| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,502,226 | 4,646,525 | -1,168,169 | 196,109 | 260 | 53,402,783 | 0.087 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,074,375 | 3,074,375 | -2,607,862 | 146,905 |
| 1 | 1,572,150 | 1,572,150 | 1,439,692 | 49,204 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 63 | -434,746 | -375,578 | -169,518 | 436,982 | 0.53 | 0.074 | 26,545 |
| CN | 77 | -780,878 | -1,483,818 | -323,070 | 2,569,942 | 1.16 | 0.115 | 126,091 |
| HK | 22 | -610,857 | -698,108 | -871,138 | 930,587 | 1.23 | 0.090 | -4,389 |
| JP | 86 | 278,697 | -138,692 | 168,973 | 634,591 | 0.73 | 0.087 | 38,100 |
| MY | 2 | 11,555 | 0 | 6,033 | 11,850 | 0.40 | 0.219 | 2,926 |
| NZ | 1 | 7,246 | 0 | 2,765 | 7,246 | 0.38 | 0.195 | -1,411 |
| PH | 1 | 3,920 | 0 | 1,317 | 3,920 | 0.34 | 0.250 | 979 |
| SG | 2 | -5,771 | -5,771 | -3,865 | 5,771 | 0.70 | 0.093 | 609 |
| TH | 4 | -8,514 | 0 | -6,229 | 8,514 | 0.64 | 0.236 | -1,805 |
| TW | 2 | 37,123 | 0 | 26,563 | 37,123 | 0.72 | 0.233 | 8,464 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 59 | -435,864 | -375,578 | -170,614 | 435,864 | 0.52 | -0.063 | 26,658 |
| 1 | 4 | 1,118 | 0 | 1,096 | 1,118 | 0.71 | -0.066 | -113 | |
| CN | -1 | 40 | -1,675,410 | -1,483,818 | -1,356,823 | 1,675,410 | 1.17 | -0.061 | 132,918 |
| 1 | 37 | 894,532 | 0 | 1,033,754 | 894,532 | 1.15 | -0.022 | -6,828 | |
| HK | -1 | 19 | -770,722 | -698,108 | -935,881 | 770,722 | 1.28 | 0.024 | -9,817 |
| 1 | 3 | 159,865 | 0 | 64,744 | 159,865 | 0.76 | 0.171 | 5,428 | |
| JP | -1 | 36 | -177,947 | -138,692 | -134,408 | 177,947 | 0.75 | 0.007 | -1,631 |
| 1 | 50 | 456,644 | 0 | 303,381 | 456,644 | 0.72 | 0.061 | 39,732 | |
| MY | -1 | 1 | -147 | 0 | -40 | 147 | 0.27 | 0.186 | -27 |
| 1 | 1 | 11,703 | 0 | 6,073 | 11,703 | 0.52 | 0.252 | 2,953 | |
| NZ | 1 | 1 | 7,246 | 0 | 2,765 | 7,246 | 0.38 | -0.195 | -1,411 |
| PH | 1 | 1 | 3,920 | 0 | 1,317 | 3,920 | 0.34 | 0.250 | 979 |
| SG | -1 | 2 | -5,771 | -5,771 | -3,865 | 5,771 | 0.70 | -0.071 | 609 |
| TH | -1 | 4 | -8,514 | 0 | -6,229 | 8,514 | 0.64 | 0.236 | -1,805 |
| TW | 1 | 2 | 37,123 | 0 | 26,563 | 37,123 | 0.72 | 0.233 | 8,464 |