| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | |
|---|---|---|---|---|---|
| 1 | 1,032,399 | 58,000,639 | 1,628,660 | 3,192,435 | 560 |
| trade_notional | trade_notional_abs | rawBeta_notional | alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -28,484,120 | 28,484,120 | -20,330,212 | 2,349,479 |
| 1 | 29,516,519 | 29,516,519 | 23,562,966 | 4,413,887 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 63 | -710,902 | -2,489,487 | -405,007 | 6,021,602 | 0.46 | 221,503 |
| HK | 93 | 951,585 | -4,136,596 | 1,985,733 | 12,112,497 | 1.42 | 946,893 |
| ID | 9 | 1,679,607 | 0 | 318,601 | 1,876,322 | 0.07 | 152,955 |
| JP | 245 | 259,671 | -6,575,418 | -233,181 | 20,551,654 | 0.66 | 562,362 |
| MY | 11 | 1,543,609 | 0 | 504,524 | 2,359,216 | 0.24 | 106,968 |
| NZ | 2 | -147,803 | -186,118 | -9,163 | 224,434 | -0.08 | 29,166 |
| PH | 1 | -471,488 | -471,488 | -130,190 | 471,488 | 0.28 | 97,863 |
| SG | 9 | -879,423 | -932,424 | -308,148 | 985,425 | 0.40 | 64,568 |
| TH | 28 | -42,215 | -889,865 | 107,755 | 2,082,019 | 0.29 | 126,118 |
| TW | 99 | -1,150,243 | -5,949,910 | -202,265 | 11,315,982 | 0.64 | 884,038 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1 | 33 | -3,366,252 | -2,489,487 | -1,173,326 | 3,366,252 | 0.46 | 205,329 |
| 1 | 30 | 2,655,350 | 0 | 768,319 | 2,655,350 | 0.45 | 16,175 | |
| HK | -1 | 50 | -5,580,456 | -4,136,596 | -6,651,791 | 5,580,456 | 1.31 | -171,848 |
| 1 | 43 | 6,532,041 | 0 | 8,637,524 | 6,532,041 | 1.54 | 1,118,741 | |
| ID | -1 | 1 | -98,357 | 0 | -726 | 98,357 | 0.01 | -148 |
| 1 | 8 | 1,777,965 | 0 | 319,327 | 1,777,965 | 0.08 | 153,103 | |
| JP | -1 | 112 | -10,145,991 | -6,575,418 | -6,501,216 | 10,145,991 | 0.72 | -236,451 |
| 1 | 133 | 10,405,662 | 0 | 6,268,036 | 10,405,662 | 0.62 | 798,813 | |
| MY | -1 | 4 | -407,804 | 0 | -29,685 | 407,804 | 0.09 | 13,500 |
| 1 | 7 | 1,951,413 | 0 | 534,209 | 1,951,413 | 0.32 | 93,469 | |
| NZ | -1 | 1 | -186,118 | -186,118 | -2,290 | 186,118 | 0.01 | 36,684 |
| 1 | 1 | 38,315 | 0 | -6,873 | 38,315 | -0.18 | -7,518 | |
| PH | -1 | 1 | -471,488 | -471,488 | -130,190 | 471,488 | 0.28 | 97,863 |
| SG | -1 | 5 | -932,424 | -932,424 | -338,177 | 932,424 | 0.33 | 67,799 |
| 1 | 4 | 53,001 | 0 | 30,029 | 53,001 | 0.49 | -3,231 | |
| TH | -1 | 10 | -1,062,117 | -889,865 | -195,995 | 1,062,117 | 0.19 | 169,111 |
| 1 | 18 | 1,019,902 | 0 | 303,749 | 1,019,902 | 0.35 | -42,993 | |
| TW | -1 | 53 | -6,233,113 | -5,949,910 | -3,366,784 | 6,233,113 | 0.60 | 324,624 |
| 1 | 46 | 5,082,869 | 0 | 3,164,519 | 5,082,869 | 0.68 | 559,414 |