| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -151,073 | 1,331,979 | 8,784 | 65,241 | 153 | 42,183,830 | 0.032 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -741,526 | 741,526 | -704,777 | 41,087 |
| 1 | 590,453 | 590,453 | 713,561 | 24,154 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 19 | 11,154 | -7,401 | -5,720 | 68,820 | 0.66 | 0.084 | 3,520 |
| CN | 32 | -205,553 | -308,056 | -94,486 | 612,915 | 1.31 | 0.094 | 35,172 |
| HK | 11 | 10,467 | -33,796 | -27,217 | 86,706 | 1.38 | 0.145 | 5,222 |
| ID | 1 | -116 | 0 | -132 | 116 | 1.13 | 0.109 | -13 |
| JP | 80 | 16,042 | -79,825 | 129,159 | 521,349 | 0.90 | 0.085 | 16,488 |
| MY | 1 | 4,971 | 0 | 1,066 | 4,971 | 0.21 | 0.199 | 990 |
| NZ | 1 | 3,198 | 0 | 1,217 | 3,198 | 0.38 | 0.171 | -547 |
| SG | 1 | -5,136 | -5,136 | -3,545 | 5,136 | 0.69 | 0.018 | -91 |
| TH | 6 | 14,975 | 0 | 8,964 | 27,694 | 0.68 | 0.234 | 4,465 |
| TW | 1 | -1,074 | -1,074 | -521 | 1,074 | 0.49 | 0.032 | 35 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 8 | -28,833 | -7,401 | -21,545 | 28,833 | 0.69 | -0.058 | 563 |
| 1 | 11 | 39,987 | 0 | 15,825 | 39,987 | 0.64 | 0.002 | 2,957 | |
| CN | -1 | 18 | -409,234 | -308,056 | -395,804 | 409,234 | 1.25 | -0.073 | 44,867 |
| 1 | 14 | 203,681 | 0 | 301,318 | 203,681 | 1.38 | -0.020 | -9,695 | |
| HK | -1 | 2 | -38,120 | -33,796 | -85,729 | 38,120 | 2.13 | -0.058 | 4,671 |
| 1 | 9 | 48,586 | 0 | 58,512 | 48,586 | 1.22 | 0.087 | 551 | |
| ID | -1 | 1 | -116 | 0 | -132 | 116 | 1.13 | 0.109 | -13 |
| JP | -1 | 39 | -252,654 | -79,825 | -193,215 | 252,654 | 0.82 | 0.020 | -7,829 |
| 1 | 41 | 268,696 | 0 | 322,374 | 268,696 | 0.98 | 0.066 | 24,317 | |
| MY | 1 | 1 | 4,971 | 0 | 1,066 | 4,971 | 0.21 | 0.199 | 990 |
| NZ | 1 | 1 | 3,198 | 0 | 1,217 | 3,198 | 0.38 | -0.171 | -547 |
| SG | -1 | 1 | -5,136 | -5,136 | -3,545 | 5,136 | 0.69 | 0.018 | -91 |
| TH | -1 | 2 | -6,359 | 0 | -4,285 | 6,359 | 0.65 | 0.190 | -1,116 |
| 1 | 4 | 21,335 | 0 | 13,249 | 21,335 | 0.69 | 0.256 | 5,581 | |
| TW | -1 | 1 | -1,074 | -1,074 | -521 | 1,074 | 0.49 | -0.032 | 35 |