| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 60,708 | 1,935,322 | 13,689 | 99,754 | 239 | 41,438,984 | 0.047 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -937,307 | 937,307 | -669,851 | 106,956 |
| 1 | 998,015 | 998,015 | 683,540 | -7,202 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 40 | -1,988 | -57,184 | -52,691 | 140,634 | 0.88 | 0.135 | 4,614 |
| CN | 47 | 33,056 | -254,479 | 43,924 | 555,246 | 1.07 | 0.139 | 67,136 |
| HK | 12 | 4,444 | -36,137 | -7,053 | 101,067 | 0.82 | 0.144 | 13,620 |
| ID | 2 | -1,875 | 0 | -730 | 1,875 | 0.43 | 0.206 | -379 |
| JP | 115 | 8,212 | -257,481 | 46,766 | 1,025,692 | 0.55 | 0.095 | 12,637 |
| KR | 11 | -4,859 | -11,188 | -14,225 | 17,517 | 1.06 | 0.189 | 229 |
| MY | 2 | -5,091 | 0 | -3,597 | 5,091 | 0.43 | 0.016 | -41 |
| NZ | 1 | -1,573 | -1,573 | -832 | 1,573 | 0.53 | 0.085 | 134 |
| SG | 2 | -11,923 | -7,940 | -8,015 | 11,923 | 0.60 | 0.056 | 692 |
| TW | 7 | 42,307 | 0 | 10,142 | 74,704 | 0.93 | 0.166 | 1,112 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 24 | -71,311 | -57,184 | -88,450 | 71,311 | 1.10 | -0.157 | 11,294 |
| 1 | 16 | 69,323 | 0 | 35,758 | 69,323 | 0.56 | -0.095 | -6,680 | |
| CN | -1 | 22 | -261,095 | -254,479 | -237,362 | 261,095 | 1.21 | -0.161 | 44,060 |
| 1 | 25 | 294,151 | 0 | 281,287 | 294,151 | 0.94 | 0.060 | 23,076 | |
| HK | -1 | 5 | -48,312 | -36,137 | -55,018 | 48,312 | 0.81 | -0.020 | 9,976 |
| 1 | 7 | 52,756 | 0 | 47,966 | 52,756 | 0.83 | -0.003 | 3,644 | |
| ID | -1 | 2 | -1,875 | 0 | -730 | 1,875 | 0.43 | 0.206 | -379 |
| JP | -1 | 61 | -508,740 | -257,481 | -235,772 | 508,740 | 0.52 | -0.089 | 45,681 |
| 1 | 54 | 516,952 | 0 | 282,538 | 516,952 | 0.58 | -0.057 | -33,044 | |
| KR | -1 | 7 | -11,188 | -11,188 | -17,419 | 11,188 | 1.41 | 0.062 | -1,404 |
| 1 | 4 | 6,329 | 0 | 3,194 | 6,329 | 0.45 | 0.257 | 1,634 | |
| MY | -1 | 2 | -5,091 | 0 | -3,597 | 5,091 | 0.43 | -0.008 | -41 |
| NZ | -1 | 1 | -1,573 | -1,573 | -832 | 1,573 | 0.53 | -0.085 | 134 |
| SG | -1 | 2 | -11,923 | -7,940 | -8,015 | 11,923 | 0.60 | -0.039 | 692 |
| TW | -1 | 3 | -16,199 | 0 | -22,655 | 16,199 | 1.32 | 0.190 | -3,056 |
| 1 | 4 | 58,505 | 0 | 32,797 | 58,505 | 0.64 | 0.149 | 4,168 |