| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -101,987 | 1,399,273 | -123,653 | 55,889 | 167 | 42,136,631 | 0.033 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -750,630 | 750,630 | -771,254 | 50,552 |
| 1 | 648,643 | 648,643 | 647,601 | 5,337 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | 5,021 | -14,276 | 2,273 | 48,887 | 0.78 | 0.091 | 3,255 |
| CN | 48 | 35,484 | -323,904 | -39,876 | 807,603 | 1.28 | 0.128 | 54,075 |
| HK | 6 | 9,838 | 0 | -3,096 | 36,114 | 1.08 | 0.128 | 2,008 |
| JP | 78 | -132,887 | -147,728 | -69,646 | 477,977 | 0.68 | 0.070 | -4,973 |
| MY | 2 | -9,403 | 0 | -5,441 | 9,403 | 0.44 | 0.101 | 597 |
| NZ | 1 | -2,665 | -2,665 | -1,014 | 2,665 | 0.38 | 0.132 | 353 |
| SG | 3 | -9,388 | -9,388 | -7,135 | 9,388 | 0.86 | 0.049 | -33 |
| TH | 2 | 120 | 0 | -177 | 801 | 0.51 | 0.244 | 78 |
| TW | 2 | 1,894 | -2,269 | 459 | 6,433 | 0.72 | 0.079 | 530 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 10 | -21,933 | -14,276 | -14,377 | 21,933 | 0.85 | -0.099 | 1,585 |
| 1 | 15 | 26,954 | 0 | 16,651 | 26,954 | 0.74 | -0.012 | 1,670 | |
| CN | -1 | 21 | -386,060 | -323,904 | -525,014 | 386,060 | 1.36 | -0.112 | 54,863 |
| 1 | 27 | 421,544 | 0 | 485,137 | 421,544 | 1.22 | 0.050 | -789 | |
| HK | -1 | 2 | -13,138 | 0 | -24,316 | 13,138 | 1.30 | 0.089 | -1,384 |
| 1 | 4 | 22,976 | 0 | 21,220 | 22,976 | 0.98 | 0.148 | 3,392 | |
| JP | -1 | 50 | -305,432 | -147,728 | -191,734 | 305,432 | 0.69 | 0.007 | -5,517 |
| 1 | 28 | 172,545 | 0 | 122,088 | 172,545 | 0.65 | 0.046 | 544 | |
| MY | -1 | 2 | -9,403 | 0 | -5,441 | 9,403 | 0.44 | 0.019 | 597 |
| NZ | -1 | 1 | -2,665 | -2,665 | -1,014 | 2,665 | 0.38 | -0.132 | 353 |
| SG | -1 | 3 | -9,388 | -9,388 | -7,135 | 9,388 | 0.86 | -0.017 | -33 |
| TH | -1 | 1 | -341 | 0 | -274 | 341 | 0.80 | 0.183 | -62 |
| 1 | 1 | 460 | 0 | 97 | 460 | 0.21 | 0.305 | 140 | |
| TW | -1 | 1 | -2,269 | -2,269 | -1,949 | 2,269 | 0.86 | -0.066 | 150 |
| 1 | 1 | 4,164 | 0 | 2,408 | 4,164 | 0.58 | 0.091 | 380 |