| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 183,439 | 1,790,056 | 368,852 | 91,527 | 216 | 41,831,869 | 0.043 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -803,309 | 803,309 | -590,352 | 34,336 |
| 1 | 986,747 | 986,747 | 959,204 | 57,191 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 8,597 | -93,665 | 54,140 | 195,927 | 1.03 | 0.087 | 13,187 |
| HK | 23 | 26,498 | -74,257 | 125,047 | 231,365 | 0.79 | 0.099 | -20,209 |
| ID | 4 | -10,334 | 0 | -5,657 | 10,334 | 0.45 | 0.173 | -1,777 |
| JP | 131 | 26,281 | -369,837 | -112,266 | 1,057,172 | 0.75 | 0.073 | 54,416 |
| MY | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.054 | -2 |
| NZ | 2 | -755 | -755 | -286 | 755 | 0.44 | 0.032 | 26 |
| SG | 2 | 3,023 | -4,674 | 3,937 | 12,371 | 0.72 | 0.054 | 651 |
| TH | 7 | -730 | 0 | 5,534 | 48,158 | 0.38 | 0.181 | 1,884 |
| TW | 15 | 130,902 | -31,675 | 298,411 | 233,929 | 1.14 | 0.145 | 43,352 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 12 | -93,665 | -93,665 | -41,265 | 93,665 | 0.72 | -0.110 | 11,827 |
| 1 | 19 | 102,262 | 0 | 95,405 | 102,262 | 1.22 | -0.017 | 1,359 | |
| HK | -1 | 18 | -102,433 | -74,257 | -69,000 | 102,433 | 0.68 | -0.017 | 2,170 |
| 1 | 5 | 128,932 | 0 | 194,047 | 128,932 | 1.20 | -0.184 | -22,380 | |
| ID | -1 | 4 | -10,334 | 0 | -5,657 | 10,334 | 0.45 | 0.173 | -1,777 |
| JP | -1 | 59 | -515,445 | -369,837 | -397,974 | 515,445 | 0.94 | -0.047 | 24,032 |
| 1 | 72 | 541,727 | 0 | 285,708 | 541,727 | 0.60 | 0.053 | 30,384 | |
| MY | -1 | 1 | -44 | 0 | -7 | 44 | 0.16 | 0.054 | -2 |
| NZ | -1 | 2 | -755 | -755 | -286 | 755 | 0.44 | -0.032 | 26 |
| SG | -1 | 1 | -4,674 | -4,674 | -2,694 | 4,674 | 0.58 | -0.057 | 268 |
| 1 | 1 | 7,697 | 0 | 6,631 | 7,697 | 0.86 | 0.050 | 384 | |
| TH | -1 | 3 | -24,444 | 0 | -7,141 | 24,444 | 0.31 | 0.138 | -2,929 |
| 1 | 4 | 23,714 | 0 | 12,674 | 23,714 | 0.44 | 0.213 | 4,813 | |
| TW | -1 | 8 | -51,514 | -31,675 | -66,328 | 51,514 | 1.29 | -0.003 | 721 |
| 1 | 7 | 182,416 | 0 | 364,739 | 182,416 | 0.98 | 0.203 | 42,631 |