| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -2,522,703 | 6,701,596 | -2,439,987 | 112,719 | 317 | 52,993,533 | 0.126 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,612,149 | 4,612,149 | -4,270,360 | 61,877 |
| 1 | 2,089,446 | 2,089,446 | 1,830,373 | 50,842 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | 71,946 | -60,768 | 66,182 | 207,332 | 0.68 | 0.079 | 17,084 |
| CN | 84 | -1,140,871 | -1,967,089 | -1,534,016 | 3,073,388 | 1.15 | 0.113 | 150,383 |
| HK | 17 | -577,589 | -802,365 | -819,027 | 1,037,495 | 1.14 | 0.105 | -10,644 |
| ID | 1 | -550 | 0 | -321 | 550 | 0.58 | 0.099 | -55 |
| JP | 143 | -27,667 | -674,073 | 172,113 | 1,374,133 | 0.70 | 0.079 | 97,224 |
| MY | 4 | 10,151 | 0 | 3,215 | 10,151 | 0.32 | 0.204 | 2,198 |
| NZ | 1 | -3,199 | -3,199 | -1,384 | 3,199 | 0.43 | 0.176 | 562 |
| PH | 2 | 7,413 | 0 | 3,722 | 7,413 | 0.44 | 0.325 | 2,603 |
| SG | 2 | 3,842 | 0 | 4,239 | 3,842 | 0.76 | 0.036 | -131 |
| TH | 29 | -883,191 | 0 | -348,743 | 967,081 | 0.50 | 0.169 | -150,977 |
| TW | 1 | 17,012 | 0 | 14,032 | 17,012 | 0.82 | 0.263 | 4,471 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -67,693 | -60,768 | -35,737 | 67,693 | 0.52 | -0.051 | 3,488 |
| 1 | 16 | 139,639 | 0 | 101,918 | 139,639 | 0.84 | 0.059 | 13,597 | |
| CN | -1 | 42 | -2,107,129 | -1,967,089 | -2,439,062 | 2,107,129 | 1.18 | -0.081 | 217,290 |
| 1 | 42 | 966,259 | 0 | 905,047 | 966,259 | 1.13 | -0.022 | -66,907 | |
| HK | -1 | 12 | -807,542 | -802,365 | -1,025,819 | 807,542 | 1.00 | -0.027 | -26,054 |
| 1 | 5 | 229,953 | 0 | 206,792 | 229,953 | 1.58 | -0.001 | 15,410 | |
| ID | -1 | 1 | -550 | 0 | -321 | 550 | 0.58 | 0.099 | -55 |
| JP | -1 | 71 | -700,900 | -674,073 | -376,449 | 700,900 | 0.58 | -0.031 | 22,894 |
| 1 | 72 | 673,233 | 0 | 548,562 | 673,233 | 0.81 | 0.103 | 74,330 | |
| MY | 1 | 4 | 10,151 | 0 | 3,215 | 10,151 | 0.32 | 0.204 | 2,198 |
| NZ | -1 | 1 | -3,199 | -3,199 | -1,384 | 3,199 | 0.43 | -0.176 | 562 |
| PH | 1 | 2 | 7,413 | 0 | 3,722 | 7,413 | 0.44 | 0.325 | 2,603 |
| SG | 1 | 2 | 3,842 | 0 | 4,239 | 3,842 | 0.76 | -0.036 | -131 |
| TH | -1 | 28 | -925,136 | 0 | -391,589 | 925,136 | 0.49 | 0.171 | -156,248 |
| 1 | 1 | 41,945 | 0 | 42,846 | 41,945 | 1.02 | 0.126 | 5,271 | |
| TW | 1 | 1 | 17,012 | 0 | 14,032 | 17,012 | 0.82 | 0.263 | 4,471 |