| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -58,696 | 3,602,304 | 20,575 | 134,651 | 247 | 42,120,698 | 0.086 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,830,500 | 1,830,500 | -1,986,454 | 145,329 |
| 1.0000 | 1,771,804 | 1,771,804 | 2,007,028 | -10,678 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | 33,614 | -51,784 | 46,335 | 141,197 | 0.63 | 0.083 | 11,362 |
| CN | 82 | 49,340 | -753,363 | -28,147 | 1,926,555 | 1.41 | 0.135 | 69,752 |
| HK | 14 | -20,074 | -20,947 | -21,027 | 93,665 | 1.56 | 0.135 | 5,525 |
| JP | 115 | -86,879 | -311,423 | 52,184 | 1,371,919 | 0.80 | 0.075 | 49,649 |
| NZ | 2 | 492 | -506 | 316 | 1,503 | 0.47 | 0.121 | -20 |
| SG | 2 | -15,752 | -15,752 | -18,698 | 15,752 | 0.96 | 0.015 | 310 |
| TH | 7 | -19,437 | 0 | -10,389 | 51,713 | 0.34 | 0.204 | -1,926 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 11 | -53,791 | -51,784 | -12,405 | 53,791 | 0.64 | -0.040 | 7,150 |
| 1.0000 | 14 | 87,406 | 0 | 58,740 | 87,406 | 0.62 | 0.005 | 4,212 | |
| CN | -1.0000 | 43 | -938,608 | -753,363 | -1,312,020 | 938,608 | 1.46 | -0.107 | 135,445 |
| 1.0000 | 39 | 987,947 | 0 | 1,283,873 | 987,947 | 1.34 | -0.087 | -65,693 | |
| HK | -1.0000 | 8 | -56,869 | -20,947 | -91,105 | 56,869 | 1.48 | 0.034 | -3,137 |
| 1.0000 | 6 | 36,796 | 0 | 70,078 | 36,796 | 1.67 | 0.161 | 8,662 | |
| JP | -1.0000 | 57 | -729,399 | -311,423 | -539,204 | 729,399 | 0.76 | -0.012 | 10,674 |
| 1.0000 | 58 | 642,520 | 0 | 591,388 | 642,520 | 0.84 | 0.041 | 38,974 | |
| NZ | -1.0000 | 1 | -506 | -506 | -207 | 506 | 0.41 | -0.147 | 74 |
| 1.0000 | 1 | 997 | 0 | 523 | 997 | 0.52 | -0.095 | -95 | |
| SG | -1.0000 | 2 | -15,752 | -15,752 | -18,698 | 15,752 | 0.96 | -0.007 | 310 |
| TH | -1.0000 | 5 | -35,575 | 0 | -12,815 | 35,575 | 0.38 | 0.202 | -5,187 |
| 1.0000 | 2 | 16,138 | 0 | 2,426 | 16,138 | 0.25 | 0.209 | 3,261 |