| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -81,797 | 6,494,165 | -289,693 | 143,199 | 537 | 42,191,493 | 0.154 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -3,287,981 | 3,287,981 | -3,519,357 | 104,139 |
| 1 | 3,206,184 | 3,206,184 | 3,229,665 | 39,060 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 82 | 107,725 | -51,612 | 109,106 | 573,711 | 0.64 | 0.067 | 6,614 |
| CN | 176 | -208,312 | -908,064 | -219,482 | 3,205,278 | 1.34 | 0.109 | 104,241 |
| HK | 21 | -64,196 | -22,860 | -60,401 | 273,050 | 1.33 | 0.149 | 8,609 |
| JP | 228 | -50,089 | -204,125 | -120,422 | 2,110,153 | 0.74 | 0.067 | -12,882 |
| NZ | 1 | -955 | -955 | -528 | 955 | 0.55 | 0.063 | 60 |
| SG | 3 | 223 | 0 | 2,484 | 30,002 | 0.40 | 0.057 | -246 |
| TH | 19 | 196,714 | 0 | 53,755 | 216,692 | 0.44 | 0.169 | 34,632 |
| TW | 7 | -62,907 | -14,085 | -54,206 | 84,325 | 0.95 | 0.067 | 2,171 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 39 | -232,993 | -51,612 | -135,477 | 232,993 | 0.57 | -0.041 | 7,790 |
| 1 | 43 | 340,718 | 0 | 244,583 | 340,718 | 0.70 | -0.016 | -1,176 | |
| CN | -1 | 87 | -1,706,795 | -908,064 | -2,272,216 | 1,706,795 | 1.30 | -0.045 | 179,675 |
| 1 | 89 | 1,498,483 | 0 | 2,052,735 | 1,498,483 | 1.38 | -0.043 | -75,434 | |
| HK | -1 | 12 | -168,623 | -22,860 | -220,515 | 168,623 | 1.25 | 0.097 | -17,993 |
| 1 | 9 | 104,427 | 0 | 160,114 | 104,427 | 1.44 | 0.218 | 26,602 | |
| JP | -1 | 110 | -1,080,121 | -204,125 | -811,903 | 1,080,121 | 0.75 | 0.040 | -64,300 |
| 1 | 118 | 1,030,032 | 0 | 691,481 | 1,030,032 | 0.73 | 0.036 | 51,417 | |
| NZ | -1 | 1 | -955 | -955 | -528 | 955 | 0.55 | -0.063 | 60 |
| SG | -1 | 1 | -14,889 | 0 | -3,432 | 14,889 | 0.23 | 0.067 | -1,002 |
| 1 | 2 | 15,112 | 0 | 5,916 | 15,112 | 0.49 | 0.019 | 756 | |
| TH | -1 | 3 | -9,989 | 0 | -8,009 | 9,989 | 0.69 | 0.108 | -951 |
| 1 | 16 | 206,703 | 0 | 61,765 | 206,703 | 0.39 | 0.180 | 35,582 | |
| TW | -1 | 5 | -73,616 | -14,085 | -67,277 | 73,616 | 0.89 | -0.003 | 860 |
| 1 | 2 | 10,709 | 0 | 13,071 | 10,709 | 1.09 | 0.163 | 1,311 |