | -2,187 |