| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -139,739 | 4,587,862 | -64,908 | 256,794 | 387 | 41,940,693 | 0.109 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,363,800 | 2,363,800 | -2,366,107 | 241,297 |
| 1 | 2,224,061 | 2,224,061 | 2,301,198 | 15,496 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 35 | -20,422 | -142,426 | -39,493 | 267,116 | 0.79 | 0.080 | 16,161 |
| CN | 84 | -353,561 | -881,155 | -576,356 | 1,536,252 | 1.30 | 0.177 | 97,783 |
| HK | 23 | 27,609 | -32,344 | 37,195 | 118,802 | 0.86 | 0.119 | 3,205 |
| JP | 190 | 37,369 | -628,467 | 325,680 | 2,316,849 | 0.85 | 0.068 | 99,548 |
| KR | 24 | 32,292 | -9,256 | 61,310 | 70,297 | 1.70 | 0.177 | 10,976 |
| MY | 2 | 285 | 0 | 43 | 374 | 0.16 | 0.167 | 84 |
| SG | 7 | 55,374 | 0 | 24,137 | 55,374 | 0.55 | 0.047 | 3,850 |
| TH | 8 | -4,674 | 0 | 4,145 | 34,855 | 0.34 | 0.195 | -673 |
| TW | 14 | 85,988 | -14,400 | 98,430 | 187,943 | 0.68 | 0.167 | 25,861 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 21 | -143,769 | -142,426 | -103,658 | 143,769 | 0.86 | -0.085 | 15,127 |
| 1 | 14 | 123,347 | 0 | 64,165 | 123,347 | 0.69 | 0.016 | 1,034 | |
| CN | -1 | 51 | -944,907 | -881,155 | -1,234,676 | 944,907 | 1.34 | -0.169 | 213,703 |
| 1 | 33 | 591,345 | 0 | 658,320 | 591,345 | 1.23 | -0.143 | -115,921 | |
| HK | -1 | 9 | -45,596 | -32,344 | -32,340 | 45,596 | 1.01 | -0.120 | 1,591 |
| 1 | 14 | 73,206 | 0 | 69,535 | 73,206 | 0.77 | -0.006 | 1,614 | |
| JP | -1 | 103 | -1,139,740 | -628,467 | -911,157 | 1,139,740 | 0.75 | -0.015 | 19,326 |
| 1 | 87 | 1,177,109 | 0 | 1,236,837 | 1,177,109 | 0.97 | 0.049 | 80,221 | |
| KR | -1 | 10 | -19,003 | -9,256 | -23,515 | 19,003 | 1.45 | -0.010 | -673 |
| 1 | 14 | 51,294 | 0 | 84,825 | 51,294 | 1.88 | 0.101 | 11,649 | |
| MY | -1 | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.069 | -3 |
| 1 | 1 | 330 | 0 | 50 | 330 | 0.15 | 0.265 | 87 | |
| SG | 1 | 7 | 55,374 | 0 | 24,137 | 55,374 | 0.55 | 0.047 | 3,850 |
| TH | -1 | 5 | -19,764 | 0 | -2,837 | 19,764 | 0.31 | 0.188 | -3,820 |
| 1 | 3 | 15,091 | 0 | 6,982 | 15,091 | 0.38 | 0.207 | 3,146 | |
| TW | -1 | 3 | -50,977 | -14,400 | -57,917 | 50,977 | 0.93 | -0.023 | -3,954 |
| 1 | 11 | 136,966 | 0 | 156,347 | 136,966 | 0.62 | 0.158 | 29,815 |