trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 738,907 19,704,945 -1,143,513 989,500 252 251,243,272 0.078

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -9,483,019 9,483,019 -5,831,512 642,888
1 10,221,926 10,221,926 4,687,999 346,612

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 -23,878 -477,817 -418,271 2,648,337 0.36 0.098 39,056
HK 23 -926,450 -631,388 -1,710,910 939,148 1.98 0.087 15,858
ID 1 -67,715 0 1,438 67,715 -0.02 0.077 -5,197
IN 14 108,223 0 -90,641 2,123,854 0.23 0.106 327,243
JP 145 1,433,873 -2,573,242 913,777 10,672,049 0.57 0.079 413,458
NZ 1 -25,135 -25,135 635 25,135 -0.03 0.155 3,893
SG 9 -954,189 -371,661 -282,347 954,189 0.31 0.099 67,610
TH 17 782,300 -307,569 194,467 1,700,766 0.22 0.109 177,151
TW 10 411,879 -80,936 248,339 573,750 0.49 0.155 -49,573

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 21 -1,336,108 -477,817 -529,366 1,336,108 0.41 -0.105 105,349
1 11 1,312,229 0 111,095 1,312,229 0.27 -0.074 -66,293
HK -1 21 -932,799 -631,388 -1,722,108 932,799 2.04 -0.007 14,849
1 2 6,349 0 11,198 6,349 1.35 0.131 1,009
ID -1 1 -67,715 0 1,438 67,715 -0.02 0.077 -5,197
IN -1 12 -1,007,816 0 -296,382 1,007,816 0.24 0.029 6,105
1 2 1,116,039 0 205,741 1,116,039 0.19 0.235 321,138
JP -1 63 -4,619,088 -2,573,242 -2,934,237 4,619,088 0.53 -0.078 381,892
1 82 6,052,961 0 3,848,014 6,052,961 0.60 -0.036 31,566
NZ -1 1 -25,135 -25,135 635 25,135 -0.03 -0.155 3,893
SG -1 9 -954,189 -371,661 -282,347 954,189 0.31 -0.099 67,610
TH -1 8 -459,233 -307,569 -31,790 459,233 0.12 -0.135 51,711
1 9 1,241,533 0 226,257 1,241,533 0.30 -0.008 125,440
TW -1 4 -80,936 -80,936 -37,355 80,936 0.50 -0.194 16,675
1 6 492,815 0 285,693 492,815 0.48 -0.103 -66,248