| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -398,748 | 2,093,602 | -234,515 | 81,792 | 181 | 41,952,816 | 0.050 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,246,175 | 1,246,175 | -1,305,075 | 107,283 |
| 1 | 847,427 | 847,427 | 1,070,560 | -25,491 |
| 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 | 56 | -424,261 | -398,678 | -325,306 | 1,292,928 | 1.31 | 0.123 | 43,659 |
| HK | 19 | -28,195 | -54,756 | 42,164 | 236,229 | 1.27 | 0.126 | 16,917 |
| 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 | 26 | -858,594 | -398,678 | -990,875 | 858,594 | 1.37 | -0.101 | 100,280 |
| 1 | 30 | 434,333 | 0 | 665,570 | 434,333 | 1.25 | -0.023 | -56,621 | |
| HK | -1 | 11 | -132,212 | -54,756 | -128,995 | 132,212 | 0.95 | 0.008 | -4,461 |
| 1 | 8 | 104,017 | 0 | 171,159 | 104,017 | 1.71 | 0.193 | 21,378 | |
| 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 |