| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -261,025 | 1,516,637 | -457,809 | 25,399 | 216 | 41,751,493 | 0.036 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -888,831 | 888,831 | -1,066,479 | 53,699 |
| 1 | 627,806 | 627,806 | 608,670 | -28,300 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 17,968 | -25,670 | 15,275 | 77,832 | 0.76 | 0.071 | 2,365 |
| CN | 58 | -132,236 | -289,778 | -244,032 | 502,746 | 1.51 | 0.182 | 40,293 |
| HK | 14 | 52,954 | 0 | 35,178 | 52,954 | 0.81 | 0.126 | 9,134 |
| JP | 81 | -13,732 | -138,200 | -49,395 | 501,224 | 0.64 | 0.079 | -9,955 |
| KR | 21 | 23,118 | -20,401 | 50,812 | 72,969 | 1.40 | 0.236 | 14,618 |
| MY | 1 | -44 | 0 | -8 | 44 | 0.18 | 0.019 | -1 |
| NZ | 1 | -939 | -939 | -233 | 939 | 0.25 | 0.066 | 62 |
| PH | 1 | -311 | 0 | -82 | 311 | 0.26 | 0.074 | 23 |
| SG | 1 | 629 | 0 | 644 | 629 | 1.02 | 0.043 | -27 |
| TH | 6 | -3,502 | 0 | 35 | 23,698 | 0.32 | 0.171 | -278 |
| TW | 4 | -204,930 | 0 | -266,003 | 283,289 | 0.84 | 0.134 | -30,835 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 10 | -29,932 | -25,670 | -25,425 | 29,932 | 0.75 | -0.090 | 3,701 |
| 1 | 18 | 47,900 | 0 | 40,700 | 47,900 | 0.76 | -0.005 | -1,337 | |
| CN | -1 | 36 | -317,491 | -289,778 | -531,289 | 317,491 | 1.45 | -0.169 | 70,049 |
| 1 | 22 | 185,255 | 0 | 287,258 | 185,255 | 1.60 | -0.112 | -29,756 | |
| HK | 1 | 14 | 52,954 | 0 | 35,178 | 52,954 | 0.81 | 0.126 | 9,134 |
| JP | -1 | 44 | -257,478 | -138,200 | -184,658 | 257,478 | 0.66 | -0.056 | 13,460 |
| 1 | 37 | 243,746 | 0 | 135,262 | 243,746 | 0.62 | -0.049 | -23,415 | |
| KR | -1 | 5 | -24,925 | -20,401 | -22,229 | 24,925 | 1.28 | -0.088 | 2,874 |
| 1 | 16 | 48,044 | 0 | 73,041 | 48,044 | 1.44 | 0.177 | 11,744 | |
| MY | -1 | 1 | -44 | 0 | -8 | 44 | 0.18 | 0.019 | -1 |
| NZ | -1 | 1 | -939 | -939 | -233 | 939 | 0.25 | -0.066 | 62 |
| PH | -1 | 1 | -311 | 0 | -82 | 311 | 0.26 | -0.074 | 23 |
| SG | 1 | 1 | 629 | 0 | 644 | 629 | 1.02 | -0.043 | -27 |
| TH | -1 | 4 | -13,600 | 0 | -3,295 | 13,600 | 0.34 | 0.148 | -2,124 |
| 1 | 2 | 10,098 | 0 | 3,330 | 10,098 | 0.30 | 0.217 | 1,846 | |
| TW | -1 | 2 | -244,110 | 0 | -299,260 | 244,110 | 1.08 | 0.149 | -34,346 |
| 1 | 2 | 39,180 | 0 | 33,257 | 39,180 | 0.59 | 0.118 | 3,511 |