| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -47,146 | 2,058,206 | -140,361 | 10,215 | 166 | 42,055,373 | 0.049 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,052,676 | 1,052,676 | -960,407 | 54,259 |
| 1 | 1,005,530 | 1,005,530 | 820,046 | -44,043 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 22 | 13,873 | -10,515 | -6,395 | 59,696 | 0.68 | 0.086 | 1,739 |
| CN | 45 | 16,814 | -646,274 | -145,935 | 1,490,666 | 1.17 | 0.094 | -9,501 |
| HK | 7 | -22,685 | -23,417 | -49,053 | 39,402 | 1.64 | 0.104 | 2,525 |
| JP | 78 | -55,433 | -124,890 | 58,475 | 430,764 | 0.83 | 0.084 | 13,186 |
| MY | 2 | 699 | 0 | 124 | 1,556 | 0.24 | 0.147 | 140 |
| NZ | 1 | -2,417 | -2,417 | -920 | 2,417 | 0.38 | 0.175 | 423 |
| SG | 2 | -2,528 | -2,528 | -1,867 | 2,528 | 0.70 | 0.112 | 66 |
| TH | 7 | 8,593 | 0 | 7,640 | 27,113 | 0.64 | 0.217 | 1,635 |
| TW | 2 | -4,063 | -4,063 | -2,431 | 4,063 | 0.58 | 0.065 | 3 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 7 | -22,912 | -10,515 | -23,919 | 22,912 | 0.99 | -0.065 | 1,238 |
| 1 | 15 | 36,785 | 0 | 17,524 | 36,785 | 0.53 | -0.036 | 501 | |
| CN | -1 | 25 | -736,926 | -646,274 | -698,929 | 736,926 | 1.25 | -0.045 | 51,855 |
| 1 | 20 | 753,740 | 0 | 552,994 | 753,740 | 1.06 | -0.021 | -61,356 | |
| HK | -1 | 4 | -31,043 | -23,417 | -60,377 | 31,043 | 1.81 | -0.008 | 2,167 |
| 1 | 3 | 8,358 | 0 | 11,324 | 8,358 | 1.41 | 0.119 | 358 | |
| JP | -1 | 46 | -243,098 | -124,890 | -166,702 | 243,098 | 0.66 | -0.020 | 563 |
| 1 | 32 | 187,666 | 0 | 225,177 | 187,666 | 1.06 | 0.064 | 12,623 | |
| MY | -1 | 1 | -429 | 0 | -118 | 429 | 0.27 | 0.123 | -53 |
| 1 | 1 | 1,127 | 0 | 242 | 1,127 | 0.21 | 0.171 | 193 | |
| NZ | -1 | 1 | -2,417 | -2,417 | -920 | 2,417 | 0.38 | -0.175 | 423 |
| SG | -1 | 2 | -2,528 | -2,528 | -1,867 | 2,528 | 0.70 | -0.080 | 66 |
| TH | -1 | 3 | -9,260 | 0 | -5,146 | 9,260 | 0.50 | 0.239 | -2,003 |
| 1 | 4 | 17,853 | 0 | 12,786 | 17,853 | 0.74 | 0.200 | 3,638 | |
| TW | -1 | 2 | -4,063 | -4,063 | -2,431 | 4,063 | 0.58 | 0.011 | 3 |