| trade_notional | trade_notional_abs | rawBeta_notional | alpha_notional | |
|---|---|---|---|---|
| 1 | -457,704 | 18,400,935 | 2,515,018 | 4,889,730 |
| trade_notional | trade_notional_abs | rawBeta_notional | alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,429,320 | 9,429,320 | -18,362,681 | 2,473,480 |
| 1 | 8,971,616 | 8,971,616 | 20,877,699 | 2,416,250 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 60 | 522,075 | -916,402 | 142,834 | 2,354,879 | 0.52 | 234,456 |
| CN | 359 | -610,885 | -4,542,145 | 441,243 | 8,481,713 | 1.27 | 1,062,014 |
| HK | 15 | 181,394 | -169,311 | 1,098 | 520,015 | 1.07 | 101,999 |
| JP | 227 | -482,630 | -2,932,392 | -813,477 | 6,190,724 | 0.80 | 257,372 |
| NZ | 2 | -90,875 | -90,875 | -10,513 | 90,875 | 0.05 | 10,775 |
| SG | 2 | -22,018 | -22,018 | -11,795 | 22,018 | 0.74 | 1,862 |
| TH | 25 | 123,848 | -269,060 | 13,227 | 662,099 | 0.44 | 58,218 |
| TW | 9 | -78,613 | -78,613 | -57,293 | 78,613 | 0.62 | 9,150 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1 | 33 | -916,402 | -916,402 | -430,732 | 916,402 | 0.59 | 11,312 |
| 1 | 27 | 1,438,477 | 0 | 573,566 | 1,438,477 | 0.44 | 223,144 | |
| CN | -1 | 166 | -4,546,299 | -4,542,145 | -4,218,809 | 4,546,299 | 1.18 | 774,691 |
| 1 | 193 | 3,935,414 | 0 | 4,660,052 | 3,935,414 | 1.36 | 287,323 | |
| HK | -1 | 6 | -169,311 | -169,311 | -225,639 | 169,311 | 1.28 | 21,301 |
| 1 | 9 | 350,704 | 0 | 226,737 | 350,704 | 0.92 | 80,698 | |
| JP | -1 | 135 | -3,336,677 | -2,932,392 | -2,628,749 | 3,336,677 | 0.85 | -38,508 |
| 1 | 92 | 2,854,047 | 0 | 1,815,272 | 2,854,047 | 0.73 | 295,879 | |
| NZ | -1 | 2 | -90,875 | -90,875 | -10,513 | 90,875 | 0.05 | 10,775 |
| SG | -1 | 2 | -22,018 | -22,018 | -11,795 | 22,018 | 0.74 | 1,862 |
| TH | -1 | 13 | -269,126 | -269,060 | -110,235 | 269,126 | 0.51 | 11,263 |
| 1 | 12 | 392,974 | 0 | 123,461 | 392,974 | 0.36 | 46,955 | |
| TW | -1 | 9 | -78,613 | -78,613 | -57,293 | 78,613 | 0.62 | 9,150 |