| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 89,387 | 3,632,564 | 7,995 | 208,704 | 370 | 42,111,526 | 0.086 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,771,589 | 1,771,589 | -1,538,725 | 107,128 |
| 1.0000 | 1,860,976 | 1,860,976 | 1,546,720 | 101,576 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 61 | 10,449 | -101,727 | -35,306 | 340,950 | 0.58 | 0.099 | 13,764 |
| CN | 68 | -60,428 | -351,684 | 76,339 | 933,511 | 1.41 | 0.120 | 83,975 |
| HK | 23 | 21,431 | -62,917 | 16,903 | 201,852 | 1.49 | 0.157 | 32,097 |
| IN | 2 | -21,881 | 0 | -3,319 | 60,922 | 0.34 | 0.154 | 1,372 |
| JP | 175 | 84,942 | -306,698 | -102,710 | 1,694,702 | 0.68 | 0.061 | 30,596 |
| MY | 2 | -12,120 | 0 | -3,280 | 12,120 | 0.27 | 0.066 | 110 |
| NZ | 1 | -1,001 | -1,001 | -540 | 1,001 | 0.54 | 0.101 | 101 |
| PH | 1 | 3,649 | 0 | 2,662 | 3,649 | 0.73 | 0.322 | 1,176 |
| SG | 1 | 4,325 | 0 | 1,121 | 4,325 | 0.26 | 0.112 | 483 |
| TH | 18 | 47,813 | -25,431 | 21,022 | 148,397 | 0.48 | 0.153 | 15,737 |
| TW | 18 | 12,207 | -36,573 | 35,104 | 231,136 | 0.91 | 0.137 | 29,293 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 34 | -165,250 | -101,727 | -111,467 | 165,250 | 0.57 | -0.106 | 16,974 |
| 1.0000 | 27 | 175,699 | 0 | 76,161 | 175,699 | 0.59 | -0.051 | -3,210 | |
| CN | -1.0000 | 30 | -496,970 | -351,684 | -572,471 | 496,970 | 1.43 | -0.060 | 71,277 |
| 1.0000 | 38 | 436,542 | 0 | 648,810 | 436,542 | 1.40 | 0.014 | 12,698 | |
| HK | -1.0000 | 11 | -90,210 | -62,917 | -121,731 | 90,210 | 1.45 | 0.007 | -141 |
| 1.0000 | 12 | 111,642 | 0 | 138,634 | 111,642 | 1.52 | 0.243 | 32,237 | |
| IN | -1.0000 | 1 | -41,401 | 0 | -11,284 | 41,401 | 0.27 | 0.076 | -3,153 |
| 1.0000 | 1 | 19,520 | 0 | 7,965 | 19,520 | 0.41 | 0.232 | 4,526 | |
| JP | -1.0000 | 94 | -804,880 | -306,698 | -618,223 | 804,880 | 0.69 | -0.026 | 16,362 |
| 1.0000 | 81 | 889,822 | 0 | 515,513 | 889,822 | 0.65 | 0.009 | 14,233 | |
| MY | -1.0000 | 2 | -12,120 | 0 | -3,280 | 12,120 | 0.27 | 0.041 | 110 |
| NZ | -1.0000 | 1 | -1,001 | -1,001 | -540 | 1,001 | 0.54 | -0.101 | 101 |
| PH | 1.0000 | 1 | 3,649 | 0 | 2,662 | 3,649 | 0.73 | 0.322 | 1,176 |
| SG | 1.0000 | 1 | 4,325 | 0 | 1,121 | 4,325 | 0.26 | 0.112 | 483 |
| TH | -1.0000 | 10 | -50,292 | -25,431 | -17,068 | 50,292 | 0.44 | 0.116 | -2,788 |
| 1.0000 | 8 | 98,105 | 0 | 38,090 | 98,105 | 0.53 | 0.189 | 18,525 | |
| TW | -1.0000 | 9 | -109,464 | -36,573 | -82,660 | 109,464 | 0.86 | -0.123 | 8,386 |
| 1.0000 | 9 | 121,671 | 0 | 117,764 | 121,671 | 0.97 | 0.145 | 20,907 |