trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -165,021 13,916,404 -268,879 689,250 368 235,626,058 0.059

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -7,040,712 7,040,712 -5,429,075 373,430
1 6,875,692 6,875,692 5,160,196 315,820

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 38,142 -79,091 74,984 1,327,857 0.38 0.092 -19,913
CN 145 390,355 -833,051 355,565 3,551,078 1.55 0.096 137,503
HK 17 -656,458 -598,960 -767,409 824,323 1.52 0.081 61,756
IN 14 155,337 0 -70,763 2,184,918 0.25 0.082 280,025
JP 137 183,714 -1,687,432 266,026 5,652,598 0.56 0.071 170,676
NZ 1 -386 -386 32 386 -0.08 0.190 73
SG 1 -22,899 -22,899 -5,787 22,899 0.25 0.124 2,830
TH 10 -60,229 -19,767 -11,375 110,358 0.17 0.114 955
TW 7 -192,598 -217,292 -110,152 241,987 0.59 0.187 55,344

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -644,857 -79,091 -68,559 644,857 0.36 -0.075 30,253
1 25 683,000 0 143,543 683,000 0.39 -0.087 -50,166
CN -1 84 -1,580,362 -833,051 -2,524,341 1,580,362 1.63 -0.015 904
1 61 1,970,717 0 2,879,906 1,970,717 1.44 0.095 136,600
HK -1 11 -740,390 -598,960 -866,996 740,390 1.48 -0.009 52,611
1 6 83,933 0 99,587 83,933 1.60 0.100 9,145
IN -1 9 -1,014,790 0 -265,134 1,014,790 0.27 -0.005 27,877
1 5 1,170,127 0 194,370 1,170,127 0.22 0.164 252,148
JP -1 60 -2,734,442 -1,687,432 -1,551,205 2,734,442 0.53 -0.070 201,145
1 77 2,918,156 0 1,817,231 2,918,156 0.58 -0.033 -30,469
NZ -1 1 -386 -386 32 386 -0.08 -0.190 73
SG -1 1 -22,899 -22,899 -5,787 22,899 0.25 -0.124 2,830
TH -1 5 -85,293 -19,767 -15,439 85,293 0.08 -0.116 3,934
1 5 25,065 0 4,064 25,065 0.26 -0.089 -2,979
TW -1 5 -217,292 -217,292 -131,647 217,292 0.54 -0.214 53,803
1 2 24,695 0 21,495 24,695 0.72 0.120 1,541