| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,692,103 | 3,900,147 | -1,767,101 | 116,994 | 182 | 54,729,093 | 0.071 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,796,125 | 2,796,125 | -2,985,445 | 158,861 |
| 1 | 1,104,022 | 1,104,022 | 1,218,345 | -41,866 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | -20,398 | -58,980 | 21,282 | 141,989 | 0.85 | 0.101 | -7,154 |
| CN | 66 | -1,140,059 | -1,413,960 | -1,025,896 | 2,422,469 | 1.27 | 0.111 | 155,543 |
| HK | 11 | -611,825 | -710,990 | -898,247 | 896,006 | 1.23 | 0.104 | -41,379 |
| JP | 67 | 72,740 | -70,553 | 117,295 | 405,143 | 0.79 | 0.078 | 7,595 |
| MY | 1 | -1,830 | 0 | -1,068 | 1,830 | 0.58 | 0.169 | -309 |
| NZ | 1 | -3,320 | -3,320 | -891 | 3,320 | 0.27 | 0.096 | 320 |
| SG | 2 | -1,761 | -1,761 | -1,224 | 1,761 | 0.70 | 0.133 | 195 |
| TH | 5 | -3,745 | 0 | -480 | 9,533 | 0.67 | 0.198 | -894 |
| TW | 3 | 18,095 | 0 | 22,129 | 18,095 | 1.27 | 0.170 | 3,078 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 20 | -81,194 | -58,980 | -48,186 | 81,194 | 0.83 | -0.076 | 4,222 |
| 1 | 6 | 60,795 | 0 | 69,468 | 60,795 | 0.93 | -0.036 | -11,376 | |
| CN | -1 | 35 | -1,781,264 | -1,413,960 | -1,856,567 | 1,781,264 | 1.30 | -0.100 | 205,787 |
| 1 | 31 | 641,205 | 0 | 830,672 | 641,205 | 1.23 | -0.033 | -50,244 | |
| HK | -1 | 5 | -753,915 | -710,990 | -956,720 | 753,915 | 1.22 | 0.055 | -54,297 |
| 1 | 6 | 142,091 | 0 | 58,473 | 142,091 | 1.24 | 0.096 | 12,918 | |
| JP | -1 | 32 | -166,201 | -70,553 | -117,867 | 166,201 | 0.74 | -0.032 | 4,412 |
| 1 | 35 | 238,941 | 0 | 235,162 | 238,941 | 0.84 | 0.003 | 3,183 | |
| MY | -1 | 1 | -1,830 | 0 | -1,068 | 1,830 | 0.58 | 0.169 | -309 |
| NZ | -1 | 1 | -3,320 | -3,320 | -891 | 3,320 | 0.27 | -0.096 | 320 |
| SG | -1 | 2 | -1,761 | -1,761 | -1,224 | 1,761 | 0.70 | -0.133 | 195 |
| TH | -1 | 2 | -6,639 | 0 | -2,922 | 6,639 | 0.54 | 0.215 | -1,468 |
| 1 | 3 | 2,894 | 0 | 2,442 | 2,894 | 0.75 | 0.187 | 575 | |
| TW | 1 | 3 | 18,095 | 0 | 22,129 | 18,095 | 1.27 | 0.170 | 3,078 |