| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -522,652 | 8,234,720 | -424,520 | -807,427 | 568 | 19,971,884 | 0.412 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -4,378,686 | 4,378,686 | -3,134,133 | -564,097 |
| 1 | 3,856,034 | 3,856,034 | 2,709,613 | -243,330 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 53 | 214,818 | 0 | 255,015 | 577,386 | 0.80 | 0.071 | -40,517 |
| CN | 91 | 25,109 | -120,114 | 90,607 | 1,235,173 | 1.14 | 0.158 | -117,098 |
| HK | 93 | -96,168 | 0 | -49,346 | 1,273,445 | 0.94 | 0.100 | -108,354 |
| ID | 4 | -26,526 | 0 | -13,280 | 26,526 | 0.58 | 0.241 | -5,791 |
| JP | 177 | 27,892 | -7,566 | -173,367 | 2,983,933 | 0.64 | 0.075 | -231,982 |
| KR | 76 | -59,690 | 0 | 164,598 | 747,378 | 1.41 | 0.169 | -110,135 |
| MY | 4 | -75,312 | 0 | -19,304 | 75,312 | 0.33 | 0.149 | -15,876 |
| NZ | 2 | 40,390 | 0 | 20,411 | 40,390 | 0.44 | 0.014 | 111 |
| PH | 4 | -20,474 | 0 | -6,071 | 20,474 | 0.29 | 0.117 | -2,279 |
| SG | 8 | -25,488 | 0 | 14,324 | 140,221 | 0.46 | 0.074 | -8,496 |
| TH | 11 | -206,270 | 0 | -47,805 | 206,270 | 0.41 | 0.185 | -44,622 |
| TW | 45 | -320,933 | 0 | -660,302 | 908,212 | 1.00 | 0.167 | -122,387 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -181,284 | 0 | -21,022 | 181,284 | 0.40 | 0.073 | -14,257 |
| 1 | 40 | 396,102 | 0 | 276,036 | 396,102 | 0.93 | -0.071 | -26,260 | |
| CN | -1 | 49 | -605,032 | -120,114 | -439,498 | 605,032 | 0.98 | -0.053 | 3,907 |
| 1 | 42 | 630,141 | 0 | 530,105 | 630,141 | 1.32 | -0.183 | -121,005 | |
| HK | -1 | 44 | -684,806 | 0 | -490,986 | 684,806 | 0.89 | 0.140 | -107,185 |
| 1 | 49 | 588,638 | 0 | 441,640 | 588,638 | 0.99 | -0.016 | -1,169 | |
| ID | -1 | 4 | -26,526 | 0 | -13,280 | 26,526 | 0.58 | 0.241 | -5,791 |
| JP | -1 | 90 | -1,478,020 | -7,566 | -865,531 | 1,478,020 | 0.78 | 0.071 | -128,236 |
| 1 | 87 | 1,505,913 | 0 | 692,164 | 1,505,913 | 0.50 | -0.066 | -103,746 | |
| KR | -1 | 38 | -403,534 | 0 | -383,761 | 403,534 | 1.12 | 0.237 | -99,522 |
| 1 | 38 | 343,844 | 0 | 548,359 | 343,844 | 1.69 | -0.047 | -10,613 | |
| MY | -1 | 4 | -75,312 | 0 | -19,304 | 75,312 | 0.33 | 0.149 | -15,876 |
| NZ | 1 | 2 | 40,390 | 0 | 20,411 | 40,390 | 0.44 | 0.008 | 111 |
| PH | -1 | 4 | -20,474 | 0 | -6,071 | 20,474 | 0.29 | 0.117 | -2,279 |
| SG | -1 | 4 | -82,854 | 0 | -22,653 | 82,854 | 0.32 | 0.085 | -6,755 |
| 1 | 4 | 57,367 | 0 | 36,978 | 57,367 | 0.61 | 0.027 | -1,741 | |
| TH | -1 | 11 | -206,270 | 0 | -47,805 | 206,270 | 0.41 | 0.185 | -44,622 |
| TW | -1 | 26 | -614,573 | 0 | -824,221 | 614,573 | 1.22 | 0.217 | -143,481 |
| 1 | 19 | 293,639 | 0 | 163,919 | 293,639 | 0.70 | 0.071 | 21,094 |