trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,151,813 20,244,679 -1,444,804 1,234,297 335 236,083,845 0.086

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -11,198,246 11,198,246 -9,576,560 459,939
1 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 -1,538,043 -2,799,157 -1,264,853 8,339,115 1.51 0.098 465,616
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 18 -456,007 -317,212 -123,146 456,007 0.27 -0.093 47,902
1 10 378,774 0 264,380 378,774 0.63 -0.055 22,167
CN -1 81 -4,938,579 -2,799,157 -5,906,005 4,938,579 1.49 -0.025 59,789
1 61 3,400,536 0 4,641,153 3,400,536 1.53 0.102 405,827
HK -1 5 -643,767 -16,434 -381,900 643,767 1.52 -0.006 -43,342
1 6 1,208,989 0 1,398,984 1,208,989 1.81 0.146 190,264
ID 1 1 158,399 0 -2,588 158,399 -0.02 0.125 19,853
IN -1 5 -562,716 0 -88,845 562,716 0.27 0.012 -27,486
1 10 706,093 0 169,850 706,093 0.24 0.117 85,802
JP -1 76 -4,234,786 -1,907,129 -2,956,822 4,234,786 0.56 -0.104 379,241
1 53 2,962,007 0 1,642,662 2,962,007 0.58 -0.029 47,761
SG -1 1 -26,637 0 -3,244 26,637 0.12 0.009 -243
TH -1 4 -335,754 -76,818 -116,598 335,754 0.23 -0.164 44,078
1 4 231,635 0 17,316 231,635 0.09 -0.044 2,684