| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -536,676 | 2,229,780 | -447,793 | 67,657 | 177 | 41,941,940 | 0.053 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,383,228 | 1,383,228 | -1,412,147 | 111,648 |
| 1 | 846,552 | 846,552 | 964,354 | -43,991 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | -23,239 | -10,710 | -12,051 | 45,727 | 0.84 | 0.077 | 92 |
| CN | 54 | -435,307 | -633,421 | -455,353 | 1,508,900 | 1.30 | 0.135 | 47,759 |
| HK | 10 | 35,577 | -3,845 | 70,269 | 94,659 | 1.20 | 0.093 | 8,068 |
| ID | 2 | 441 | 0 | 276 | 2,524 | 0.31 | 0.160 | 200 |
| JP | 76 | -160,352 | -115,007 | -124,359 | 505,821 | 0.83 | 0.074 | 1,771 |
| MY | 1 | -1,086 | 0 | -634 | 1,086 | 0.58 | 0.180 | -195 |
| NZ | 2 | -2,846 | -2,846 | -950 | 2,846 | 0.35 | 0.112 | 310 |
| SG | 1 | -914 | -914 | -657 | 914 | 0.72 | 0.185 | 169 |
| TH | 4 | 6,781 | 0 | 10,251 | 23,033 | 0.75 | 0.209 | 1,127 |
| TW | 4 | 44,269 | 0 | 65,416 | 44,269 | 1.46 | 0.187 | 8,354 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -34,483 | -10,710 | -17,838 | 34,483 | 0.73 | -0.043 | -451 |
| 1 | 10 | 11,244 | 0 | 5,786 | 11,244 | 1.00 | -0.020 | 544 | |
| CN | -1 | 27 | -972,104 | -633,421 | -1,083,361 | 972,104 | 1.38 | -0.121 | 115,149 |
| 1 | 27 | 536,797 | 0 | 628,007 | 536,797 | 1.22 | -0.096 | -67,390 | |
| HK | -1 | 5 | -29,541 | -3,845 | -27,625 | 29,541 | 1.15 | 0.031 | -2,033 |
| 1 | 5 | 65,118 | 0 | 97,894 | 65,118 | 1.25 | 0.072 | 10,101 | |
| ID | -1 | 1 | -1,042 | 0 | -267 | 1,042 | 0.26 | 0.108 | -113 |
| 1 | 1 | 1,483 | 0 | 543 | 1,483 | 0.37 | 0.211 | 313 | |
| JP | -1 | 41 | -333,086 | -115,007 | -276,563 | 333,086 | 0.81 | -0.018 | 556 |
| 1 | 35 | 172,735 | 0 | 152,204 | 172,735 | 0.85 | -0.000 | 1,215 | |
| MY | -1 | 1 | -1,086 | 0 | -634 | 1,086 | 0.58 | 0.180 | -195 |
| NZ | -1 | 2 | -2,846 | -2,846 | -950 | 2,846 | 0.35 | -0.112 | 310 |
| SG | -1 | 1 | -914 | -914 | -657 | 914 | 0.72 | -0.185 | 169 |
| TH | -1 | 2 | -8,126 | 0 | -4,252 | 8,126 | 0.54 | 0.214 | -1,744 |
| 1 | 2 | 14,907 | 0 | 14,503 | 14,907 | 0.97 | 0.203 | 2,871 | |
| TW | 1 | 4 | 44,269 | 0 | 65,416 | 44,269 | 1.46 | 0.187 | 8,354 |