| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -466,315 | 8,843,578 | -1,053,492 | 569,355 | 236 | 155,692,225 | 0.057 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,654,946 | 4,654,946 | -3,160,871 | 249,063 |
| 1 | 4,188,631 | 4,188,631 | 2,107,379 | 320,292 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | |
|---|---|---|---|---|---|---|---|
| quoteCountry | |||||||
| AU | 62 | -199,691 | -998,668 | -594,843 | 1,977,528 | 0.49 | 103,448 |
| ID | 1 | 492 | 0 | 123 | 492 | 0.25 | 43 |
| JP | 136 | 46,287 | -2,140,691 | -360,996 | 5,970,714 | 0.69 | 366,173 |
| MY | 1 | -101,917 | 0 | -38,827 | 101,917 | 0.38 | -3,090 |
| NZ | 2 | -57,446 | -57,446 | 6,975 | 57,446 | -0.08 | 9,474 |
| SG | 6 | -105,736 | -116,376 | -40,779 | 127,016 | 0.38 | 13,239 |
| TH | 13 | -254,763 | -228,292 | -105,315 | 277,768 | 0.37 | 43,103 |
| TW | 15 | 206,458 | -62,119 | 80,171 | 330,697 | 0.70 | 36,964 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | netalpha | ||
|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | |||||||
| AU | -1 | 43 | -1,088,609 | -998,668 | -736,554 | 1,088,609 | 0.59 | 92,144 |
| 1 | 19 | 888,918 | 0 | 141,711 | 888,918 | 0.26 | 11,304 | |
| ID | 1 | 1 | 492 | 0 | 123 | 492 | 0.25 | 43 |
| JP | -1 | 77 | -2,962,213 | -2,140,691 | -2,179,045 | 2,962,213 | 0.78 | 88,187 |
| 1 | 59 | 3,008,501 | 0 | 1,818,049 | 3,008,501 | 0.56 | 277,986 | |
| MY | -1 | 1 | -101,917 | 0 | -38,827 | 101,917 | 0.38 | -3,090 |
| NZ | -1 | 2 | -57,446 | -57,446 | 6,975 | 57,446 | -0.08 | 9,474 |
| SG | -1 | 5 | -116,376 | -116,376 | -43,233 | 116,376 | 0.42 | 13,184 |
| 1 | 1 | 10,640 | 0 | 2,454 | 10,640 | 0.23 | 56 | |
| TH | -1 | 11 | -266,265 | -228,292 | -106,949 | 266,265 | 0.40 | 43,539 |
| 1 | 2 | 11,503 | 0 | 1,634 | 11,503 | 0.17 | -436 | |
| TW | -1 | 8 | -62,119 | -62,119 | -63,238 | 62,119 | 0.82 | 5,626 |
| 1 | 7 | 268,578 | 0 | 143,408 | 268,578 | 0.56 | 31,339 |