| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 3,096 | 1,139,503 | 17,315 | 8,171 | 177 | 41,357,173 | 0.028 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -568,204 | 568,204 | -553,819 | 18,277 |
| 1 | 571,300 | 571,300 | 571,134 | -10,107 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 20 | -4,757 | -13,059 | -2,243 | 36,945 | 0.56 | 0.094 | 2,411 |
| CN | 45 | 61,115 | -154,902 | 41,056 | 589,768 | 1.36 | 0.081 | -14,597 |
| HK | 10 | -6,104 | -8,137 | -7,016 | 16,735 | 1.33 | 0.086 | 1,330 |
| JP | 82 | 446 | -107,906 | -8,437 | 363,689 | 0.68 | 0.073 | 9,501 |
| KR | 2 | 5,442 | 0 | 1,323 | 5,442 | 0.52 | 0.210 | 1,228 |
| NZ | 3 | -76,367 | -76,367 | -14,961 | 76,367 | 0.20 | 0.075 | 6,009 |
| SG | 5 | 14,633 | 0 | 7,094 | 14,633 | 0.49 | 0.055 | 478 |
| TH | 9 | 4,086 | 0 | -3,060 | 31,323 | 0.41 | 0.199 | 1,117 |
| TW | 1 | 4,602 | 0 | 3,560 | 4,602 | 0.77 | 0.151 | 695 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 10 | -20,851 | -13,059 | -9,502 | 20,851 | 0.58 | -0.126 | 2,340 |
| 1 | 10 | 16,094 | 0 | 7,259 | 16,094 | 0.55 | -0.035 | 70 | |
| CN | -1 | 30 | -264,326 | -154,902 | -375,883 | 264,326 | 1.33 | -0.005 | 4,576 |
| 1 | 15 | 325,441 | 0 | 416,939 | 325,441 | 1.41 | -0.055 | -19,173 | |
| HK | -1 | 8 | -11,419 | -8,137 | -15,812 | 11,419 | 1.31 | -0.042 | 337 |
| 1 | 2 | 5,316 | 0 | 8,797 | 5,316 | 1.39 | 0.186 | 993 | |
| JP | -1 | 43 | -181,621 | -107,906 | -128,939 | 181,621 | 0.67 | -0.043 | 7,866 |
| 1 | 39 | 182,068 | 0 | 120,502 | 182,068 | 0.68 | 0.020 | 1,635 | |
| KR | 1 | 2 | 5,442 | 0 | 1,323 | 5,442 | 0.52 | 0.210 | 1,228 |
| NZ | -1 | 3 | -76,367 | -76,367 | -14,961 | 76,367 | 0.20 | -0.075 | 6,009 |
| SG | 1 | 5 | 14,633 | 0 | 7,094 | 14,633 | 0.49 | 0.023 | 478 |
| TH | -1 | 5 | -13,619 | 0 | -8,721 | 13,619 | 0.51 | 0.180 | -2,850 |
| 1 | 4 | 17,704 | 0 | 5,662 | 17,704 | 0.28 | 0.222 | 3,967 | |
| TW | 1 | 1 | 4,602 | 0 | 3,560 | 4,602 | 0.77 | 0.151 | 695 |