| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 6,794 | 3,141,956 | 58,015 | 87,563 | 263 | 42,087,419 | 0.075 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,567,581 | 1,567,581 | -1,634,877 | 116,265 |
| 1 | 1,574,375 | 1,574,375 | 1,692,892 | -28,702 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 32 | -490 | -33,627 | -5,572 | 125,371 | 0.65 | 0.074 | 446 |
| CN | 89 | 51,570 | -531,081 | 80,367 | 1,496,767 | 1.36 | 0.127 | 23,848 |
| HK | 17 | 7,165 | -33,838 | 28,494 | 126,365 | 1.41 | 0.149 | 10,020 |
| JP | 108 | -42,470 | -309,924 | -85,024 | 1,224,913 | 0.75 | 0.072 | 44,947 |
| NZ | 2 | 4,058 | 0 | 1,267 | 4,058 | 0.37 | 0.049 | -183 |
| TH | 11 | -44,377 | 0 | 273 | 133,143 | 0.55 | 0.140 | 4,240 |
| TW | 4 | 31,337 | 0 | 38,210 | 31,337 | 1.22 | 0.130 | 4,245 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 17 | -62,930 | -33,627 | -38,146 | 62,930 | 0.61 | -0.015 | 1,602 |
| 1 | 15 | 62,441 | 0 | 32,575 | 62,441 | 0.70 | -0.024 | -1,155 | |
| CN | -1 | 54 | -722,599 | -531,081 | -974,728 | 722,599 | 1.35 | -0.079 | 108,806 |
| 1 | 35 | 774,169 | 0 | 1,055,095 | 774,169 | 1.36 | -0.102 | -84,958 | |
| HK | -1 | 11 | -59,600 | -33,838 | -80,104 | 59,600 | 1.35 | 0.031 | -1,096 |
| 1 | 6 | 66,765 | 0 | 108,597 | 66,765 | 1.54 | 0.169 | 11,116 | |
| JP | -1 | 55 | -633,692 | -309,924 | -508,142 | 633,692 | 0.79 | -0.010 | 16,407 |
| 1 | 53 | 591,222 | 0 | 423,117 | 591,222 | 0.70 | 0.036 | 28,541 | |
| NZ | 1 | 2 | 4,058 | 0 | 1,267 | 4,058 | 0.37 | -0.049 | -183 |
| TH | -1 | 8 | -88,760 | 0 | -33,758 | 88,760 | 0.41 | 0.096 | -9,453 |
| 1 | 3 | 44,383 | 0 | 34,031 | 44,383 | 0.92 | 0.229 | 13,693 | |
| TW | 1 | 4 | 31,337 | 0 | 38,210 | 31,337 | 1.22 | 0.130 | 4,245 |