| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -383,878 | 2,021,400 | -179,882 | 81,325 | 195 | 41,985,779 | 0.048 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1 | -1,202,639 | 1,202,639 | -968,701 | 77,641 |
| 1 | 818,761 | 818,761 | 788,819 | 3,684 |
| 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 | 49 | -412,837 | -629,581 | -128,356 | 1,227,250 | 1.13 | 0.093 | 39,162 |
| HK | 16 | -19,751 | -20,189 | -23,147 | 103,419 | 1.36 | 0.121 | 3,487 |
| ID | 8 | 44,804 | 0 | 15,828 | 44,804 | 0.38 | 0.202 | 9,002 |
| JP | 92 | 39,065 | -158,379 | 10,505 | 512,680 | 0.70 | 0.072 | 27,082 |
| 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 | 29 | -820,043 | -629,581 | -638,815 | 820,043 | 1.15 | -0.060 | 74,442 |
| 1 | 20 | 407,206 | 0 | 510,459 | 407,206 | 1.10 | -0.056 | -35,280 | |
| HK | -1 | 10 | -61,585 | -20,189 | -80,454 | 61,585 | 1.29 | 0.019 | -6,837 |
| 1 | 6 | 41,834 | 0 | 57,307 | 41,834 | 1.48 | 0.221 | 10,324 | |
| ID | 1 | 8 | 44,804 | 0 | 15,828 | 44,804 | 0.38 | 0.202 | 9,002 |
| JP | -1 | 47 | -236,808 | -158,379 | -178,782 | 236,808 | 0.67 | -0.024 | 6,957 |
| 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 |