| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 693,171 | 2,708,730 | 684,910 | -59,134 | 207 | 45,033,688 | 0.060 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,007,779 | 1,007,779 | -1,138,389 | -5,579 |
| 1 | 1,700,950 | 1,700,950 | 1,823,300 | -53,555 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | 18,123 | -8,968 | -12,526 | 106,243 | 0.61 | 0.087 | -2,340 |
| CN | 36 | 376,184 | -369,370 | 547,461 | 1,351,491 | 1.27 | 0.055 | -45,698 |
| HK | 34 | 216,034 | -124,456 | 175,166 | 581,970 | 1.37 | 0.077 | -38,670 |
| JP | 68 | 24,673 | -147,759 | 2,927 | 442,837 | 0.71 | 0.077 | 415 |
| KR | 24 | -7,621 | -50,973 | -48,909 | 96,272 | 0.85 | 0.179 | 10,230 |
| MY | 1 | -1,162 | 0 | 215 | 1,162 | -0.19 | 0.015 | -17 |
| NZ | 1 | 3,822 | 0 | 694 | 3,822 | 0.18 | 0.079 | -303 |
| SG | 3 | -16,407 | 0 | -6,510 | 16,407 | 0.43 | 0.025 | -536 |
| TH | 4 | -8,722 | 0 | -7,778 | 20,278 | 0.57 | 0.144 | -1,286 |
| TW | 6 | 88,248 | 0 | 34,169 | 88,248 | 0.47 | 0.184 | 19,072 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -44,060 | -8,968 | -37,749 | 44,060 | 0.79 | -0.052 | -230 |
| 1 | 17 | 62,183 | 0 | 25,223 | 62,183 | 0.47 | -0.087 | -2,110 | |
| CN | -1 | 27 | -487,653 | -369,370 | -609,714 | 487,653 | 1.28 | -0.009 | -2,602 |
| 1 | 9 | 863,837 | 0 | 1,157,175 | 863,837 | 1.25 | -0.037 | -43,096 | |
| HK | -1 | 28 | -182,968 | -124,456 | -272,154 | 182,968 | 1.40 | 0.012 | -9,050 |
| 1 | 6 | 399,002 | 0 | 447,320 | 399,002 | 1.21 | 0.001 | -29,621 | |
| JP | -1 | 42 | -209,082 | -147,759 | -137,598 | 209,082 | 0.75 | -0.050 | 11,206 |
| 1 | 26 | 233,755 | 0 | 140,525 | 233,755 | 0.65 | 0.006 | -10,791 | |
| KR | -1 | 13 | -51,946 | -50,973 | -64,331 | 51,946 | 1.21 | 0.055 | -2,182 |
| 1 | 11 | 44,326 | 0 | 15,422 | 44,326 | 0.43 | 0.250 | 12,412 | |
| MY | -1 | 1 | -1,162 | 0 | 215 | 1,162 | -0.19 | 0.015 | -17 |
| NZ | 1 | 1 | 3,822 | 0 | 694 | 3,822 | 0.18 | -0.079 | -303 |
| SG | -1 | 3 | -16,407 | 0 | -6,510 | 16,407 | 0.43 | 0.025 | -536 |
| TH | -1 | 2 | -14,500 | 0 | -10,549 | 14,500 | 0.69 | 0.144 | -2,168 |
| 1 | 2 | 5,778 | 0 | 2,771 | 5,778 | 0.44 | 0.144 | 882 | |
| TW | 1 | 6 | 88,248 | 0 | 34,169 | 88,248 | 0.47 | 0.184 | 19,072 |