trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 4,232 21,076,697 344,174 1,306,449 416 217,707,381 0.097

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -10,536,232 10,536,232 -7,370,998 853,060
1 10,540,465 10,540,465 7,715,171 453,388

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 48 78,834 -1,156,736 753,329 5,620,483 0.38 0.090 425,296
CN 186 -295,299 -2,443,688 275,855 6,732,120 1.59 0.099 576,663
HK 11 -381,147 -722,289 -794,524 1,087,264 1.69 0.131 104,369
IN 14 416,360 0 -11,588 1,556,394 0.29 0.072 138,873
JP 124 689,312 -693,644 233,996 5,094,201 0.57 0.074 -38,821
NZ 1 -14,965 -14,965 1,229 14,965 -0.08 0.156 2,329
SG 6 -385,599 -114,856 -113,059 385,599 0.34 0.084 22,368
TH 15 -169,442 -280,176 -23,733 390,910 0.24 0.146 53,521
TW 11 66,180 -64,291 22,670 194,761 0.61 0.165 21,851

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 16 -2,770,825 -1,156,736 -270,712 2,770,825 0.40 -0.121 411,496
1 32 2,849,658 0 1,024,041 2,849,658 0.37 -0.048 13,800
CN -1 70 -3,513,710 -2,443,688 -4,168,394 3,513,710 1.54 -0.051 212,655
1 116 3,218,410 0 4,444,249 3,218,410 1.63 0.102 364,008
HK -1 6 -734,205 -722,289 -1,138,361 734,205 1.55 -0.038 32,630
1 5 353,058 0 343,837 353,058 1.87 0.135 71,739
IN -1 8 -570,017 0 -217,231 570,017 0.35 0.022 -2,570
1 6 986,377 0 205,642 986,377 0.20 0.127 141,443
JP -1 56 -2,202,445 -693,644 -1,358,098 2,202,445 0.61 -0.084 117,848
1 68 2,891,757 0 1,592,094 2,891,757 0.55 -0.051 -156,669
NZ -1 1 -14,965 -14,965 1,229 14,965 -0.08 -0.156 2,329
SG -1 6 -385,599 -114,856 -113,059 385,599 0.34 -0.084 22,368
TH -1 14 -280,176 -280,176 -63,314 280,176 0.23 -0.150 44,587
1 1 110,734 0 39,581 110,734 0.36 0.081 8,934
TW -1 9 -64,291 -64,291 -43,058 64,291 0.66 -0.179 11,718
1 2 130,470 0 65,728 130,470 0.41 -0.020 10,132