| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -16,197 | 3,778,694 | 13,823 | 200,776 | 258 | 42,052,831 | 0.090 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,897,446 | 1,897,446 | -2,203,943 | 197,952 |
| 1 | 1,881,249 | 1,881,249 | 2,217,766 | 2,824 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 39 | -159,068 | -115,457 | -136,383 | 387,419 | 0.55 | 0.081 | 14,708 |
| CN | 91 | 18,362 | -940,807 | -95,963 | 2,346,725 | 1.44 | 0.143 | 139,739 |
| HK | 26 | -81,146 | -54,365 | -8,240 | 196,342 | 1.41 | 0.138 | 11,143 |
| JP | 81 | 164,501 | -108,810 | 173,045 | 592,540 | 0.82 | 0.082 | 24,161 |
| NZ | 1 | -1,084 | -1,084 | -430 | 1,084 | 0.40 | 0.102 | 111 |
| TH | 13 | -83,249 | 0 | -31,297 | 129,096 | 0.33 | 0.083 | -7,624 |
| TW | 7 | 125,488 | 0 | 113,092 | 125,488 | 0.98 | 0.134 | 18,538 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -273,244 | -115,457 | -189,433 | 273,244 | 0.43 | -0.080 | 14,482 |
| 1 | 22 | 114,175 | 0 | 53,050 | 114,175 | 0.64 | -0.007 | 226 | |
| CN | -1 | 38 | -1,164,182 | -940,807 | -1,665,732 | 1,164,182 | 1.45 | -0.151 | 201,174 |
| 1 | 53 | 1,182,544 | 0 | 1,569,769 | 1,182,544 | 1.43 | -0.023 | -61,435 | |
| HK | -1 | 18 | -138,744 | -54,365 | -132,017 | 138,744 | 1.19 | 0.052 | -4,579 |
| 1 | 8 | 57,598 | 0 | 123,777 | 57,598 | 1.88 | 0.203 | 15,722 | |
| JP | -1 | 34 | -214,020 | -108,810 | -178,019 | 214,020 | 0.79 | -0.001 | -5,149 |
| 1 | 47 | 378,520 | 0 | 351,064 | 378,520 | 0.85 | 0.056 | 29,310 | |
| NZ | -1 | 1 | -1,084 | -1,084 | -430 | 1,084 | 0.40 | -0.102 | 111 |
| TH | -1 | 12 | -106,173 | 0 | -38,312 | 106,173 | 0.33 | 0.084 | -8,087 |
| 1 | 1 | 22,923 | 0 | 7,014 | 22,923 | 0.31 | 0.020 | 462 | |
| TW | 1 | 7 | 125,488 | 0 | 113,092 | 125,488 | 0.98 | 0.115 | 18,538 |