| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -684,695 | 3,690,033 | -785,693 | -24,031 | 209 | 50,083,626 | 0.074 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,187,364 | 2,187,364 | -2,451,091 | 43,024 |
| 1 | 1,502,669 | 1,502,669 | 1,665,397 | -67,054 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | 9,465 | -41,175 | -5,084 | 117,009 | 0.61 | 0.090 | -2,291 |
| CN | 59 | -140,568 | -972,591 | 74,894 | 2,158,794 | 1.18 | 0.092 | 31,896 |
| HK | 21 | -495,273 | -710,329 | -746,063 | 941,167 | 1.05 | 0.104 | -67,472 |
| ID | 11 | 67,248 | 0 | 24,353 | 67,248 | 0.38 | 0.214 | 14,480 |
| JP | 77 | -70,021 | -92,072 | -65,312 | 340,543 | 0.63 | 0.064 | 5,405 |
| KR | 2 | 1,898 | 0 | -968 | 4,739 | 0.48 | 0.181 | 550 |
| NZ | 1 | -260 | -260 | -72 | 260 | 0.27 | 0.055 | 14 |
| SG | 1 | 288 | 0 | 239 | 288 | 0.83 | 0.110 | -32 |
| TH | 6 | -15,151 | 0 | -9,022 | 17,665 | 0.32 | 0.202 | -3,426 |
| TW | 2 | -42,320 | -2,529 | -58,658 | 42,320 | 1.07 | 0.047 | -3,156 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 14 | -53,772 | -41,175 | -41,219 | 53,772 | 0.74 | -0.082 | 3,493 |
| 1 | 15 | 63,237 | 0 | 36,136 | 63,237 | 0.49 | -0.076 | -5,784 | |
| CN | -1 | 33 | -1,149,681 | -972,591 | -1,267,118 | 1,149,681 | 1.13 | -0.052 | 119,478 |
| 1 | 26 | 1,009,113 | 0 | 1,342,012 | 1,009,113 | 1.23 | -0.045 | -87,582 | |
| HK | -1 | 12 | -718,220 | -710,329 | -926,482 | 718,220 | 0.90 | 0.033 | -77,671 |
| 1 | 9 | 222,947 | 0 | 180,419 | 222,947 | 1.27 | 0.149 | 10,199 | |
| ID | 1 | 11 | 67,248 | 0 | 24,353 | 67,248 | 0.38 | 0.214 | 14,480 |
| JP | -1 | 46 | -205,282 | -92,072 | -146,654 | 205,282 | 0.65 | -0.024 | 4,722 |
| 1 | 31 | 135,261 | 0 | 81,342 | 135,261 | 0.60 | 0.008 | 684 | |
| KR | -1 | 1 | -1,420 | 0 | -1,253 | 1,420 | 0.88 | 0.137 | -195 |
| 1 | 1 | 3,319 | 0 | 285 | 3,319 | 0.09 | 0.224 | 745 | |
| NZ | -1 | 1 | -260 | -260 | -72 | 260 | 0.27 | -0.055 | 14 |
| SG | 1 | 1 | 288 | 0 | 239 | 288 | 0.83 | -0.110 | -32 |
| TH | -1 | 4 | -16,408 | 0 | -9,634 | 16,408 | 0.28 | 0.200 | -3,663 |
| 1 | 2 | 1,257 | 0 | 612 | 1,257 | 0.42 | 0.207 | 237 | |
| TW | -1 | 2 | -42,320 | -2,529 | -58,658 | 42,320 | 1.07 | 0.047 | -3,156 |