| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -237,954 | 1,746,758 | -24,253 | 37,027 | 201 | 42,082,616 | 0.042 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -992,356 | 992,356 | -829,881 | 39,279 |
| 1.0000 | 754,402 | 754,402 | 805,628 | -2,253 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 27 | 10,874 | -8,229 | 17,462 | 52,901 | 0.71 | 0.089 | 871 |
| CN | 63 | -220,504 | -212,032 | 18,061 | 1,088,089 | 1.24 | 0.095 | 7,398 |
| HK | 14 | 8,893 | -6,848 | -1,962 | 125,080 | 1.42 | 0.158 | 2,528 |
| ID | 3 | 5,327 | 0 | 1,472 | 5,327 | 0.28 | 0.157 | 835 |
| JP | 89 | -52,793 | -227,759 | -62,733 | 465,112 | 0.65 | 0.072 | 23,591 |
| NZ | 1 | 785 | 0 | 336 | 785 | 0.43 | 0.116 | -91 |
| SG | 2 | 1,110 | 0 | 728 | 1,110 | 0.55 | 0.112 | -163 |
| TH | 2 | 8,355 | 0 | 2,383 | 8,355 | 0.31 | 0.240 | 2,058 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 8 | -21,013 | -8,229 | -3,038 | 21,013 | 0.43 | -0.080 | 1,546 |
| 1.0000 | 19 | 31,887 | 0 | 20,500 | 31,887 | 0.83 | -0.076 | -675 | |
| CN | -1.0000 | 29 | -654,297 | -212,032 | -568,773 | 654,297 | 1.05 | -0.007 | 32,463 |
| 1.0000 | 34 | 433,793 | 0 | 586,834 | 433,793 | 1.41 | -0.015 | -25,065 | |
| HK | -1.0000 | 6 | -58,093 | -6,848 | -91,273 | 58,093 | 1.41 | 0.123 | -10,598 |
| 1.0000 | 8 | 66,986 | 0 | 89,311 | 66,986 | 1.42 | 0.184 | 13,126 | |
| ID | 1.0000 | 3 | 5,327 | 0 | 1,472 | 5,327 | 0.28 | 0.157 | 835 |
| JP | -1.0000 | 51 | -258,953 | -227,759 | -166,796 | 258,953 | 0.69 | -0.067 | 15,869 |
| 1.0000 | 38 | 206,160 | 0 | 104,064 | 206,160 | 0.61 | 0.018 | 7,722 | |
| NZ | 1.0000 | 1 | 785 | 0 | 336 | 785 | 0.43 | -0.116 | -91 |
| SG | 1.0000 | 2 | 1,110 | 0 | 728 | 1,110 | 0.55 | -0.112 | -163 |
| TH | 1.0000 | 2 | 8,355 | 0 | 2,383 | 8,355 | 0.31 | 0.240 | 2,058 |