| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,504,684 | 3,545,115 | -1,825,998 | 122,262 | 198 | 54,666,210 | 0.065 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,524,899 | 2,524,899 | -2,771,451 | 88,501 |
| 1 | 1,020,216 | 1,020,216 | 945,453 | 33,761 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | -2,087 | -69,703 | 5,054 | 212,078 | 0.65 | 0.116 | 3,619 |
| CN | 56 | -983,242 | -1,193,245 | -1,021,746 | 1,699,299 | 1.18 | 0.091 | 100,775 |
| HK | 12 | -600,520 | -733,143 | -912,802 | 939,173 | 1.09 | 0.118 | -13,063 |
| JP | 87 | 80,254 | -129,419 | 114,727 | 567,736 | 0.83 | 0.083 | 25,175 |
| MY | 3 | -1,532 | 0 | -1,031 | 3,086 | 0.44 | 0.098 | 275 |
| NZ | 1 | 603 | 0 | 229 | 603 | 0.38 | 0.180 | -109 |
| SG | 1 | 2,183 | 0 | 442 | 2,183 | 0.20 | 0.017 | 36 |
| TH | 8 | 1,439 | 0 | 13,474 | 61,277 | 0.57 | 0.209 | 2,122 |
| TW | 3 | -1,782 | 0 | -24,344 | 59,681 | 0.98 | 0.050 | 3,430 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 19 | -107,082 | -69,703 | -75,058 | 107,082 | 0.65 | -0.090 | 11,101 |
| 1 | 8 | 104,996 | 0 | 80,111 | 104,996 | 0.65 | -0.035 | -7,483 | |
| CN | -1 | 33 | -1,341,271 | -1,193,245 | -1,478,662 | 1,341,271 | 1.07 | -0.053 | 110,833 |
| 1 | 23 | 358,029 | 0 | 456,915 | 358,029 | 1.33 | -0.011 | -10,058 | |
| HK | -1 | 8 | -769,847 | -733,143 | -989,867 | 769,847 | 1.17 | 0.045 | -26,748 |
| 1 | 4 | 169,326 | 0 | 77,065 | 169,326 | 0.88 | 0.164 | 13,685 | |
| JP | -1 | 34 | -243,741 | -129,419 | -177,867 | 243,741 | 0.83 | -0.007 | -2,017 |
| 1 | 53 | 323,995 | 0 | 292,594 | 323,995 | 0.84 | 0.058 | 27,193 | |
| MY | -1 | 2 | -2,309 | 0 | -1,198 | 2,309 | 0.55 | -0.036 | 104 |
| 1 | 1 | 777 | 0 | 167 | 777 | 0.21 | 0.221 | 172 | |
| NZ | 1 | 1 | 603 | 0 | 229 | 603 | 0.38 | -0.180 | -109 |
| SG | 1 | 1 | 2,183 | 0 | 442 | 2,183 | 0.20 | 0.017 | 36 |
| TH | -1 | 5 | -29,919 | 0 | -11,127 | 29,919 | 0.40 | 0.192 | -5,377 |
| 1 | 3 | 31,358 | 0 | 24,600 | 31,358 | 0.85 | 0.237 | 7,500 | |
| TW | -1 | 2 | -30,731 | 0 | -37,673 | 30,731 | 1.23 | -0.019 | 606 |
| 1 | 1 | 28,950 | 0 | 13,329 | 28,950 | 0.46 | 0.098 | 2,825 |