| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -203,905 | 425,745 | -43,495 | -25,567 | 22 | 41,622,530 | 0.010 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -314,825 | 314,825 | -285,110 | -7,470 |
| 1 | 110,920 | 110,920 | 241,615 | -18,098 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| CN | 22 | -203,905 | 0 | -43,495 | 425,745 | 1.13 | 0.085 | -25,567 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| CN | -1 | 18 | -314,825 | 0 | -285,110 | 314,825 | 0.94 | 0.039 | -7,470 |
| 1 | 4 | 110,920 | 0 | 241,615 | 110,920 | 2.00 | -0.164 | -18,098 |