| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -44,906 | 3,501,687 | 121,344 | 192,649 | 258 | 42,122,521 | 0.083 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,773,296 | 1,773,296 | -1,852,092 | 118,846 |
| 1 | 1,728,390 | 1,728,390 | 1,973,436 | 73,804 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | 51,155 | -19,670 | -44,125 | 254,107 | 0.63 | 0.080 | 4,206 |
| CN | 96 | 106,307 | -685,374 | 117,740 | 1,894,561 | 1.31 | 0.140 | 156,870 |
| HK | 19 | 28,607 | -19,391 | 20,225 | 156,110 | 1.34 | 0.175 | 13,523 |
| JP | 103 | -151,513 | -222,518 | 52,892 | 1,051,347 | 0.80 | 0.082 | 19,546 |
| NZ | 1 | 2,463 | 0 | 1,292 | 2,463 | 0.52 | 0.069 | -169 |
| SG | 2 | -17,022 | -17,022 | -20,448 | 17,022 | 1.08 | 0.115 | 998 |
| TH | 12 | -64,904 | -1,136 | -6,231 | 126,077 | 0.46 | 0.156 | -2,324 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -101,476 | -19,670 | -86,076 | 101,476 | 0.71 | -0.011 | -384 |
| 1 | 12 | 152,631 | 0 | 41,951 | 152,631 | 0.55 | 0.035 | 4,590 | |
| CN | -1 | 41 | -894,127 | -685,374 | -1,178,634 | 894,127 | 1.30 | -0.126 | 149,020 |
| 1 | 55 | 1,000,434 | 0 | 1,296,374 | 1,000,434 | 1.32 | -0.009 | 7,850 | |
| HK | -1 | 9 | -63,752 | -19,391 | -90,012 | 63,752 | 1.27 | 0.070 | -7,900 |
| 1 | 10 | 92,359 | 0 | 110,237 | 92,359 | 1.40 | 0.216 | 21,423 | |
| JP | -1 | 58 | -601,430 | -222,518 | -451,515 | 601,430 | 0.71 | 0.000 | -12,952 |
| 1 | 45 | 449,917 | 0 | 504,406 | 449,917 | 0.91 | 0.047 | 32,498 | |
| NZ | 1 | 1 | 2,463 | 0 | 1,292 | 2,463 | 0.52 | -0.069 | -169 |
| SG | -1 | 2 | -17,022 | -17,022 | -20,448 | 17,022 | 1.08 | 0.041 | 998 |
| TH | -1 | 7 | -95,491 | -1,136 | -25,407 | 95,491 | 0.29 | 0.099 | -9,935 |
| 1 | 5 | 30,587 | 0 | 19,176 | 30,587 | 0.69 | 0.235 | 7,611 |