| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 142,591 | 1,304,758 | 90,507 | 42,958 | 213 | 41,645,433 | 0.031 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -581,084 | 581,084 | -531,369 | 43,444 |
| 1.0000 | 723,675 | 723,675 | 621,876 | -485 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | 16,380 | -26,589 | -11,080 | 83,003 | 0.67 | 0.136 | 2,247 |
| CN | 42 | 78,481 | -155,124 | 94,480 | 388,729 | 1.12 | 0.140 | 37,352 |
| HK | 18 | 42,663 | -11,082 | 58,360 | 72,484 | 1.07 | 0.127 | 4,817 |
| ID | 4 | -10,286 | 0 | -4,376 | 10,286 | 0.39 | 0.213 | -2,148 |
| JP | 88 | -7,244 | -169,990 | -6,045 | 550,614 | 0.55 | 0.096 | -5,360 |
| KR | 10 | -10,072 | -14,670 | -18,017 | 20,032 | 0.98 | 0.200 | 679 |
| MY | 2 | -7,592 | 0 | -5,376 | 7,592 | 0.43 | 0.031 | -152 |
| NZ | 2 | -2,503 | -2,503 | -1,067 | 2,503 | 0.34 | 0.076 | 194 |
| SG | 3 | -9,041 | -2,829 | -4,282 | 9,468 | 0.53 | 0.054 | 140 |
| TH | 7 | -2,014 | 0 | -7,472 | 41,743 | 0.18 | 0.197 | 183 |
| TW | 11 | 53,821 | -10,495 | -4,618 | 118,304 | 1.22 | 0.178 | 5,007 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 9 | -33,311 | -26,589 | -29,091 | 33,311 | 1.14 | -0.192 | 6,948 |
| 1.0000 | 17 | 49,691 | 0 | 18,011 | 49,691 | 0.42 | -0.104 | -4,701 | |
| CN | -1.0000 | 17 | -155,124 | -155,124 | -190,601 | 155,124 | 1.18 | -0.189 | 27,131 |
| 1.0000 | 25 | 233,605 | 0 | 285,081 | 233,605 | 1.08 | 0.056 | 10,221 | |
| HK | -1.0000 | 3 | -14,910 | -11,082 | -15,621 | 14,910 | 0.94 | -0.150 | 2,810 |
| 1.0000 | 15 | 57,573 | 0 | 73,981 | 57,573 | 1.10 | 0.053 | 2,007 | |
| ID | -1.0000 | 4 | -10,286 | 0 | -4,376 | 10,286 | 0.39 | 0.213 | -2,148 |
| JP | -1.0000 | 57 | -278,929 | -169,990 | -196,007 | 278,929 | 0.62 | -0.087 | 19,964 |
| 1.0000 | 31 | 271,685 | 0 | 189,962 | 271,685 | 0.43 | -0.079 | -25,324 | |
| KR | -1.0000 | 8 | -15,052 | -14,670 | -18,285 | 15,052 | 1.15 | 0.025 | -898 |
| 1.0000 | 2 | 4,980 | 0 | 268 | 4,980 | 0.29 | 0.288 | 1,577 | |
| MY | -1.0000 | 2 | -7,592 | 0 | -5,376 | 7,592 | 0.43 | -0.011 | -152 |
| NZ | -1.0000 | 2 | -2,503 | -2,503 | -1,067 | 2,503 | 0.34 | -0.076 | 194 |
| SG | -1.0000 | 2 | -9,255 | -2,829 | -4,397 | 9,255 | 0.52 | -0.041 | 147 |
| 1.0000 | 1 | 213 | 0 | 114 | 213 | 0.54 | -0.032 | -7 | |
| TH | -1.0000 | 2 | -21,879 | 0 | -8,796 | 21,879 | 0.40 | 0.186 | -3,971 |
| 1.0000 | 5 | 19,864 | 0 | 1,324 | 19,864 | 0.10 | 0.201 | 4,154 | |
| TW | -1.0000 | 5 | -32,242 | -10,495 | -57,752 | 32,242 | 1.85 | 0.198 | -6,581 |
| 1.0000 | 6 | 86,062 | 0 | 53,134 | 86,062 | 0.70 | 0.161 | 11,588 |