| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -93,025 | 1,705,443 | -112,914 | 37,770 | 206 | 40,705,150 | 0.042 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -899,234 | 899,234 | -1,015,341 | 61,823 |
| 1 | 806,209 | 806,209 | 902,427 | -24,052 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | -30,810 | -35,372 | -26,058 | 61,199 | 0.72 | 0.096 | 5,461 |
| CN | 50 | -142,841 | -310,696 | -45,728 | 967,953 | 1.42 | 0.086 | -10,412 |
| HK | 22 | 54,621 | -62,613 | 29,012 | 242,517 | 1.27 | 0.150 | 35,716 |
| JP | 72 | 58,153 | -71,345 | -35,614 | 348,208 | 0.74 | 0.074 | -1,330 |
| KR | 16 | -41,660 | -42,789 | -33,853 | 43,918 | 0.73 | 0.165 | 6,914 |
| MY | 1 | -758 | 0 | 18 | 758 | -0.02 | 0.076 | -57 |
| NZ | 4 | 2,917 | -12,141 | -3,170 | 27,200 | 0.30 | 0.071 | -119 |
| PH | 1 | -1,506 | 0 | -890 | 1,506 | 0.59 | 0.142 | 214 |
| SG | 1 | -347 | -347 | -227 | 347 | 0.65 | 0.103 | 36 |
| TH | 6 | 7,341 | 0 | 2,757 | 9,973 | 0.47 | 0.128 | 1,136 |
| TW | 1 | 1,864 | 0 | 840 | 1,864 | 0.45 | 0.114 | 213 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 21 | -46,005 | -35,372 | -32,401 | 46,005 | 0.68 | -0.106 | 5,627 |
| 1 | 11 | 15,194 | 0 | 6,343 | 15,194 | 0.81 | -0.049 | -166 | |
| CN | -1 | 36 | -555,397 | -310,696 | -679,466 | 555,397 | 1.35 | -0.028 | 43,780 |
| 1 | 14 | 412,556 | 0 | 633,737 | 412,556 | 1.60 | -0.103 | -54,193 | |
| HK | -1 | 12 | -93,948 | -62,613 | -122,458 | 93,948 | 1.29 | -0.017 | 1,017 |
| 1 | 10 | 148,569 | 0 | 151,470 | 148,569 | 1.25 | 0.186 | 34,699 | |
| JP | -1 | 33 | -145,027 | -71,345 | -139,042 | 145,027 | 0.88 | -0.045 | 3,726 |
| 1 | 39 | 203,180 | 0 | 103,428 | 203,180 | 0.61 | -0.018 | -5,057 | |
| KR | -1 | 13 | -42,789 | -42,789 | -34,232 | 42,789 | 0.83 | -0.157 | 6,705 |
| 1 | 3 | 1,129 | 0 | 378 | 1,129 | 0.29 | 0.196 | 209 | |
| MY | -1 | 1 | -758 | 0 | 18 | 758 | -0.02 | 0.076 | -57 |
| NZ | -1 | 3 | -12,141 | -12,141 | -5,706 | 12,141 | 0.34 | -0.072 | 908 |
| 1 | 1 | 15,059 | 0 | 2,536 | 15,059 | 0.17 | -0.068 | -1,027 | |
| PH | -1 | 1 | -1,506 | 0 | -890 | 1,506 | 0.59 | -0.142 | 214 |
| SG | -1 | 1 | -347 | -347 | -227 | 347 | 0.65 | -0.103 | 36 |
| TH | -1 | 3 | -1,316 | 0 | -937 | 1,316 | 0.56 | 0.110 | -134 |
| 1 | 3 | 8,657 | 0 | 3,694 | 8,657 | 0.38 | 0.146 | 1,270 | |
| TW | 1 | 1 | 1,864 | 0 | 840 | 1,864 | 0.45 | 0.114 | 213 |