| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -71,511 | 3,702,421 | -87,993 | 310,281 | 212 | 42,944,557 | 0.086 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,886,966 | 1,886,966 | -2,330,486 | 225,249 |
| 1 | 1,815,455 | 1,815,455 | 2,242,492 | 85,033 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 56 | -61,181 | -123,838 | 38,223 | 428,229 | 0.62 | 0.083 | 10,484 |
| CN | 111 | -19,863 | -1,116,967 | -288,774 | 2,596,194 | 1.36 | 0.135 | 227,807 |
| HK | 39 | 92,030 | -97,545 | 223,685 | 552,652 | 1.52 | 0.194 | 68,883 |
| MY | 1 | 1,762 | 0 | 659 | 1,762 | 0.37 | 0.162 | 285 |
| NZ | 1 | -448 | -448 | -156 | 448 | 0.35 | 0.087 | 39 |
| SG | 1 | -31,383 | 0 | -7,364 | 31,383 | 0.23 | 0.062 | -1,946 |
| TW | 3 | -52,428 | -35,382 | -54,267 | 91,755 | 0.85 | 0.047 | 4,730 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 29 | -244,705 | -123,838 | -90,927 | 244,705 | 0.54 | -0.035 | 2,589 |
| 1 | 27 | 183,524 | 0 | 129,150 | 183,524 | 0.71 | 0.045 | 7,895 | |
| CN | -1 | 53 | -1,308,028 | -1,116,967 | -1,904,582 | 1,308,028 | 1.33 | -0.095 | 223,905 |
| 1 | 58 | 1,288,165 | 0 | 1,615,808 | 1,288,165 | 1.39 | 0.033 | 3,901 | |
| HK | -1 | 10 | -230,311 | -97,545 | -259,881 | 230,311 | 1.07 | 0.014 | -3,662 |
| 1 | 29 | 322,341 | 0 | 483,566 | 322,341 | 1.68 | 0.225 | 72,545 | |
| MY | 1 | 1 | 1,762 | 0 | 659 | 1,762 | 0.37 | 0.162 | 285 |
| NZ | -1 | 1 | -448 | -448 | -156 | 448 | 0.35 | -0.087 | 39 |
| SG | -1 | 1 | -31,383 | 0 | -7,364 | 31,383 | 0.23 | 0.062 | -1,946 |
| TW | -1 | 2 | -72,091 | -35,382 | -67,576 | 72,091 | 0.94 | -0.061 | 4,323 |
| 1 | 1 | 19,664 | 0 | 13,309 | 19,664 | 0.68 | 0.021 | 406 |