| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,903,431 | 4,062,776 | -2,035,068 | 158,317 | 193 | 54,630,759 | 0.074 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,983,104 | 2,983,104 | -3,239,685 | 168,133 |
| 1 | 1,079,672 | 1,079,672 | 1,204,616 | -9,816 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 24 | 462 | -28,634 | -9,797 | 57,731 | 0.92 | 0.091 | 5,276 |
| CN | 64 | -1,354,923 | -1,427,115 | -1,276,353 | 2,420,430 | 1.25 | 0.118 | 151,026 |
| HK | 23 | -602,216 | -762,297 | -807,342 | 1,077,900 | 1.25 | 0.126 | -13,925 |
| JP | 73 | 65,478 | -115,373 | 55,081 | 458,670 | 0.74 | 0.085 | 15,076 |
| SG | 3 | -12,909 | -12,909 | -9,117 | 12,909 | 0.72 | 0.094 | 974 |
| TH | 3 | -17,230 | 0 | -10,266 | 17,230 | 0.72 | 0.189 | -3,406 |
| TW | 3 | 17,906 | 0 | 22,726 | 17,906 | 1.24 | 0.190 | 3,296 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -28,634 | -28,634 | -23,294 | 28,634 | 1.08 | -0.130 | 4,244 |
| 1 | 11 | 29,096 | 0 | 13,497 | 29,096 | 0.73 | 0.006 | 1,032 | |
| CN | -1 | 31 | -1,887,677 | -1,427,115 | -2,024,809 | 1,887,677 | 1.30 | -0.094 | 205,601 |
| 1 | 33 | 532,754 | 0 | 748,456 | 532,754 | 1.21 | -0.021 | -54,575 | |
| HK | -1 | 13 | -840,058 | -762,297 | -1,029,671 | 840,058 | 1.00 | 0.022 | -48,933 |
| 1 | 10 | 237,842 | 0 | 222,329 | 237,842 | 1.60 | 0.192 | 35,007 | |
| JP | -1 | 40 | -196,596 | -115,373 | -142,528 | 196,596 | 0.74 | -0.052 | 9,651 |
| 1 | 33 | 262,074 | 0 | 197,609 | 262,074 | 0.74 | 0.013 | 5,425 | |
| SG | -1 | 3 | -12,909 | -12,909 | -9,117 | 12,909 | 0.72 | -0.094 | 974 |
| TH | -1 | 3 | -17,230 | 0 | -10,266 | 17,230 | 0.72 | 0.189 | -3,406 |
| TW | 1 | 3 | 17,906 | 0 | 22,726 | 17,906 | 1.24 | 0.190 | 3,296 |