| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 413,324 | 19,353,198 | 714,870 | -237,906 | 367 | 54,818,718 | 0.353 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -9,469,937 | 9,469,937 | -10,935,767 | 128,007 |
| 1 | 9,883,261 | 9,883,261 | 11,650,636 | -365,913 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | -271,084 | -299,268 | -147,233 | 1,385,223 | 0.66 | 0.080 | 34,087 |
| CN | 120 | 1,026,757 | -1,677,112 | 2,004,772 | 8,663,896 | 1.33 | 0.109 | -155,595 |
| HK | 27 | -485,405 | -40,143 | -821,141 | 523,894 | 1.50 | 0.130 | -40,746 |
| ID | 1 | 4,752 | 0 | 509 | 4,752 | 0.11 | 0.151 | 716 |
| JP | 131 | 495,767 | -736,181 | 284,338 | 4,853,840 | 0.77 | 0.089 | -126,982 |
| KR | 16 | -302,177 | -380,950 | -317,587 | 1,778,194 | 0.64 | 0.083 | 76,414 |
| MY | 3 | 7,234 | 0 | 3,929 | 7,234 | 0.50 | 0.236 | 1,710 |
| NZ | 2 | -1,523 | -1,669 | -654 | 1,816 | 0.45 | 0.049 | 92 |
| TH | 17 | 212,675 | -30,774 | 50,938 | 346,910 | 0.48 | 0.151 | 16,598 |
| TW | 10 | -273,673 | -122,377 | -343,002 | 1,787,439 | 0.99 | 0.117 | -44,200 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 22 | -828,153 | -299,268 | -480,391 | 828,153 | 0.55 | 0.036 | 7,702 |
| 1 | 18 | 557,069 | 0 | 333,159 | 557,069 | 0.78 | 0.016 | 26,385 | |
| CN | -1 | 62 | -3,818,570 | -1,677,112 | -5,113,603 | 3,818,570 | 1.28 | -0.080 | 412,894 |
| 1 | 58 | 4,845,327 | 0 | 7,118,375 | 4,845,327 | 1.39 | -0.069 | -568,490 | |
| HK | -1 | 22 | -504,649 | -40,143 | -854,091 | 504,649 | 1.48 | 0.072 | -38,578 |
| 1 | 5 | 19,244 | 0 | 32,950 | 19,244 | 1.60 | -0.048 | -2,168 | |
| ID | 1 | 1 | 4,752 | 0 | 509 | 4,752 | 0.11 | 0.151 | 716 |
| JP | -1 | 69 | -2,179,036 | -736,181 | -2,336,097 | 2,179,036 | 0.79 | 0.078 | -202,653 |
| 1 | 62 | 2,674,803 | 0 | 2,620,434 | 2,674,803 | 0.74 | 0.035 | 75,671 | |
| KR | -1 | 10 | -1,040,185 | -380,950 | -808,093 | 1,040,185 | 0.69 | -0.057 | 89,339 |
| 1 | 6 | 738,009 | 0 | 490,507 | 738,009 | 0.54 | -0.058 | -12,925 | |
| MY | 1 | 3 | 7,234 | 0 | 3,929 | 7,234 | 0.50 | 0.236 | 1,710 |
| NZ | -1 | 1 | -1,669 | -1,669 | -722 | 1,669 | 0.43 | -0.059 | 98 |
| 1 | 1 | 147 | 0 | 68 | 147 | 0.47 | -0.039 | -6 | |
| TH | -1 | 9 | -67,117 | -30,774 | -26,039 | 67,117 | 0.34 | 0.148 | -7,110 |
| 1 | 8 | 279,792 | 0 | 76,977 | 279,792 | 0.64 | 0.155 | 23,708 | |
| TW | -1 | 5 | -1,030,556 | -122,377 | -1,316,730 | 1,030,556 | 1.11 | 0.099 | -133,686 |
| 1 | 5 | 756,883 | 0 | 973,729 | 756,883 | 0.87 | 0.128 | 89,486 |