| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -160,141 | 1,944,054 | -348,054 | 52,779 | 194 | 42,065,855 | 0.046 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,052,098 | 1,052,098 | -1,232,283 | 83,535 |
| 1.0000 | 891,957 | 891,957 | 884,229 | -30,756 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 26 | 54,724 | -444 | 45,603 | 73,668 | 0.73 | 0.068 | -1,872 |
| CN | 64 | -267,130 | -452,362 | -413,410 | 1,308,650 | 1.35 | 0.121 | 50,005 |
| HK | 12 | 13,552 | -1,569 | 14,916 | 28,328 | 1.10 | 0.078 | -1,606 |
| ID | 1 | 570 | 0 | 209 | 570 | 0.37 | 0.245 | 139 |
| JP | 78 | -1,412 | -116,254 | -33,549 | 454,271 | 0.78 | 0.075 | -2,217 |
| NZ | 1 | 7,415 | 0 | 3,175 | 7,415 | 0.43 | 0.143 | -1,059 |
| SG | 2 | -7,469 | -7,469 | -5,611 | 7,469 | 0.74 | 0.101 | 274 |
| TH | 6 | 1,533 | 0 | 633 | 25,607 | 0.59 | 0.193 | -11 |
| TW | 4 | 38,076 | 0 | 39,979 | 38,076 | 0.77 | 0.252 | 9,125 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 3 | -9,472 | -444 | -1,917 | 9,472 | 0.59 | 0.034 | -999 |
| 1.0000 | 23 | 64,196 | 0 | 47,520 | 64,196 | 0.75 | -0.023 | -874 | |
| CN | -1.0000 | 41 | -787,890 | -452,362 | -1,002,180 | 787,890 | 1.41 | -0.109 | 85,862 |
| 1.0000 | 23 | 520,760 | 0 | 588,771 | 520,760 | 1.24 | -0.034 | -35,857 | |
| HK | -1.0000 | 4 | -7,388 | -1,569 | -5,623 | 7,388 | 0.89 | 0.035 | -323 |
| 1.0000 | 8 | 20,940 | 0 | 20,540 | 20,940 | 1.21 | -0.019 | -1,283 | |
| ID | 1.0000 | 1 | 570 | 0 | 209 | 570 | 0.37 | 0.245 | 139 |
| JP | -1.0000 | 36 | -227,841 | -116,254 | -211,065 | 227,841 | 0.94 | -0.004 | 1,259 |
| 1.0000 | 42 | 226,429 | 0 | 177,516 | 226,429 | 0.64 | -0.020 | -3,475 | |
| NZ | 1.0000 | 1 | 7,415 | 0 | 3,175 | 7,415 | 0.43 | -0.143 | -1,059 |
| SG | -1.0000 | 2 | -7,469 | -7,469 | -5,611 | 7,469 | 0.74 | -0.099 | 274 |
| TH | -1.0000 | 2 | -12,037 | 0 | -5,885 | 12,037 | 0.54 | 0.212 | -2,538 |
| 1.0000 | 4 | 13,570 | 0 | 6,519 | 13,570 | 0.62 | 0.183 | 2,528 | |
| TW | 1.0000 | 4 | 38,076 | 0 | 39,979 | 38,076 | 0.77 | 0.100 | 9,125 |