| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,509,928 | 5,604,777 | -2,196,050 | 173,136 | 261 | 54,461,784 | 0.103 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,557,352 | 3,557,352 | -3,811,634 | 216,991 |
| 1 | 2,047,424 | 2,047,424 | 1,615,583 | -43,855 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | -23,836 | -81,202 | -26,536 | 171,338 | 0.64 | 0.069 | 10,211 |
| CN | 101 | -947,693 | -2,044,426 | -1,158,760 | 3,643,911 | 1.19 | 0.113 | 123,680 |
| HK | 14 | -616,136 | -769,087 | -971,598 | 933,918 | 1.31 | 0.173 | -21,641 |
| ID | 11 | 68,170 | 0 | 14,157 | 68,170 | 0.29 | 0.229 | 14,991 |
| JP | 83 | 44,817 | -205,354 | 7,642 | 650,437 | 0.65 | 0.071 | 42,252 |
| KR | 1 | -7,695 | 0 | 416 | 7,695 | -0.05 | 0.184 | 1,416 |
| MY | 3 | -923 | 0 | -895 | 7,285 | 0.47 | 0.251 | 19 |
| NZ | 1 | 3,141 | 0 | 1,359 | 3,141 | 0.43 | 0.164 | -514 |
| PH | 1 | 7,140 | 0 | 4,454 | 7,140 | 0.62 | 0.344 | 2,454 |
| TH | 9 | 9,504 | 0 | -9,254 | 65,326 | 0.41 | 0.206 | 677 |
| TW | 5 | -46,416 | -10,327 | -57,035 | 46,416 | 1.00 | 0.017 | -410 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 23 | -97,587 | -81,202 | -58,107 | 97,587 | 0.67 | -0.069 | 7,174 |
| 1 | 9 | 73,751 | 0 | 31,571 | 73,751 | 0.57 | 0.070 | 3,037 | |
| CN | -1 | 59 | -2,295,802 | -2,044,426 | -2,436,581 | 2,295,802 | 1.15 | -0.056 | 239,869 |
| 1 | 42 | 1,348,109 | 0 | 1,277,820 | 1,348,109 | 1.25 | -0.058 | -116,189 | |
| HK | -1 | 8 | -775,027 | -769,087 | -1,046,385 | 775,027 | 1.38 | -0.037 | -40,096 |
| 1 | 6 | 158,891 | 0 | 74,787 | 158,891 | 1.19 | 0.245 | 18,455 | |
| ID | 1 | 11 | 68,170 | 0 | 14,157 | 68,170 | 0.29 | 0.229 | 14,991 |
| JP | -1 | 41 | -302,810 | -205,354 | -192,429 | 302,810 | 0.62 | -0.041 | 17,142 |
| 1 | 42 | 347,627 | 0 | 200,071 | 347,627 | 0.67 | 0.039 | 25,110 | |
| KR | -1 | 1 | -7,695 | 0 | 416 | 7,695 | -0.05 | -0.184 | 1,416 |
| MY | -1 | 1 | -4,104 | 0 | -1,961 | 4,104 | 0.48 | 0.223 | -914 |
| 1 | 2 | 3,181 | 0 | 1,066 | 3,181 | 0.47 | 0.264 | 934 | |
| NZ | 1 | 1 | 3,141 | 0 | 1,359 | 3,141 | 0.43 | -0.164 | -514 |
| PH | 1 | 1 | 7,140 | 0 | 4,454 | 7,140 | 0.62 | 0.344 | 2,454 |
| TH | -1 | 2 | -27,911 | 0 | -19,552 | 27,911 | 0.64 | 0.266 | -7,190 |
| 1 | 7 | 37,415 | 0 | 10,298 | 37,415 | 0.35 | 0.189 | 7,867 | |
| TW | -1 | 5 | -46,416 | -10,327 | -57,035 | 46,416 | 1.00 | -0.001 | -410 |