| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -461,978 | 4,310,812 | -319,665 | 148,358 | 312 | 42,000,835 | 0.103 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,386,395 | 2,386,395 | -1,948,138 | 23,141 |
| 1 | 1,924,417 | 1,924,417 | 1,628,473 | 125,216 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 34 | -11,561 | -92,312 | 27,492 | 240,201 | 0.57 | 0.080 | 3,469 |
| CN | 81 | -13,112 | -434,561 | -16,493 | 1,317,622 | 1.21 | 0.098 | 54,585 |
| HK | 21 | -79,227 | -46,089 | -39,016 | 304,436 | 1.58 | 0.158 | -9,769 |
| JP | 156 | -361,503 | -967,854 | -275,675 | 2,212,346 | 0.67 | 0.047 | 97,289 |
| KR | 3 | -49,014 | 0 | -27,974 | 49,014 | 0.74 | 0.046 | 534 |
| TH | 11 | 78,021 | 0 | 20,157 | 98,425 | 0.47 | 0.077 | 5,646 |
| TW | 6 | -25,582 | -15,345 | -8,156 | 88,769 | 0.99 | 0.045 | -3,397 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 10 | -125,881 | -92,312 | -20,545 | 125,881 | 0.53 | -0.071 | 9,710 |
| 1 | 24 | 114,320 | 0 | 48,037 | 114,320 | 0.58 | -0.061 | -6,241 | |
| CN | -1 | 45 | -665,367 | -434,561 | -744,058 | 665,367 | 1.31 | -0.021 | 22,042 |
| 1 | 36 | 652,255 | 0 | 727,565 | 652,255 | 1.09 | 0.043 | 32,543 | |
| HK | -1 | 11 | -191,831 | -46,089 | -232,074 | 191,831 | 1.37 | 0.121 | -31,117 |
| 1 | 10 | 112,604 | 0 | 193,058 | 112,604 | 1.81 | 0.157 | 21,349 | |
| JP | -1 | 98 | -1,286,924 | -967,854 | -865,364 | 1,286,924 | 0.70 | -0.025 | 23,381 |
| 1 | 58 | 925,421 | 0 | 589,689 | 925,421 | 0.63 | 0.027 | 73,907 | |
| KR | -1 | 3 | -49,014 | 0 | -27,974 | 49,014 | 0.74 | -0.021 | 534 |
| TH | -1 | 3 | -10,202 | 0 | -9,490 | 10,202 | 0.73 | 0.026 | -345 |
| 1 | 8 | 88,223 | 0 | 29,648 | 88,223 | 0.37 | 0.089 | 5,991 | |
| TW | -1 | 4 | -57,176 | -15,345 | -48,634 | 57,176 | 0.89 | 0.018 | -1,063 |
| 1 | 2 | 31,594 | 0 | 40,477 | 31,594 | 1.20 | -0.077 | -2,333 |