| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,341,886 | 4,048,711 | -1,650,185 | 107,754 | 220 | 54,475,952 | 0.074 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,695,299 | 2,695,299 | -3,043,898 | 70,568 |
| 1 | 1,353,413 | 1,353,413 | 1,393,713 | 37,186 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | -4,050 | -25,436 | -9,067 | 67,125 | 0.81 | 0.091 | 4,366 |
| CN | 71 | -799,159 | -1,308,397 | -833,117 | 2,187,204 | 1.19 | 0.103 | 101,496 |
| HK | 13 | -540,539 | -719,196 | -819,046 | 924,873 | 0.96 | 0.107 | -27,165 |
| JP | 98 | 101,512 | -131,754 | 127,798 | 769,859 | 0.73 | 0.080 | 26,337 |
| MY | 1 | -26,137 | 0 | -15,926 | 26,137 | 0.61 | 0.102 | 2,672 |
| TH | 2 | -5,250 | 0 | -1,574 | 5,250 | 0.33 | 0.242 | -1,364 |
| TW | 4 | -68,263 | -15,375 | -99,252 | 68,263 | 1.03 | 0.094 | 1,410 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -35,588 | -25,436 | -30,096 | 35,588 | 0.93 | -0.126 | 3,371 |
| 1 | 18 | 31,538 | 0 | 21,030 | 31,538 | 0.73 | 0.017 | 995 | |
| CN | -1 | 41 | -1,493,182 | -1,308,397 | -1,757,916 | 1,493,182 | 1.20 | -0.051 | 114,812 |
| 1 | 30 | 694,023 | 0 | 924,799 | 694,023 | 1.19 | -0.031 | -13,316 | |
| HK | -1 | 7 | -732,706 | -719,196 | -926,925 | 732,706 | 0.96 | 0.060 | -43,319 |
| 1 | 6 | 192,167 | 0 | 107,879 | 192,167 | 0.97 | 0.106 | 16,154 | |
| JP | -1 | 38 | -334,174 | -131,754 | -212,208 | 334,174 | 0.65 | -0.002 | -7,015 |
| 1 | 60 | 435,686 | 0 | 340,006 | 435,686 | 0.78 | 0.069 | 33,353 | |
| MY | -1 | 1 | -26,137 | 0 | -15,926 | 26,137 | 0.61 | -0.102 | 2,672 |
| TH | -1 | 2 | -5,250 | 0 | -1,574 | 5,250 | 0.33 | 0.242 | -1,364 |
| TW | -1 | 4 | -68,263 | -15,375 | -99,252 | 68,263 | 1.03 | -0.088 | 1,410 |