| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -967,476 | 3,724,771 | -884,488 | 12,154 | 215 | 50,231,477 | 0.074 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,346,123 | 2,346,123 | -2,428,530 | 41,458 |
| 1 | 1,378,647 | 1,378,647 | 1,544,042 | -29,305 |
| 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 | 73 | -434,610 | -920,545 | -70,115 | 2,292,373 | 1.21 | 0.093 | 46,030 |
| HK | 18 | -506,523 | -651,146 | -774,021 | 898,809 | 1.36 | 0.155 | -60,977 |
| 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 | 8 | -21,013 | -8,229 | -3,038 | 21,013 | 0.43 | -0.080 | 1,546 |
| 1 | 19 | 31,887 | 0 | 20,500 | 31,887 | 0.83 | -0.076 | -675 | |
| CN | -1 | 35 | -1,363,491 | -920,545 | -1,347,062 | 1,363,491 | 1.04 | -0.015 | 108,681 |
| 1 | 38 | 928,882 | 0 | 1,276,946 | 928,882 | 1.37 | -0.019 | -62,651 | |
| HK | -1 | 8 | -702,666 | -651,146 | -911,634 | 702,666 | 1.38 | 0.126 | -84,638 |
| 1 | 10 | 196,143 | 0 | 137,613 | 196,143 | 1.34 | 0.181 | 23,661 | |
| ID | 1 | 3 | 5,327 | 0 | 1,472 | 5,327 | 0.28 | 0.157 | 835 |
| JP | -1 | 51 | -258,953 | -227,759 | -166,796 | 258,953 | 0.69 | -0.067 | 15,869 |
| 1 | 38 | 206,160 | 0 | 104,064 | 206,160 | 0.61 | 0.018 | 7,722 | |
| NZ | 1 | 1 | 785 | 0 | 336 | 785 | 0.43 | -0.116 | -91 |
| SG | 1 | 2 | 1,110 | 0 | 728 | 1,110 | 0.55 | -0.112 | -163 |
| TH | 1 | 2 | 8,355 | 0 | 2,383 | 8,355 | 0.31 | 0.240 | 2,058 |