| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 20,494 | 4,278,359 | 31,087 | 132,046 | 276 | 42,063,868 | 0.102 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,128,932 | 2,128,932 | -2,402,215 | 222,824 |
| 1 | 2,149,426 | 2,149,426 | 2,433,302 | -90,778 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 30 | -5,296 | -59,057 | -12,923 | 112,818 | 0.53 | 0.078 | 8,781 |
| CN | 112 | -29,503 | -1,132,180 | 152,116 | 2,411,258 | 1.31 | 0.132 | 6,497 |
| HK | 19 | -59,051 | -44,579 | -88,504 | 117,131 | 1.35 | 0.141 | 5,748 |
| JP | 104 | -62,355 | -515,609 | -173,790 | 1,361,701 | 0.82 | 0.071 | 84,330 |
| SG | 1 | 115,414 | 0 | 63,779 | 115,414 | 0.55 | 0.056 | 6,410 |
| TH | 9 | -11,379 | 0 | -260 | 87,373 | 0.59 | 0.115 | 2,940 |
| TW | 1 | 72,663 | 0 | 90,670 | 72,663 | 1.25 | 0.239 | 17,340 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 15 | -59,057 | -59,057 | -42,378 | 59,057 | 0.54 | -0.089 | 8,262 |
| 1 | 15 | 53,761 | 0 | 29,455 | 53,761 | 0.52 | 0.041 | 519 | |
| CN | -1 | 62 | -1,220,380 | -1,132,180 | -1,493,168 | 1,220,380 | 1.26 | -0.102 | 185,529 |
| 1 | 50 | 1,190,877 | 0 | 1,645,284 | 1,190,877 | 1.37 | -0.102 | -179,032 | |
| HK | -1 | 15 | -88,091 | -44,579 | -125,165 | 88,091 | 1.40 | 0.067 | -3,377 |
| 1 | 4 | 29,040 | 0 | 36,661 | 29,040 | 1.17 | 0.197 | 9,125 | |
| JP | -1 | 56 | -712,028 | -515,609 | -711,356 | 712,028 | 0.90 | -0.041 | 37,042 |
| 1 | 48 | 649,673 | 0 | 537,567 | 649,673 | 0.73 | 0.070 | 47,288 | |
| SG | 1 | 1 | 115,414 | 0 | 63,779 | 115,414 | 0.55 | 0.056 | 6,410 |
| TH | -1 | 5 | -49,376 | 0 | -30,148 | 49,376 | 0.45 | 0.096 | -4,632 |
| 1 | 4 | 37,997 | 0 | 29,888 | 37,997 | 0.76 | 0.139 | 7,572 | |
| TW | 1 | 1 | 72,663 | 0 | 90,670 | 72,663 | 1.25 | 0.239 | 17,340 |