| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 150,036 | 3,481,989 | 102,076 | 70,382 | 247 | 42,131,360 | 0.083 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,665,977 | 1,665,977 | -1,375,214 | 127,444 |
| 1 | 1,816,013 | 1,816,013 | 1,477,290 | -57,063 |
| 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 | 90 | 137,882 | -863,889 | 249,094 | 2,367,218 | 1.20 | 0.114 | -17,581 |
| HK | 10 | -30,091 | -47,787 | -75,135 | 76,166 | 1.36 | 0.185 | 15,519 |
| ID | 11 | 68,170 | 0 | 14,157 | 68,170 | 0.29 | 0.229 | 14,991 |
| JP | 84 | 40,855 | -209,316 | 1,036 | 654,399 | 0.66 | 0.071 | 42,181 |
| KR | 1 | -15,390 | 0 | 831 | 15,390 | -0.05 | 0.184 | 2,833 |
| 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 | 51 | -1,114,668 | -863,889 | -939,338 | 1,114,668 | 1.15 | -0.054 | 100,235 |
| 1 | 39 | 1,252,550 | 0 | 1,188,432 | 1,252,550 | 1.27 | -0.060 | -117,815 | |
| HK | -1 | 6 | -53,129 | -47,787 | -101,017 | 53,129 | 1.40 | -0.086 | 8,645 |
| 1 | 4 | 23,038 | 0 | 25,882 | 23,038 | 1.30 | 0.261 | 6,874 | |
| ID | 1 | 11 | 68,170 | 0 | 14,157 | 68,170 | 0.29 | 0.229 | 14,991 |
| JP | -1 | 42 | -306,772 | -209,316 | -199,035 | 306,772 | 0.64 | -0.040 | 17,071 |
| 1 | 42 | 347,627 | 0 | 200,071 | 347,627 | 0.67 | 0.039 | 25,110 | |
| KR | -1 | 1 | -15,390 | 0 | 831 | 15,390 | -0.05 | -0.184 | 2,833 |
| 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 |