| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 31,960 | 1,798,891 | -50,056 | 16,253 | 176 | 40,681,803 | 0.044 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -883,465 | 883,465 | -803,809 | 50,156 |
| 1 | 915,426 | 915,426 | 753,752 | -33,903 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | -6,617 | -102,046 | 28,307 | 198,167 | 0.61 | 0.103 | 4,180 |
| CN | 47 | 148,462 | -279,827 | -26,028 | 996,968 | 1.18 | 0.077 | -30,976 |
| HK | 13 | -25,842 | -54,090 | -17,355 | 134,702 | 1.23 | 0.124 | 14,726 |
| JP | 69 | -70,712 | -141,929 | -30,784 | 385,642 | 0.68 | 0.074 | 19,833 |
| KR | 9 | -9 | -14,076 | 1,108 | 28,144 | 0.41 | 0.223 | 5,432 |
| MY | 1 | -7,796 | 0 | -1,468 | 7,796 | 0.19 | 0.039 | 301 |
| NZ | 1 | -1,843 | -1,843 | -1,078 | 1,843 | 0.58 | 0.085 | 157 |
| PH | 1 | -247 | 0 | -50 | 247 | 0.20 | 0.015 | 4 |
| SG | 2 | -7,022 | -13,873 | -7,919 | 20,724 | 0.41 | 0.067 | 1,316 |
| TH | 6 | 3,585 | 0 | 5,211 | 24,659 | 0.45 | 0.146 | 1,281 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -102,392 | -102,046 | -30,345 | 102,392 | 0.38 | -0.136 | 14,563 |
| 1 | 12 | 95,775 | 0 | 58,652 | 95,775 | 0.89 | -0.045 | -10,384 | |
| CN | -1 | 29 | -424,253 | -279,827 | -495,765 | 424,253 | 1.12 | -0.019 | 12,980 |
| 1 | 18 | 572,715 | 0 | 469,736 | 572,715 | 1.28 | -0.069 | -43,956 | |
| HK | -1 | 9 | -80,272 | -54,090 | -101,939 | 80,272 | 1.09 | -0.031 | 3,912 |
| 1 | 4 | 54,430 | 0 | 84,584 | 54,430 | 1.56 | 0.196 | 10,814 | |
| JP | -1 | 34 | -228,177 | -141,929 | -155,312 | 228,177 | 0.61 | -0.075 | 15,141 |
| 1 | 35 | 157,465 | 0 | 124,528 | 157,465 | 0.74 | 0.010 | 4,692 | |
| KR | -1 | 6 | -14,076 | -14,076 | -6,641 | 14,076 | 0.38 | -0.231 | 2,581 |
| 1 | 3 | 14,067 | 0 | 7,750 | 14,067 | 0.46 | 0.207 | 2,851 | |
| MY | -1 | 1 | -7,796 | 0 | -1,468 | 7,796 | 0.19 | -0.039 | 301 |
| NZ | -1 | 1 | -1,843 | -1,843 | -1,078 | 1,843 | 0.58 | -0.085 | 157 |
| PH | -1 | 1 | -247 | 0 | -50 | 247 | 0.20 | -0.015 | 4 |
| SG | -1 | 1 | -13,873 | -13,873 | -9,069 | 13,873 | 0.65 | -0.108 | 1,493 |
| 1 | 1 | 6,851 | 0 | 1,150 | 6,851 | 0.17 | -0.026 | -177 | |
| TH | -1 | 2 | -10,537 | 0 | -2,142 | 10,537 | 0.19 | 0.103 | -976 |
| 1 | 4 | 14,122 | 0 | 7,352 | 14,122 | 0.58 | 0.168 | 2,257 |