| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,613,576 | 6,483,810 | -3,134,168 | 431,291 | 336 | 53,995,004 | 0.120 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,548,693 | 4,548,693 | -4,931,733 | 324,336 |
| 1 | 1,935,117 | 1,935,117 | 1,797,565 | 106,956 |
| 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 | 94 | -1,831,447 | -2,284,222 | -2,347,490 | 3,601,920 | 1.23 | 0.133 | 307,430 |
| HK | 27 | -445,443 | -767,517 | -690,810 | 1,120,816 | 1.15 | 0.177 | 17,844 |
| JP | 127 | 66,945 | -309,871 | 105,060 | 1,072,309 | 0.74 | 0.080 | 51,499 |
| KR | 3 | -63,181 | -33,804 | -41,507 | 63,181 | 0.71 | 0.308 | 19,863 |
| 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 | 72,170 | -41,143 | 41,460 | 173,492 | 0.47 | 0.186 | 22,048 |
| 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 | 48 | -232,349 | -211,980 | -117,087 | 232,349 | 0.69 | -0.022 | 5,121 |
| 1 | 4 | 10,213 | 0 | 6,800 | 10,213 | 0.50 | 0.094 | 1,518 | |
| CN | -1 | 41 | -2,716,684 | -2,284,222 | -3,309,049 | 2,716,684 | 1.25 | -0.111 | 335,570 |
| 1 | 53 | 885,237 | 0 | 961,560 | 885,237 | 1.21 | -0.028 | -28,140 | |
| HK | -1 | 11 | -783,129 | -767,517 | -1,006,007 | 783,129 | 1.16 | -0.010 | -41,888 |
| 1 | 16 | 337,687 | 0 | 315,197 | 337,687 | 1.14 | 0.195 | 59,732 | |
| JP | -1 | 75 | -502,682 | -309,871 | -343,868 | 502,682 | 0.69 | 0.003 | 480 |
| 1 | 52 | 569,627 | 0 | 448,928 | 569,627 | 0.81 | 0.096 | 51,019 | |
| KR | -1 | 3 | -63,181 | -33,804 | -41,507 | 63,181 | 0.71 | -0.308 | 19,863 |
| MY | -1 | 2 | -4,583 | 0 | -1,320 | 4,583 | 0.45 | 0.075 | -746 |
| 1 | 2 | 3,420 | 0 | 1,575 | 3,420 | 0.42 | 0.239 | 831 | |
| NZ | 1 | 1 | 999 | 0 | 432 | 999 | 0.43 | -0.142 | -142 |
| SG | -1 | 3 | -10,953 | -10,953 | -7,489 | 10,953 | 0.58 | -0.022 | 195 |
| TH | -1 | 3 | -50,661 | -41,143 | -18,109 | 50,661 | 0.37 | 0.123 | -2,276 |
| 1 | 9 | 122,831 | 0 | 59,569 | 122,831 | 0.51 | 0.207 | 24,325 | |
| TW | -1 | 12 | -184,471 | -114,006 | -87,297 | 184,471 | 0.70 | -0.052 | 8,018 |
| 1 | 1 | 5,105 | 0 | 3,506 | 5,105 | 0.69 | -0.428 | -2,187 |