| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 359,690 | 2,149,569 | 283,694 | -20,385 | 199 | 39,678,304 | 0.054 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -894,939 | 894,939 | -1,015,176 | -863 |
| 1.0000 | 1,254,630 | 1,254,630 | 1,298,869 | -19,521 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | 18,123 | -8,968 | -12,526 | 106,243 | 0.61 | 0.087 | -2,340 |
| CN | 29 | 83,921 | -256,725 | 196,383 | 833,549 | 1.32 | 0.054 | -2,851 |
| HK | 33 | 174,815 | -124,456 | 125,028 | 540,752 | 1.37 | 0.077 | -42,769 |
| JP | 68 | 24,673 | -147,759 | 2,927 | 442,837 | 0.71 | 0.077 | 415 |
| KR | 24 | -7,621 | -50,973 | -48,909 | 96,272 | 0.85 | 0.179 | 10,230 |
| MY | 1 | -1,162 | 0 | 215 | 1,162 | -0.19 | 0.015 | -17 |
| NZ | 1 | 3,822 | 0 | 694 | 3,822 | 0.18 | 0.079 | -303 |
| SG | 3 | -16,407 | 0 | -6,510 | 16,407 | 0.43 | 0.025 | -536 |
| TH | 4 | -8,722 | 0 | -7,778 | 20,278 | 0.57 | 0.144 | -1,286 |
| TW | 6 | 88,248 | 0 | 34,169 | 88,248 | 0.47 | 0.184 | 19,072 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 13 | -44,060 | -8,968 | -37,749 | 44,060 | 0.79 | -0.052 | -230 |
| 1.0000 | 17 | 62,183 | 0 | 25,223 | 62,183 | 0.47 | -0.087 | -2,110 | |
| CN | -1.0000 | 25 | -374,814 | -256,725 | -486,500 | 374,814 | 1.29 | -0.015 | 2,113 |
| 1.0000 | 4 | 458,735 | 0 | 682,883 | 458,735 | 1.50 | -0.012 | -4,964 | |
| HK | -1.0000 | 28 | -182,968 | -124,456 | -272,154 | 182,968 | 1.40 | 0.012 | -9,050 |
| 1.0000 | 5 | 357,783 | 0 | 397,182 | 357,783 | 1.21 | -0.018 | -33,719 | |
| JP | -1.0000 | 42 | -209,082 | -147,759 | -137,598 | 209,082 | 0.75 | -0.050 | 11,206 |
| 1.0000 | 26 | 233,755 | 0 | 140,525 | 233,755 | 0.65 | 0.006 | -10,791 | |
| KR | -1.0000 | 13 | -51,946 | -50,973 | -64,331 | 51,946 | 1.21 | 0.055 | -2,182 |
| 1.0000 | 11 | 44,326 | 0 | 15,422 | 44,326 | 0.43 | 0.250 | 12,412 | |
| MY | -1.0000 | 1 | -1,162 | 0 | 215 | 1,162 | -0.19 | 0.015 | -17 |
| NZ | 1.0000 | 1 | 3,822 | 0 | 694 | 3,822 | 0.18 | -0.079 | -303 |
| SG | -1.0000 | 3 | -16,407 | 0 | -6,510 | 16,407 | 0.43 | 0.025 | -536 |
| TH | -1.0000 | 2 | -14,500 | 0 | -10,549 | 14,500 | 0.69 | 0.144 | -2,168 |
| 1.0000 | 2 | 5,778 | 0 | 2,771 | 5,778 | 0.44 | 0.144 | 882 | |
| TW | 1.0000 | 6 | 88,248 | 0 | 34,169 | 88,248 | 0.47 | 0.184 | 19,072 |