| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 93,176 | 1,619,379 | 31,881 | 57,672 | 226 | 41,788,318 | 0.039 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -763,101 | 763,101 | -849,185 | 91,159 |
| 1 | 856,278 | 856,278 | 881,066 | -33,487 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | -10,929 | -22,496 | -15,193 | 48,510 | 0.83 | 0.071 | 2,495 |
| CN | 61 | 14,763 | -319,478 | 20,973 | 693,958 | 1.45 | 0.173 | 25,242 |
| HK | 14 | 35,628 | -4,964 | 51,608 | 77,747 | 1.21 | 0.112 | -5,505 |
| ID | 1 | -162 | 0 | -76 | 162 | 0.47 | 0.151 | -25 |
| JP | 91 | 20,542 | -102,012 | -54,885 | 500,847 | 0.60 | 0.077 | 7,498 |
| KR | 20 | -7,840 | -27,227 | 14,105 | 81,382 | 1.45 | 0.262 | 15,168 |
| MY | 1 | -44 | 0 | -8 | 44 | 0.18 | 0.054 | -2 |
| NZ | 2 | -10,047 | -10,047 | -4,548 | 10,047 | 0.39 | 0.049 | 474 |
| SG | 3 | 1,436 | 0 | 1,094 | 1,436 | 0.77 | 0.021 | -9 |
| TH | 6 | -3,827 | 0 | 110 | 47,241 | 0.31 | 0.129 | 595 |
| TW | 4 | 53,656 | -52,174 | 18,701 | 158,005 | 0.46 | 0.102 | 11,741 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 8 | -29,720 | -22,496 | -30,339 | 29,720 | 0.54 | -0.083 | 3,384 |
| 1 | 15 | 18,791 | 0 | 15,146 | 18,791 | 0.98 | -0.044 | -888 | |
| CN | -1 | 30 | -339,597 | -319,478 | -512,138 | 339,597 | 1.45 | -0.195 | 75,790 |
| 1 | 31 | 354,361 | 0 | 533,111 | 354,361 | 1.44 | -0.101 | -50,547 | |
| HK | -1 | 6 | -21,059 | -4,964 | -14,415 | 21,059 | 0.75 | -0.035 | -399 |
| 1 | 8 | 56,687 | 0 | 66,022 | 56,687 | 1.55 | -0.051 | -5,106 | |
| ID | -1 | 1 | -162 | 0 | -76 | 162 | 0.47 | 0.151 | -25 |
| JP | -1 | 48 | -240,153 | -102,012 | -199,875 | 240,153 | 0.71 | -0.051 | 8,832 |
| 1 | 43 | 260,695 | 0 | 144,990 | 260,695 | 0.49 | -0.029 | -1,335 | |
| KR | -1 | 9 | -44,611 | -27,227 | -56,613 | 44,611 | 1.22 | -0.005 | 4,668 |
| 1 | 11 | 36,771 | 0 | 70,718 | 36,771 | 1.63 | 0.097 | 10,499 | |
| MY | -1 | 1 | -44 | 0 | -8 | 44 | 0.18 | 0.054 | -2 |
| NZ | -1 | 2 | -10,047 | -10,047 | -4,548 | 10,047 | 0.39 | -0.049 | 474 |
| SG | 1 | 3 | 1,436 | 0 | 1,094 | 1,436 | 0.77 | -0.002 | -9 |
| TH | -1 | 4 | -25,534 | 0 | -6,615 | 25,534 | 0.36 | 0.112 | -2,996 |
| 1 | 2 | 21,707 | 0 | 6,724 | 21,707 | 0.22 | 0.161 | 3,591 | |
| TW | -1 | 1 | -52,174 | -52,174 | -24,559 | 52,174 | 0.47 | -0.027 | 1,434 |
| 1 | 3 | 105,830 | 0 | 43,260 | 105,830 | 0.46 | 0.127 | 10,307 |