| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,027,233 | 4,603,046 | -2,825,416 | 119,895 | 233 | 54,821,937 | 0.084 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,315,140 | 3,315,140 | -3,818,856 | 112,393 |
| 1 | 1,287,906 | 1,287,906 | 993,440 | 7,503 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 21 | 7,898 | -24,609 | -2,566 | 140,857 | 0.71 | 0.077 | 471 |
| CN | 87 | -1,390,808 | -1,680,153 | -1,754,515 | 2,667,988 | 1.22 | 0.119 | 170,064 |
| HK | 21 | -635,776 | -759,856 | -1,001,809 | 958,819 | 1.36 | 0.148 | -60,371 |
| ID | 3 | 6,132 | 0 | 2,683 | 6,132 | 0.41 | 0.246 | 1,594 |
| JP | 78 | -4,302 | -18,106 | -80,591 | 601,981 | 0.71 | 0.065 | -713 |
| KR | 2 | -21,209 | -12,873 | -14,155 | 21,209 | 0.48 | 0.191 | 4,435 |
| MY | 4 | 41,656 | 0 | 22,418 | 48,137 | 0.45 | 0.267 | 10,307 |
| NZ | 1 | 5,038 | 0 | 2,180 | 5,038 | 0.43 | 0.156 | -785 |
| PH | 1 | 7,059 | 0 | 4,404 | 7,059 | 0.62 | 0.314 | 2,218 |
| SG | 1 | 6,016 | 0 | 7,412 | 6,016 | 1.23 | 0.039 | 234 |
| TH | 10 | -74,225 | -43,104 | -40,049 | 105,378 | 0.38 | 0.180 | -6,291 |
| TW | 4 | 25,287 | 0 | 29,171 | 34,430 | 0.87 | 0.137 | -1,269 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -66,480 | -24,609 | -40,669 | 66,480 | 0.72 | -0.026 | -1,654 |
| 1 | 10 | 74,378 | 0 | 38,103 | 74,378 | 0.71 | 0.002 | 2,125 | |
| CN | -1 | 52 | -2,029,398 | -1,680,153 | -2,373,344 | 2,029,398 | 1.19 | -0.049 | 212,937 |
| 1 | 35 | 638,590 | 0 | 618,829 | 638,590 | 1.27 | -0.072 | -42,873 | |
| HK | -1 | 13 | -797,297 | -759,856 | -1,079,443 | 797,297 | 1.31 | 0.010 | -77,999 |
| 1 | 8 | 161,522 | 0 | 77,634 | 161,522 | 1.44 | 0.182 | 17,629 | |
| ID | 1 | 3 | 6,132 | 0 | 2,683 | 6,132 | 0.41 | 0.246 | 1,594 |
| JP | -1 | 31 | -303,142 | -18,106 | -261,683 | 303,142 | 0.75 | 0.037 | -13,464 |
| 1 | 47 | 298,840 | 0 | 181,092 | 298,840 | 0.68 | 0.022 | 12,752 | |
| KR | -1 | 2 | -21,209 | -12,873 | -14,155 | 21,209 | 0.48 | -0.191 | 4,435 |
| MY | -1 | 2 | -3,240 | 0 | -1,363 | 3,240 | 0.38 | 0.283 | -910 |
| 1 | 2 | 44,897 | 0 | 23,781 | 44,897 | 0.52 | 0.251 | 11,217 | |
| NZ | 1 | 1 | 5,038 | 0 | 2,180 | 5,038 | 0.43 | -0.156 | -785 |
| PH | 1 | 1 | 7,059 | 0 | 4,404 | 7,059 | 0.62 | 0.314 | 2,218 |
| SG | 1 | 1 | 6,016 | 0 | 7,412 | 6,016 | 1.23 | 0.039 | 234 |
| TH | -1 | 7 | -89,801 | -43,104 | -46,195 | 89,801 | 0.37 | 0.127 | -11,152 |
| 1 | 3 | 15,577 | 0 | 6,145 | 15,577 | 0.39 | 0.305 | 4,861 | |
| TW | -1 | 1 | -4,572 | 0 | -2,004 | 4,572 | 0.44 | -0.044 | 201 |
| 1 | 3 | 29,858 | 0 | 31,176 | 29,858 | 1.01 | -0.071 | -1,470 |