| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -547,492 | 4,089,661 | -737,721 | -19,411 | 203 | 50,265,761 | 0.081 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,318,577 | 2,318,577 | -2,814,681 | 27,527 |
| 1 | 1,771,084 | 1,771,084 | 2,076,960 | -46,938 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | -767 | -9,951 | -5,286 | 57,796 | 0.64 | 0.082 | 1,315 |
| CN | 65 | -39,708 | -1,266,939 | 152,991 | 2,626,949 | 1.26 | 0.088 | 28,500 |
| HK | 16 | -512,724 | -646,977 | -780,148 | 885,584 | 1.15 | 0.146 | -71,051 |
| JP | 94 | 11,839 | -130,340 | -102,103 | 508,692 | 0.70 | 0.071 | 20,235 |
| NZ | 1 | -7,609 | -7,609 | -3,259 | 7,609 | 0.43 | 0.129 | 978 |
| TH | 2 | 1,477 | 0 | 85 | 3,032 | 0.06 | 0.231 | 611 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 14 | -29,281 | -9,951 | -17,985 | 29,281 | 0.58 | -0.065 | 1,594 |
| 1 | 11 | 28,514 | 0 | 12,699 | 28,514 | 0.73 | -0.057 | -279 | |
| CN | -1 | 41 | -1,333,329 | -1,266,939 | -1,660,047 | 1,333,329 | 1.26 | -0.034 | 108,291 |
| 1 | 24 | 1,293,621 | 0 | 1,813,038 | 1,293,621 | 1.27 | -0.043 | -79,790 | |
| HK | -1 | 6 | -699,154 | -646,977 | -902,950 | 699,154 | 1.32 | 0.107 | -93,013 |
| 1 | 10 | 186,430 | 0 | 122,802 | 186,430 | 1.04 | 0.170 | 21,961 | |
| JP | -1 | 50 | -248,426 | -130,340 | -230,387 | 248,426 | 0.86 | -0.057 | 9,786 |
| 1 | 44 | 260,265 | 0 | 128,284 | 260,265 | 0.51 | 0.018 | 10,449 | |
| NZ | -1 | 1 | -7,609 | -7,609 | -3,259 | 7,609 | 0.43 | -0.129 | 978 |
| TH | -1 | 1 | -777 | 0 | -53 | 777 | 0.07 | 0.141 | -110 |
| 1 | 1 | 2,255 | 0 | 137 | 2,255 | 0.06 | 0.320 | 721 |