trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -4,156,472 22,249,337 -3,976,989 1,402,153 335 238,088,504 0.093

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -13,202,905 13,202,905 -12,108,746 627,796
1.0 9,046,433 9,046,433 8,131,757 774,358

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 -77,233 -317,212 141,234 834,781 0.40 0.095 70,069
CN 142 -3,542,701 -4,803,816 -3,797,038 10,343,774 1.51 0.098 633,473
HK 11 565,222 -16,434 1,017,084 1,852,756 1.68 0.118 146,922
ID 1 158,399 0 -2,588 158,399 -0.02 0.125 19,853
IN 15 143,377 0 81,005 1,268,810 0.25 0.090 58,316
JP 129 -1,272,779 -1,907,129 -1,314,160 7,196,792 0.57 0.091 427,001
SG 1 -26,637 0 -3,244 26,637 0.12 0.009 -243
TH 8 -104,119 -76,818 -99,282 567,389 0.16 0.121 46,762

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 18 -456,007 -317,212 -123,146 456,007 0.27 -0.093 47,902
1.0 10 378,774 0 264,380 378,774 0.63 -0.055 22,167
CN -1.0 81 -6,943,237 -4,803,816 -8,438,191 6,943,237 1.49 -0.025 227,646
1.0 61 3,400,536 0 4,641,153 3,400,536 1.53 0.102 405,827
HK -1.0 5 -643,767 -16,434 -381,900 643,767 1.52 -0.006 -43,342
1.0 6 1,208,989 0 1,398,984 1,208,989 1.81 0.146 190,264
ID 1.0 1 158,399 0 -2,588 158,399 -0.02 0.125 19,853
IN -1.0 5 -562,716 0 -88,845 562,716 0.27 0.012 -27,486
1.0 10 706,093 0 169,850 706,093 0.24 0.117 85,802
JP -1.0 76 -4,234,786 -1,907,129 -2,956,822 4,234,786 0.56 -0.104 379,241
1.0 53 2,962,007 0 1,642,662 2,962,007 0.58 -0.029 47,761
SG -1.0 1 -26,637 0 -3,244 26,637 0.12 0.009 -243
TH -1.0 4 -335,754 -76,818 -116,598 335,754 0.23 -0.164 44,078
1.0 4 231,635 0 17,316 231,635 0.09 -0.044 2,684