| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | |
|---|---|---|---|---|---|
| 1 | -406,874 | 5,766,681 | -383,250 | 266,494 | 220 |
| trade_notional | trade_notional_abs | rawBeta_notional | alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,086,778 | 3,086,778 | -2,441,458 | 489,154 |
| 1 | 2,679,904 | 2,679,904 | 3,850,059 | 1,326,892 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 36 | -79,485 | -130,881 | -7,169 | 618,425 | 0.44 | 27,381 |
| HK | 9 | -33,297 | -68,496 | -56,661 | 117,411 | 1.17 | 10,930 |
| ID | 1 | 27,565 | 0 | 3,352 | 27,565 | 0.12 | 4,371 |
| JP | 145 | 150,579 | -1,007,268 | -117,990 | 4,499,626 | 0.68 | 216,596 |
| MY | 1 | -9,344 | 0 | -460 | 9,344 | 0.05 | 1 |
| NZ | 2 | -2,678 | -2,678 | 238 | 2,678 | -0.08 | 385 |
| SG | 2 | -13,235 | -13,235 | -5,721 | 13,235 | 0.36 | -305 |
| TH | 13 | -202,196 | -137,824 | -19,709 | 233,614 | 0.20 | 16,809 |
| TW | 11 | -244,784 | -85,874 | -179,130 | 244,784 | 0.57 | -9,674 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1 | 19 | -348,955 | -130,881 | -78,830 | 348,955 | 0.52 | -2,294 |
| 1 | 17 | 269,470 | 0 | 71,661 | 269,470 | 0.34 | 29,675 | |
| HK | -1 | 7 | -75,354 | -68,496 | -119,590 | 75,354 | 1.12 | 3,129 |
| 1 | 2 | 42,057 | 0 | 62,929 | 42,057 | 1.34 | 7,801 | |
| ID | 1 | 1 | 27,565 | 0 | 3,352 | 27,565 | 0.12 | 4,371 |
| JP | -1 | 79 | -2,174,523 | -1,007,268 | -1,676,396 | 2,174,523 | 0.73 | -99,307 |
| 1 | 66 | 2,325,102 | 0 | 1,558,405 | 2,325,102 | 0.63 | 315,903 | |
| MY | -1 | 1 | -9,344 | 0 | -460 | 9,344 | 0.05 | 1 |
| NZ | -1 | 2 | -2,678 | -2,678 | 238 | 2,678 | -0.08 | 385 |
| SG | -1 | 2 | -13,235 | -13,235 | -5,721 | 13,235 | 0.36 | -305 |
| TH | -1 | 8 | -217,905 | -137,824 | -24,895 | 217,905 | 0.14 | 15,396 |
| 1 | 5 | 15,709 | 0 | 5,186 | 15,709 | 0.29 | 1,413 | |
| TW | -1 | 11 | -244,784 | -85,874 | -179,130 | 244,784 | 0.57 | -9,674 |