| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,193,632 | 2,351,364 | -1,519,819 | 97,921 | 130 | 53,238,764 | 0.044 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,772,498 | 1,772,498 | -1,893,999 | 60,198 |
| 1 | 578,866 | 578,866 | 374,181 | 37,723 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | -37,362 | -64,992 | -23,754 | 97,522 | 0.76 | 0.082 | 7,058 |
| CN | 9 | -685,036 | -780,666 | -754,225 | 877,207 | 1.00 | 0.085 | 81,741 |
| HK | 4 | -509,174 | -672,690 | -787,713 | 836,782 | 1.15 | 0.063 | -22,620 |
| JP | 63 | -15,224 | -102,335 | 7,377 | 398,953 | 0.70 | 0.070 | 22,311 |
| MY | 3 | 5,905 | 0 | 1,988 | 6,826 | 0.41 | 0.166 | 1,468 |
| NZ | 1 | 1,509 | 0 | 574 | 1,509 | 0.38 | 0.231 | -348 |
| PH | 3 | 11,587 | 0 | 3,721 | 11,587 | 0.33 | 0.305 | 3,355 |
| SG | 1 | 4,702 | 0 | 3,391 | 4,702 | 0.72 | 0.075 | -354 |
| TH | 7 | 8,296 | 0 | 18,754 | 82,067 | 0.58 | 0.288 | 4,408 |
| TW | 6 | 21,164 | 0 | 10,069 | 34,209 | 0.62 | 0.145 | 902 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -67,442 | -64,992 | -43,073 | 67,442 | 0.66 | -0.111 | 8,052 |
| 1 | 16 | 30,080 | 0 | 19,319 | 30,080 | 0.87 | -0.025 | -994 | |
| CN | -1 | 6 | -781,121 | -780,666 | -843,992 | 781,121 | 1.07 | -0.061 | 79,206 |
| 1 | 3 | 96,085 | 0 | 89,767 | 96,085 | 0.87 | 0.023 | 2,535 | |
| HK | -1 | 2 | -672,978 | -672,690 | -853,471 | 672,978 | 1.31 | 0.071 | -26,401 |
| 1 | 2 | 163,804 | 0 | 65,758 | 163,804 | 0.81 | 0.046 | 3,782 | |
| JP | -1 | 32 | -207,088 | -102,335 | -133,181 | 207,088 | 0.63 | -0.031 | 8,696 |
| 1 | 31 | 191,865 | 0 | 140,558 | 191,865 | 0.76 | 0.056 | 13,615 | |
| MY | -1 | 1 | -460 | 0 | -230 | 460 | 0.50 | 0.013 | -6 |
| 1 | 2 | 6,366 | 0 | 2,218 | 6,366 | 0.37 | 0.242 | 1,474 | |
| NZ | 1 | 1 | 1,509 | 0 | 574 | 1,509 | 0.38 | -0.231 | -348 |
| PH | 1 | 3 | 11,587 | 0 | 3,721 | 11,587 | 0.33 | 0.305 | 3,355 |
| SG | 1 | 1 | 4,702 | 0 | 3,391 | 4,702 | 0.72 | -0.075 | -354 |
| TH | -1 | 4 | -36,886 | 0 | -15,189 | 36,886 | 0.57 | 0.263 | -8,304 |
| 1 | 3 | 45,181 | 0 | 33,943 | 45,181 | 0.59 | 0.322 | 12,712 | |
| TW | -1 | 1 | -6,522 | 0 | -4,864 | 6,522 | 0.75 | 0.160 | -1,045 |
| 1 | 5 | 27,686 | 0 | 14,933 | 27,686 | 0.59 | 0.054 | 1,947 |