| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -10,552 | 1,578,942 | -12,993 | 33,663 | 150 | 42,147,488 | 0.037 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -794,747 | 794,747 | -1,019,099 | 58,438 |
| 1 | 784,195 | 784,195 | 1,006,106 | -24,775 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | 45,028 | -23,704 | -5,367 | 235,585 | 0.61 | 0.067 | 1,302 |
| CN | 76 | -8,378 | -342,018 | 39,857 | 1,004,958 | 1.40 | 0.117 | 18,624 |
| HK | 21 | -75,954 | -63,848 | -76,009 | 200,059 | 1.36 | 0.153 | 3,417 |
| NZ | 1 | 2,890 | 0 | 1,516 | 2,890 | 0.52 | 0.062 | -178 |
| SG | 1 | -3,203 | 0 | -1,269 | 3,203 | 0.40 | 0.012 | -40 |
| TH | 10 | -23,013 | 0 | -4,817 | 80,169 | 0.58 | 0.142 | 3,495 |
| TW | 5 | 52,078 | 0 | 33,096 | 52,078 | 0.80 | 0.136 | 7,042 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -95,279 | -23,704 | -66,493 | 95,279 | 0.70 | -0.009 | 3 |
| 1 | 23 | 140,307 | 0 | 61,126 | 140,307 | 0.56 | -0.004 | 1,300 | |
| CN | -1 | 38 | -506,668 | -342,018 | -763,653 | 506,668 | 1.36 | -0.066 | 70,929 |
| 1 | 38 | 498,290 | 0 | 803,511 | 498,290 | 1.44 | -0.071 | -52,305 | |
| HK | -1 | 13 | -138,007 | -63,848 | -161,186 | 138,007 | 1.26 | 0.069 | -7,097 |
| 1 | 8 | 62,053 | 0 | 85,177 | 62,053 | 1.50 | 0.154 | 10,514 | |
| NZ | 1 | 1 | 2,890 | 0 | 1,516 | 2,890 | 0.52 | -0.062 | -178 |
| SG | -1 | 1 | -3,203 | 0 | -1,269 | 3,203 | 0.40 | 0.012 | -40 |
| TH | -1 | 7 | -51,591 | 0 | -26,498 | 51,591 | 0.46 | 0.114 | -5,358 |
| 1 | 3 | 28,578 | 0 | 21,681 | 28,578 | 0.88 | 0.208 | 8,853 | |
| TW | 1 | 5 | 52,078 | 0 | 33,096 | 52,078 | 0.80 | 0.136 | 7,042 |