| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 204,276 | 2,121,288 | 101,806 | 15,184 | 190 | 42,044,351 | 0.050 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -958,506 | 958,506 | -1,258,088 | 37,624 |
| 1 | 1,162,782 | 1,162,782 | 1,359,893 | -22,440 |
| 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 | 55 | 217,830 | -530,363 | 254,138 | 1,409,998 | 1.31 | 0.090 | -10,273 |
| HK | 12 | 407 | -5,523 | -12,110 | 115,261 | 1.16 | 0.148 | 1,516 |
| JP | 95 | -7,063 | -149,241 | -131,762 | 527,593 | 0.71 | 0.071 | 21,035 |
| 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 | 35 | -596,084 | -530,363 | -890,539 | 596,084 | 1.31 | -0.031 | 35,251 |
| 1 | 20 | 813,914 | 0 | 1,144,677 | 813,914 | 1.32 | -0.043 | -45,524 | |
| HK | -1 | 4 | -57,427 | -5,523 | -86,206 | 57,427 | 1.34 | 0.091 | -10,676 |
| 1 | 8 | 57,834 | 0 | 74,096 | 57,834 | 1.08 | 0.174 | 12,193 | |
| JP | -1 | 51 | -267,328 | -149,241 | -260,046 | 267,328 | 0.87 | -0.057 | 10,586 |
| 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 |