| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -149,343 | 2,079,893 | -289,291 | 36,346 | 203 | 42,166,799 | 0.049 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,114,618 | 1,114,618 | -1,271,566 | 54,064 |
| 1 | 965,275 | 965,275 | 982,275 | -17,718 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 28 | 10,817 | -25,325 | 4,142 | 80,610 | 0.73 | 0.076 | 2,749 |
| CN | 68 | -170,687 | -477,302 | -449,037 | 1,181,606 | 1.36 | 0.117 | 26,267 |
| HK | 11 | -23,601 | -48,299 | -995 | 80,615 | 1.39 | 0.083 | 6,685 |
| JP | 85 | 30,408 | -84,011 | 134,643 | 637,913 | 0.85 | 0.081 | 402 |
| MY | 2 | -8,137 | 0 | -3,920 | 8,137 | 0.45 | 0.086 | -26 |
| NZ | 1 | 21,892 | 0 | 9,376 | 21,892 | 0.43 | 0.140 | -3,071 |
| SG | 3 | -17,982 | -17,982 | -12,536 | 17,982 | 0.68 | 0.058 | 678 |
| TH | 3 | -13,900 | 0 | -2,754 | 29,290 | 0.22 | 0.113 | -1,392 |
| TW | 2 | 21,848 | 0 | 31,789 | 21,848 | 1.52 | 0.189 | 4,054 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 8 | -34,897 | -25,325 | -20,122 | 34,897 | 0.77 | -0.095 | 3,632 |
| 1 | 20 | 45,713 | 0 | 24,264 | 45,713 | 0.72 | -0.038 | -884 | |
| CN | -1 | 36 | -676,146 | -477,302 | -983,023 | 676,146 | 1.44 | -0.091 | 67,665 |
| 1 | 32 | 505,459 | 0 | 533,986 | 505,459 | 1.27 | -0.038 | -41,398 | |
| HK | -1 | 7 | -52,108 | -48,299 | -52,819 | 52,108 | 1.15 | -0.010 | 2,765 |
| 1 | 4 | 28,507 | 0 | 51,824 | 28,507 | 1.81 | 0.103 | 3,920 | |
| JP | -1 | 31 | -303,752 | -84,011 | -193,907 | 303,752 | 0.62 | 0.030 | -18,133 |
| 1 | 54 | 334,160 | 0 | 328,550 | 334,160 | 0.98 | 0.033 | 18,534 | |
| MY | -1 | 2 | -8,137 | 0 | -3,920 | 8,137 | 0.45 | 0.026 | -26 |
| NZ | 1 | 1 | 21,892 | 0 | 9,376 | 21,892 | 0.43 | -0.140 | -3,071 |
| SG | -1 | 3 | -17,982 | -17,982 | -12,536 | 17,982 | 0.68 | -0.058 | 678 |
| TH | -1 | 2 | -21,595 | 0 | -5,240 | 21,595 | 0.17 | 0.097 | -2,516 |
| 1 | 1 | 7,695 | 0 | 2,486 | 7,695 | 0.32 | 0.146 | 1,125 | |
| TW | 1 | 2 | 21,848 | 0 | 31,789 | 21,848 | 1.52 | 0.189 | 4,054 |