| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -587,986 | 3,016,026 | -887,318 | 123,454 | 256 | 42,033,365 | 0.072 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,802,006 | 1,802,006 | -2,212,027 | 151,590 |
| 1 | 1,214,020 | 1,214,020 | 1,324,709 | -28,137 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | -62,481 | -70,567 | -16,822 | 88,993 | 0.49 | 0.067 | -826 |
| CN | 99 | -448,338 | -888,740 | -816,097 | 2,114,379 | 1.28 | 0.138 | 110,539 |
| HK | 13 | -27,930 | -20,085 | -77,093 | 127,845 | 1.26 | 0.177 | -1,376 |
| ID | 2 | 7,844 | 0 | 4,460 | 7,844 | 0.53 | 0.233 | 1,669 |
| JP | 92 | -69,376 | -144,523 | 25,000 | 492,731 | 0.78 | 0.086 | 2,842 |
| MY | 2 | 18,096 | 0 | 10,535 | 18,096 | 0.57 | 0.229 | 4,110 |
| NZ | 1 | 1,427 | 0 | 77 | 1,427 | 0.05 | 0.084 | -119 |
| SG | 3 | -6,071 | -6,071 | -4,440 | 6,071 | 0.77 | 0.066 | -314 |
| TH | 12 | 39,438 | -2,696 | 18,875 | 118,043 | 0.48 | 0.181 | 8,233 |
| TW | 4 | -40,595 | -7,852 | -31,812 | 40,595 | 0.87 | 0.129 | -1,304 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 24 | -75,737 | -70,567 | -25,316 | 75,737 | 0.46 | 0.024 | -2,736 |
| 1 | 4 | 13,256 | 0 | 8,494 | 13,256 | 0.71 | 0.028 | 1,910 | |
| CN | -1 | 60 | -1,281,359 | -888,740 | -1,843,529 | 1,281,359 | 1.28 | -0.128 | 184,436 |
| 1 | 39 | 833,021 | 0 | 1,027,432 | 833,021 | 1.27 | -0.059 | -73,897 | |
| HK | -1 | 7 | -77,888 | -20,085 | -120,900 | 77,888 | 1.36 | 0.111 | -11,311 |
| 1 | 6 | 49,958 | 0 | 43,807 | 49,958 | 1.15 | 0.218 | 9,935 | |
| ID | 1 | 2 | 7,844 | 0 | 4,460 | 7,844 | 0.53 | 0.233 | 1,669 |
| JP | -1 | 51 | -281,054 | -144,523 | -181,792 | 281,054 | 0.68 | 0.032 | -12,718 |
| 1 | 41 | 211,678 | 0 | 206,792 | 211,678 | 0.91 | 0.060 | 15,560 | |
| MY | 1 | 2 | 18,096 | 0 | 10,535 | 18,096 | 0.57 | 0.229 | 4,110 |
| NZ | 1 | 1 | 1,427 | 0 | 77 | 1,427 | 0.05 | -0.084 | -119 |
| SG | -1 | 3 | -6,071 | -6,071 | -4,440 | 6,071 | 0.77 | 0.066 | -314 |
| TH | -1 | 4 | -39,303 | -2,696 | -4,238 | 39,303 | 0.69 | 0.178 | -4,461 |
| 1 | 8 | 78,741 | 0 | 23,112 | 78,741 | 0.37 | 0.183 | 12,694 | |
| TW | -1 | 4 | -40,595 | -7,852 | -31,812 | 40,595 | 0.87 | 0.070 | -1,304 |