| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -208,985 | 2,117,372 | 19,459 | 15,673 | 214 | 42,028,923 | 0.050 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,163,179 | 1,163,179 | -1,080,995 | 51,060 |
| 1 | 954,194 | 954,194 | 1,100,455 | -35,386 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 22 | 18,075 | -12,870 | 15,763 | 70,203 | 0.71 | 0.071 | -282 |
| CN | 57 | -278,656 | -336,660 | 74,471 | 1,129,266 | 1.34 | 0.116 | -16,484 |
| HK | 13 | 11,373 | -23,616 | 15,188 | 89,786 | 1.13 | 0.124 | 7,564 |
| ID | 1 | 1,621 | 0 | 416 | 1,621 | 0.26 | 0.143 | 232 |
| JP | 114 | 1,733 | -172,756 | -97,613 | 784,496 | 0.83 | 0.067 | 19,676 |
| MY | 1 | -367 | 0 | -214 | 367 | 0.58 | 0.136 | -50 |
| NZ | 1 | 1,910 | 0 | 818 | 1,910 | 0.43 | 0.094 | -180 |
| SG | 1 | -1,149 | -1,149 | -826 | 1,149 | 0.72 | 0.171 | 196 |
| TH | 2 | -112 | 0 | -548 | 1,986 | 0.32 | 0.228 | 120 |
| TW | 2 | 36,588 | 0 | 12,004 | 36,588 | 0.62 | 0.109 | 4,881 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 8 | -26,064 | -12,870 | -11,218 | 26,064 | 0.59 | -0.080 | 1,481 |
| 1 | 14 | 44,139 | 0 | 26,981 | 44,139 | 0.78 | -0.032 | -1,762 | |
| CN | -1 | 35 | -703,961 | -336,660 | -632,215 | 703,961 | 1.20 | -0.062 | 49,533 |
| 1 | 22 | 425,305 | 0 | 706,686 | 425,305 | 1.57 | -0.098 | -66,018 | |
| HK | -1 | 7 | -39,206 | -23,616 | -40,203 | 39,206 | 1.07 | 0.028 | -1,371 |
| 1 | 6 | 50,579 | 0 | 55,390 | 50,579 | 1.20 | 0.140 | 8,935 | |
| ID | 1 | 1 | 1,621 | 0 | 416 | 1,621 | 0.26 | 0.143 | 232 |
| JP | -1 | 67 | -391,382 | -172,756 | -395,715 | 391,382 | 0.90 | -0.020 | 1,432 |
| 1 | 47 | 393,115 | 0 | 298,102 | 393,115 | 0.72 | 0.007 | 18,244 | |
| MY | -1 | 1 | -367 | 0 | -214 | 367 | 0.58 | 0.136 | -50 |
| NZ | 1 | 1 | 1,910 | 0 | 818 | 1,910 | 0.43 | -0.094 | -180 |
| SG | -1 | 1 | -1,149 | -1,149 | -826 | 1,149 | 0.72 | -0.171 | 196 |
| TH | -1 | 1 | -1,049 | 0 | -605 | 1,049 | 0.58 | 0.154 | -162 |
| 1 | 1 | 937 | 0 | 57 | 937 | 0.06 | 0.301 | 282 | |
| TW | 1 | 2 | 36,588 | 0 | 12,004 | 36,588 | 0.62 | 0.109 | 4,881 |