| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,150,530 | 4,043,809 | -1,076,163 | 36,762 | 206 | 50,108,974 | 0.081 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -2,597,169 | 2,597,169 | -2,636,787 | 81,112 |
| 1 | 1,446,639 | 1,446,639 | 1,560,624 | -44,350 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | -14,756 | -39,121 | -20,896 | 90,306 | 0.69 | 0.082 | 4,571 |
| CN | 57 | -616,046 | -1,342,643 | -158,026 | 2,448,324 | 1.10 | 0.089 | 60,283 |
| HK | 20 | -599,601 | -718,684 | -917,424 | 921,160 | 1.33 | 0.122 | -62,063 |
| ID | 8 | 44,804 | 0 | 15,828 | 44,804 | 0.38 | 0.202 | 9,002 |
| JP | 91 | 55,472 | -141,971 | 38,172 | 496,273 | 0.69 | 0.072 | 26,948 |
| NZ | 2 | -6,085 | -6,085 | -3,044 | 6,085 | 0.43 | 0.064 | 400 |
| SG | 2 | 11,269 | 0 | 5,788 | 11,269 | 0.54 | 0.067 | -309 |
| TW | 1 | -25,588 | 0 | -36,561 | 25,588 | 1.43 | 0.081 | -2,070 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1 | 14 | -52,531 | -39,121 | -31,045 | 52,531 | 0.83 | -0.081 | 4,749 |
| 1 | 11 | 37,775 | 0 | 10,149 | 37,775 | 0.52 | -0.049 | -178 | |
| CN | -1 | 33 | -1,532,185 | -1,342,643 | -1,393,846 | 1,532,185 | 1.11 | -0.054 | 151,955 |
| 1 | 24 | 916,139 | 0 | 1,235,820 | 916,139 | 1.08 | -0.057 | -91,672 | |
| HK | -1 | 12 | -760,380 | -718,684 | -1,021,175 | 760,380 | 1.30 | 0.036 | -80,745 |
| 1 | 8 | 160,780 | 0 | 103,751 | 160,780 | 1.37 | 0.208 | 18,682 | |
| ID | 1 | 8 | 44,804 | 0 | 15,828 | 44,804 | 0.38 | 0.202 | 9,002 |
| JP | -1 | 46 | -220,400 | -141,971 | -151,116 | 220,400 | 0.64 | -0.025 | 6,823 |
| 1 | 45 | 275,872 | 0 | 189,287 | 275,872 | 0.74 | 0.061 | 20,125 | |
| NZ | -1 | 2 | -6,085 | -6,085 | -3,044 | 6,085 | 0.43 | -0.064 | 400 |
| SG | 1 | 2 | 11,269 | 0 | 5,788 | 11,269 | 0.54 | -0.033 | -309 |
| TW | -1 | 1 | -25,588 | 0 | -36,561 | 25,588 | 1.43 | 0.081 | -2,070 |