| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,138,566 | 3,869,576 | -1,359,265 | -42,528 | 244 | 50,022,968 | 0.077 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,504,071 | 2,504,071 | -2,848,701 | 16,674 |
| 1 | 1,365,505 | 1,365,505 | 1,489,436 | -59,201 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 31 | 24,952 | -1,991 | 12,712 | 93,039 | 0.62 | 0.076 | -3,588 |
| CN | 83 | -580,277 | -1,182,728 | -438,948 | 2,116,684 | 1.19 | 0.081 | 23,297 |
| HK | 24 | -605,782 | -683,268 | -942,204 | 1,025,182 | 1.24 | 0.126 | -76,161 |
| JP | 103 | 21,720 | -104,585 | 8,542 | 623,191 | 0.68 | 0.069 | 14,104 |
| KR | 1 | 1,648 | 0 | 142 | 1,648 | 0.09 | 0.247 | 407 |
| TW | 2 | -827 | 0 | 491 | 9,832 | 0.71 | 0.173 | -587 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 13 | -34,043 | -1,991 | -15,492 | 34,043 | 0.66 | -0.034 | 57 |
| 1 | 18 | 58,995 | 0 | 28,204 | 58,995 | 0.60 | -0.083 | -3,645 | |
| CN | -1 | 62 | -1,348,480 | -1,182,728 | -1,518,995 | 1,348,480 | 1.22 | -0.028 | 109,703 |
| 1 | 21 | 768,204 | 0 | 1,080,048 | 768,204 | 1.10 | -0.057 | -86,406 | |
| HK | -1 | 11 | -815,482 | -683,268 | -1,104,384 | 815,482 | 1.29 | 0.019 | -97,932 |
| 1 | 13 | 209,700 | 0 | 162,180 | 209,700 | 1.19 | 0.160 | 21,771 | |
| JP | -1 | 45 | -300,735 | -104,585 | -206,654 | 300,735 | 0.65 | -0.057 | 6,008 |
| 1 | 58 | 322,456 | 0 | 215,196 | 322,456 | 0.70 | 0.020 | 8,096 | |
| KR | 1 | 1 | 1,648 | 0 | 142 | 1,648 | 0.09 | 0.247 | 407 |
| TW | -1 | 1 | -5,330 | 0 | -3,176 | 5,330 | 0.60 | 0.218 | -1,163 |
| 1 | 1 | 4,502 | 0 | 3,667 | 4,502 | 0.81 | 0.128 | 576 |