| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,047,595 | 4,729,424 | -386,565 | 9,464 | 305 | 41,467,610 | 0.114 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,888,510 | 2,888,510 | -2,072,852 | -35,456 |
| 1.0000 | 1,840,915 | 1,840,915 | 1,686,287 | 44,920 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 33 | 71,946 | -60,768 | 66,182 | 207,332 | 0.68 | 0.079 | 17,084 |
| CN | 74 | -189,668 | -918,327 | -320,967 | 1,926,092 | 1.16 | 0.118 | 26,327 |
| HK | 14 | -46,788 | -121,372 | 20,975 | 205,725 | 1.16 | 0.112 | 8,800 |
| ID | 1 | -550 | 0 | -321 | 550 | 0.58 | 0.099 | -55 |
| JP | 143 | -27,667 | -674,073 | 172,113 | 1,374,133 | 0.70 | 0.079 | 97,224 |
| KR | 1 | -6,895 | 0 | 372 | 6,895 | -0.05 | 0.197 | 1,357 |
| MY | 4 | 10,151 | 0 | 3,215 | 10,151 | 0.32 | 0.204 | 2,198 |
| NZ | 1 | -3,199 | -3,199 | -1,384 | 3,199 | 0.43 | 0.176 | 562 |
| PH | 2 | 7,413 | 0 | 3,722 | 7,413 | 0.44 | 0.325 | 2,603 |
| SG | 2 | 3,842 | 0 | 4,239 | 3,842 | 0.76 | 0.036 | -131 |
| TH | 29 | -883,191 | 0 | -348,743 | 967,081 | 0.50 | 0.169 | -150,977 |
| TW | 1 | 17,012 | 0 | 14,032 | 17,012 | 0.82 | 0.263 | 4,471 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 17 | -67,693 | -60,768 | -35,737 | 67,693 | 0.52 | -0.051 | 3,488 |
| 1.0000 | 16 | 139,639 | 0 | 101,918 | 139,639 | 0.84 | 0.059 | 13,597 | |
| CN | -1.0000 | 35 | -1,057,880 | -918,327 | -1,133,783 | 1,057,880 | 1.18 | -0.079 | 92,975 |
| 1.0000 | 39 | 868,212 | 0 | 812,815 | 868,212 | 1.15 | -0.022 | -66,648 | |
| HK | -1.0000 | 11 | -126,257 | -121,372 | -133,963 | 126,257 | 0.97 | -0.032 | -429 |
| 1.0000 | 3 | 79,468 | 0 | 154,938 | 79,468 | 1.85 | -0.032 | 9,230 | |
| ID | -1.0000 | 1 | -550 | 0 | -321 | 550 | 0.58 | 0.099 | -55 |
| JP | -1.0000 | 71 | -700,900 | -674,073 | -376,449 | 700,900 | 0.58 | -0.031 | 22,894 |
| 1.0000 | 72 | 673,233 | 0 | 548,562 | 673,233 | 0.81 | 0.103 | 74,330 | |
| KR | -1.0000 | 1 | -6,895 | 0 | 372 | 6,895 | -0.05 | -0.197 | 1,357 |
| MY | 1.0000 | 4 | 10,151 | 0 | 3,215 | 10,151 | 0.32 | 0.204 | 2,198 |
| NZ | -1.0000 | 1 | -3,199 | -3,199 | -1,384 | 3,199 | 0.43 | -0.176 | 562 |
| PH | 1.0000 | 2 | 7,413 | 0 | 3,722 | 7,413 | 0.44 | 0.325 | 2,603 |
| SG | 1.0000 | 2 | 3,842 | 0 | 4,239 | 3,842 | 0.76 | -0.036 | -131 |
| TH | -1.0000 | 28 | -925,136 | 0 | -391,589 | 925,136 | 0.49 | 0.171 | -156,248 |
| 1.0000 | 1 | 41,945 | 0 | 42,846 | 41,945 | 1.02 | 0.126 | 5,271 | |
| TW | 1.0000 | 1 | 17,012 | 0 | 14,032 | 17,012 | 0.82 | 0.263 | 4,471 |