| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 49,962 | 2,778,900 | 618 | 56,422 | 267 | 41,972,243 | 0.066 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,364,469 | 1,364,469 | -1,520,851 | 143,225 |
| 1 | 1,414,431 | 1,414,431 | 1,521,468 | -86,803 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 21 | -16,255 | -91,088 | -38,494 | 165,921 | 0.89 | 0.092 | 10,701 |
| CN | 71 | -16,275 | -508,793 | 359,183 | 1,056,944 | 1.55 | 0.191 | 2,020 |
| HK | 21 | 32,450 | -45,847 | 138,003 | 261,320 | 1.12 | 0.102 | -17,230 |
| ID | 2 | 135 | 0 | 683 | 1,843 | 0.87 | 0.243 | 129 |
| JP | 120 | 63,257 | -217,421 | -393,370 | 1,128,110 | 0.77 | 0.078 | 32,910 |
| KR | 24 | 1,052 | -57,808 | -57,800 | 140,000 | 1.59 | 0.230 | 27,756 |
| MY | 2 | -14,730 | 0 | -8,310 | 14,730 | 0.37 | 0.018 | -503 |
| NZ | 1 | -165 | -165 | -41 | 165 | 0.25 | 0.035 | 6 |
| SG | 1 | -2,552 | 0 | -958 | 2,552 | 0.38 | 0.026 | 65 |
| TH | 4 | 3,046 | 0 | 1,722 | 7,314 | 0.30 | 0.144 | 566 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 11 | -91,088 | -91,088 | -84,513 | 91,088 | 1.10 | -0.125 | 12,251 |
| 1 | 10 | 74,833 | 0 | 46,019 | 74,833 | 0.65 | 0.003 | -1,550 | |
| CN | -1 | 36 | -536,610 | -508,793 | -521,677 | 536,610 | 1.53 | -0.181 | 100,824 |
| 1 | 35 | 520,335 | 0 | 880,860 | 520,335 | 1.57 | -0.157 | -98,804 | |
| HK | -1 | 14 | -114,435 | -45,847 | -109,078 | 114,435 | 1.15 | 0.038 | -2,873 |
| 1 | 7 | 146,885 | 0 | 247,080 | 146,885 | 1.05 | -0.010 | -14,357 | |
| ID | -1 | 1 | -854 | 0 | -484 | 854 | 0.57 | 0.190 | -163 |
| 1 | 1 | 989 | 0 | 1,167 | 989 | 1.18 | 0.295 | 291 | |
| JP | -1 | 63 | -532,427 | -217,421 | -673,411 | 532,427 | 1.08 | -0.057 | 26,450 |
| 1 | 57 | 595,683 | 0 | 280,042 | 595,683 | 0.43 | 0.003 | 6,460 | |
| KR | -1 | 15 | -69,474 | -57,808 | -122,107 | 69,474 | 1.55 | -0.083 | 7,405 |
| 1 | 9 | 70,526 | 0 | 64,307 | 70,526 | 1.65 | 0.085 | 20,351 | |
| MY | -1 | 2 | -14,730 | 0 | -8,310 | 14,730 | 0.37 | 0.018 | -503 |
| NZ | -1 | 1 | -165 | -165 | -41 | 165 | 0.25 | -0.035 | 6 |
| SG | -1 | 1 | -2,552 | 0 | -958 | 2,552 | 0.38 | -0.026 | 65 |
| TH | -1 | 2 | -2,134 | 0 | -272 | 2,134 | 0.23 | 0.131 | -238 |
| 1 | 2 | 5,180 | 0 | 1,994 | 5,180 | 0.36 | 0.157 | 805 |