trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -317,827 14,615,828 -571,421 697,239 246 251,201,365 0.058

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -7,466,828 7,466,828 -4,185,469 540,812
1 7,149,000 7,149,000 3,614,048 156,428

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 -24,853 -286,227 -69,458 698,863 0.37 0.109 32,592
HK 19 -326,453 -299,725 -602,011 1,257,279 1.95 0.087 95,641
ID 3 49,904 0 2,325 49,904 0.07 0.093 4,627
IN 9 -938,726 0 -246,858 1,655,178 0.20 0.107 62,037
JP 159 1,008,888 -2,386,284 365,797 9,215,984 0.57 0.076 348,349
NZ 2 -22,744 -22,744 588 22,744 -0.07 0.141 3,512
SG 5 -204,015 -141,424 -68,797 204,015 0.37 0.097 16,950
TH 18 202,063 -615,453 69,861 1,432,970 0.18 0.124 119,285
TW 5 -61,891 -70,391 -22,869 78,891 0.34 0.132 14,245

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 16 -361,858 -286,227 -104,126 361,858 0.51 -0.116 51,536
1 10 337,005 0 34,668 337,005 0.16 -0.092 -18,943
HK -1 14 -791,866 -299,725 -1,121,888 791,866 2.14 0.010 30,516
1 5 465,413 0 519,877 465,413 1.42 0.088 65,125
ID 1 3 49,904 0 2,325 49,904 0.07 0.093 4,627
IN -1 7 -1,296,952 0 -287,529 1,296,952 0.22 0.060 5,941
1 2 358,226 0 40,671 358,226 0.15 0.204 56,096
JP -1 76 -4,103,548 -2,386,284 -2,565,307 4,103,548 0.61 -0.081 327,752
1 83 5,112,436 0 2,931,104 5,112,436 0.53 -0.031 20,597
NZ -1 2 -22,744 -22,744 588 22,744 -0.07 -0.141 3,512
SG -1 5 -204,015 -141,424 -68,797 204,015 0.37 -0.097 16,950
TH -1 10 -615,453 -615,453 -11,540 615,453 0.17 -0.157 90,666
1 8 817,517 0 81,401 817,517 0.19 -0.026 28,619
TW -1 3 -70,391 -70,391 -26,870 70,391 0.38 -0.185 13,938
1 2 8,500 0 4,001 8,500 0.29 0.051 307