| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -348,153 | 2,236,273 | -339,118 | 58,122 | 229 | 42,211,666 | 0.053 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,292,213 | 1,292,213 | -1,327,168 | 55,215 |
| 1.0000 | 944,060 | 944,060 | 988,049 | 2,907 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 36 | 20,874 | -20,916 | -1,472 | 114,665 | 0.76 | 0.069 | 1,693 |
| CN | 66 | -370,863 | -562,169 | -244,007 | 1,315,997 | 1.25 | 0.115 | 60,119 |
| HK | 12 | -22,540 | 0 | -49,327 | 79,742 | 1.38 | 0.116 | -4,258 |
| JP | 108 | 21,062 | -53,896 | -46,545 | 705,058 | 0.73 | 0.068 | -318 |
| NZ | 1 | 181 | 0 | 69 | 181 | 0.38 | 0.137 | -25 |
| SG | 1 | 2,080 | 0 | 421 | 2,080 | 0.20 | 0.029 | 60 |
| TH | 4 | -8,748 | 0 | -7,475 | 8,748 | 0.67 | 0.133 | -1,285 |
| TW | 1 | 9,801 | 0 | 9,218 | 9,801 | 0.94 | 0.218 | 2,135 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 12 | -46,895 | -20,916 | -29,271 | 46,895 | 0.96 | -0.080 | 498 |
| 1.0000 | 24 | 67,770 | 0 | 27,798 | 67,770 | 0.67 | 0.007 | 1,196 | |
| CN | -1.0000 | 41 | -843,430 | -562,169 | -943,390 | 843,430 | 1.19 | -0.067 | 78,390 |
| 1.0000 | 25 | 472,567 | 0 | 699,383 | 472,567 | 1.36 | -0.028 | -18,271 | |
| HK | -1.0000 | 8 | -51,141 | 0 | -75,927 | 51,141 | 1.53 | 0.102 | -7,245 |
| 1.0000 | 4 | 28,601 | 0 | 26,600 | 28,601 | 1.09 | 0.122 | 2,986 | |
| JP | -1.0000 | 45 | -341,998 | -53,896 | -271,105 | 341,998 | 0.80 | 0.032 | -15,144 |
| 1.0000 | 63 | 363,060 | 0 | 224,560 | 363,060 | 0.67 | 0.026 | 14,826 | |
| NZ | 1.0000 | 1 | 181 | 0 | 69 | 181 | 0.38 | -0.137 | -25 |
| SG | 1.0000 | 1 | 2,080 | 0 | 421 | 2,080 | 0.20 | 0.029 | 60 |
| TH | -1.0000 | 4 | -8,748 | 0 | -7,475 | 8,748 | 0.67 | 0.133 | -1,285 |
| TW | 1.0000 | 1 | 9,801 | 0 | 9,218 | 9,801 | 0.94 | 0.218 | 2,135 |