trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 24,780 21,451,546 -2,353,715 1,221,795 454 200,733,186 0.107

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -10,713,383 10,713,383 -10,392,803 475,478
1 10,738,163 10,738,163 8,039,088 746,318

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 -5,869 -162,304 20,551 837,679 0.35 0.083 34,668
CN 232 -1,113,314 -3,024,485 -2,695,579 10,854,140 1.55 0.098 932,981
HK 11 -224,812 -48,107 -368,582 244,141 1.77 0.103 -10,078
IN 5 -199,231 0 -17,104 289,186 0.23 0.065 -6,650
JP 136 1,552,771 -867,042 865,313 7,487,878 0.54 0.060 147,955
MY 2 -67,128 0 -8,177 67,128 0.18 0.036 1,796
NZ 1 7,413 0 68 7,413 0.01 0.084 -623
SG 3 47,300 0 15,993 47,300 0.28 0.038 -1,332
TH 11 204,588 -217,631 -9,602 639,849 0.21 0.121 25,822
TW 19 -176,938 -273,647 -156,596 976,832 0.40 0.147 97,257

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 22 -421,774 -162,304 -97,077 421,774 0.39 -0.087 31,401
1 12 415,905 0 117,628 415,905 0.28 -0.035 3,267
CN -1 105 -5,983,727 -3,024,485 -8,332,588 5,983,727 1.59 -0.019 224,118
1 127 4,870,413 0 5,637,009 4,870,413 1.51 0.097 708,863
HK -1 9 -234,477 -48,107 -378,453 234,477 1.92 0.012 -11,394
1 2 9,665 0 9,871 9,665 1.09 0.117 1,316
IN -1 3 -244,209 0 -31,424 244,209 0.22 0.044 -12,570
1 2 44,978 0 14,320 44,978 0.23 0.097 5,920
JP -1 71 -2,967,553 -867,042 -1,291,942 2,967,553 0.55 -0.045 136,434
1 65 4,520,325 0 2,157,255 4,520,325 0.52 -0.012 11,522
MY -1 2 -67,128 0 -8,177 67,128 0.18 -0.036 1,796
NZ 1 1 7,413 0 68 7,413 0.01 -0.084 -623
SG 1 3 47,300 0 15,993 47,300 0.28 -0.004 -1,332
TH -1 7 -217,631 -217,631 -52,937 217,631 0.25 -0.164 38,844
1 4 422,218 0 43,335 422,218 0.13 -0.039 -13,022
TW -1 17 -576,885 -273,647 -200,206 576,885 0.43 -0.135 66,851
1 2 399,947 0 43,609 399,947 0.22 -0.023 30,407