| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | |
|---|---|---|---|---|---|
| 1 | -679,814 | 3,452,292 | -7,856 | 142,206 | 233 |
| trade_notional | trade_notional_abs | rawBeta_notional | alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,066,053 | 2,066,053 | -3,799,471 | 737,758 |
| 1 | 1,386,239 | 1,386,239 | 2,485,036 | 791,677 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 45 | -438,626 | -299,890 | -102,310 | 572,424 | 0.48 | 19,662 |
| HK | 9 | 53,857 | -17,103 | 36,758 | 128,032 | 0.79 | 9,811 |
| JP | 147 | 69,103 | -689,275 | 146,557 | 2,361,103 | 0.70 | 105,424 |
| NZ | 1 | -4,813 | -4,813 | -59 | 4,813 | 0.01 | 776 |
| SG | 4 | -45,174 | -45,174 | -15,543 | 45,174 | 0.32 | -150 |
| TH | 27 | -314,162 | -212,173 | -73,258 | 340,746 | 0.26 | 6,682 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1 | 36 | -505,525 | -299,890 | -132,472 | 505,525 | 0.50 | 14,115 |
| 1 | 9 | 66,899 | 0 | 30,162 | 66,899 | 0.40 | 5,548 | |
| HK | -1 | 6 | -37,088 | -17,103 | -27,746 | 37,088 | 0.70 | -1,281 |
| 1 | 3 | 90,945 | 0 | 64,504 | 90,945 | 0.98 | 11,092 | |
| JP | -1 | 69 | -1,146,000 | -689,275 | -756,480 | 1,146,000 | 0.78 | -33,448 |
| 1 | 78 | 1,215,103 | 0 | 903,036 | 1,215,103 | 0.64 | 138,872 | |
| NZ | -1 | 1 | -4,813 | -4,813 | -59 | 4,813 | 0.01 | 776 |
| SG | -1 | 4 | -45,174 | -45,174 | -15,543 | 45,174 | 0.32 | -150 |
| TH | -1 | 25 | -327,454 | -212,173 | -74,281 | 327,454 | 0.24 | 6,543 |
| 1 | 2 | 13,292 | 0 | 1,023 | 13,292 | 0.53 | 139 |