trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 608,508 21,662,975 287,841 1,252,829 377 243,880,038 0.089

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -10,527,233 10,527,233 -7,755,017 528,513
1 11,135,742 11,135,742 8,042,858 724,316

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
CN 129 349,632 -816,729 384,200 6,405,816 1.51 0.079 116,370
HK 13 534,147 -87,574 696,455 1,738,408 1.93 0.101 227,501
IN 17 64,883 0 98,459 2,656,338 0.24 0.093 230,591
JP 201 -186,541 -4,150,437 -827,933 10,324,297 0.55 0.078 612,542
NZ 2 -36,225 -36,225 3,087 36,225 -0.11 0.158 6,434
SG 2 -34,831 -34,831 -10,799 34,831 0.52 0.158 5,797
TH 13 -82,556 -274,808 -55,628 467,060 0.20 0.136 53,595

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
CN -1 50 -3,028,092 -816,729 -4,084,050 3,028,092 1.52 -0.010 -72,732
1 79 3,377,724 0 4,468,250 3,377,724 1.50 0.057 189,101
HK -1 8 -602,130 -87,574 -487,089 602,130 2.16 -0.043 -2,370
1 5 1,136,278 0 1,183,544 1,136,278 1.57 0.181 229,872
IN -1 4 -1,295,728 0 -194,585 1,295,728 0.22 -0.013 8,190
1 13 1,360,610 0 293,044 1,360,610 0.24 0.113 222,401
JP -1 124 -5,255,419 -4,150,437 -2,912,597 5,255,419 0.55 -0.107 534,077
1 77 5,068,878 0 2,084,664 5,068,878 0.55 0.010 78,465
NZ -1 2 -36,225 -36,225 3,087 36,225 -0.11 -0.158 6,434
SG -1 2 -34,831 -34,831 -10,799 34,831 0.52 -0.158 5,797
TH -1 10 -274,808 -274,808 -68,983 274,808 0.24 -0.172 49,117
1 3 192,252 0 13,355 192,252 0.07 0.014 4,478