| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,262,395 | 2,432,340 | -1,314,496 | 22,722 | 145 | 54,297,784 | 0.045 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,847,368 | 1,847,368 | -1,820,989 | -7,265 |
| 1 | 584,972 | 584,972 | 506,493 | 29,986 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 29 | -39,213 | -24,877 | 9,509 | 88,341 | 0.66 | 0.074 | -2,003 |
| CN | 9 | -635,982 | -688,200 | -650,756 | 848,442 | 0.92 | 0.051 | 58,441 |
| HK | 4 | -547,685 | -685,521 | -819,865 | 823,938 | 1.09 | 0.131 | -48,787 |
| JP | 101 | -32,613 | -186,676 | 148,678 | 664,716 | 0.79 | 0.072 | 14,131 |
| NZ | 2 | -6,902 | -6,902 | -2,061 | 6,902 | 0.28 | 0.134 | 940 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 23 | -63,777 | -24,877 | -11,640 | 63,777 | 0.59 | -0.059 | -477 |
| 1 | 6 | 24,564 | 0 | 21,149 | 24,564 | 0.92 | -0.057 | -1,526 | |
| CN | -1 | 6 | -742,212 | -688,200 | -743,880 | 742,212 | 0.97 | -0.037 | 56,670 |
| 1 | 3 | 106,230 | 0 | 93,124 | 106,230 | 0.83 | 0.002 | 1,771 | |
| HK | -1 | 2 | -685,812 | -685,521 | -872,993 | 685,812 | 1.29 | 0.100 | -63,629 |
| 1 | 2 | 138,127 | 0 | 53,128 | 138,127 | 0.69 | 0.194 | 14,842 | |
| JP | -1 | 46 | -348,665 | -186,676 | -190,415 | 348,665 | 0.55 | -0.011 | -768 |
| 1 | 55 | 316,051 | 0 | 339,092 | 316,051 | 1.00 | 0.041 | 14,900 | |
| NZ | -1 | 2 | -6,902 | -6,902 | -2,061 | 6,902 | 0.28 | -0.134 | 940 |