| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -536,308 | 26,680,756 | -989,544 | 1,225,972 | 390 | 399,717,725 | 0.067 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -13,608,532 | 13,608,532 | -12,338,383 | 489,962 |
| 1 | 13,072,224 | 13,072,224 | 11,348,839 | 736,010 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 41 | 35,407 | -513,428 | 284,669 | 2,426,372 | 0.41 | 0.076 | 36,800 |
| CN | 107 | -260,699 | -2,720,190 | -2,123,436 | 8,121,734 | 1.42 | 0.109 | 439,814 |
| HK | 21 | -653,137 | 0 | -870,925 | 2,293,177 | 1.00 | 0.161 | 30,064 |
| ID | 1 | -17,180 | 0 | -4,980 | 17,180 | 0.29 | 0.046 | -789 |
| JP | 181 | 582,564 | -3,761,633 | 2,256,165 | 11,851,129 | 0.72 | 0.049 | 600,895 |
| KR | 8 | 126,961 | -8,514 | 78,239 | 164,953 | 0.69 | 0.117 | 6,950 |
| NZ | 1 | -31,588 | -31,588 | -9,228 | 31,588 | 0.29 | 0.125 | 3,945 |
| SG | 3 | -50,127 | 0 | -18,022 | 50,127 | 0.37 | 0.021 | -1,158 |
| TH | 16 | 659,659 | -4,996 | 318,227 | 707,157 | 0.49 | 0.105 | 43,725 |
| TW | 11 | -928,166 | -929,339 | -900,253 | 1,017,338 | 0.66 | 0.081 | 65,725 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -1,195,483 | -513,428 | -189,097 | 1,195,483 | 0.39 | -0.085 | 90,350 |
| 1 | 24 | 1,230,890 | 0 | 473,766 | 1,230,890 | 0.43 | -0.057 | -53,551 | |
| CN | -1 | 77 | -4,191,217 | -2,720,190 | -6,507,518 | 4,191,217 | 1.48 | -0.062 | 335,644 |
| 1 | 30 | 3,930,517 | 0 | 4,384,082 | 3,930,517 | 1.25 | 0.050 | 104,170 | |
| HK | -1 | 8 | -1,473,157 | 0 | -1,523,996 | 1,473,157 | 1.00 | 0.098 | -153,044 |
| 1 | 13 | 820,020 | 0 | 653,071 | 820,020 | 1.00 | 0.177 | 183,108 | |
| ID | -1 | 1 | -17,180 | 0 | -4,980 | 17,180 | 0.29 | 0.046 | -789 |
| JP | -1 | 77 | -5,634,282 | -3,761,633 | -3,126,676 | 5,634,282 | 0.58 | -0.027 | 160,238 |
| 1 | 104 | 6,216,846 | 0 | 5,382,841 | 6,216,846 | 0.83 | 0.016 | 440,657 | |
| KR | -1 | 4 | -18,996 | -8,514 | -12,382 | 18,996 | 0.60 | -0.162 | 1,540 |
| 1 | 4 | 145,957 | 0 | 90,621 | 145,957 | 0.78 | 0.040 | 5,410 | |
| NZ | -1 | 1 | -31,588 | -31,588 | -9,228 | 31,588 | 0.29 | -0.125 | 3,945 |
| SG | -1 | 3 | -50,127 | 0 | -18,022 | 50,127 | 0.37 | 0.021 | -1,158 |
| TH | -1 | 2 | -23,749 | -4,996 | -7,026 | 23,749 | 0.47 | 0.108 | -3,768 |
| 1 | 14 | 683,408 | 0 | 325,253 | 683,408 | 0.49 | 0.098 | 47,493 | |
| TW | -1 | 10 | -972,752 | -929,339 | -939,457 | 972,752 | 0.64 | -0.066 | 57,002 |
| 1 | 1 | 44,586 | 0 | 39,204 | 44,586 | 0.88 | 0.196 | 8,723 |