| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -150,331 | 1,679,074 | -110,298 | 56,616 | 185 | 42,216,713 | 0.040 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -914,703 | 914,703 | -895,917 | 40,010 |
| 1 | 764,372 | 764,372 | 785,618 | 16,606 |
| 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 | 47 | -200,118 | -311,002 | -162,910 | 716,998 | 1.21 | 0.094 | 22,022 |
| HK | 8 | -29,292 | -5,972 | -55,938 | 55,434 | 1.07 | 0.128 | 44 |
| 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 | 27 | -458,558 | -311,002 | -525,279 | 458,558 | 1.07 | -0.055 | 37,651 |
| 1 | 20 | 258,440 | 0 | 362,369 | 258,440 | 1.40 | -0.014 | -15,629 | |
| HK | -1 | 6 | -42,363 | -5,972 | -67,715 | 42,363 | 1.12 | 0.039 | -2,057 |
| 1 | 2 | 13,071 | 0 | 11,777 | 13,071 | 0.91 | 0.174 | 2,101 | |
| 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 |