trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -546,491 12,978,487 -711,698 635,532 314 249,428,887 0.052

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -6,762,489 6,762,489 -6,403,252 313,100
1.0 6,215,998 6,215,998 5,691,554 322,432

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 52,921 -4,019 187,213 801,885 0.49 0.114 -4,349
CN 106 -222,419 -1,415,758 -883,685 4,824,660 1.61 0.112 304,391
HK 11 -202,128 0 -11,604 397,825 1.86 0.069 10,531
ID 1 483 0 -43 483 -0.09 0.141 68
IN 6 -298,415 0 -10,495 470,346 0.22 0.126 -28,656
JP 132 305,630 -1,698,622 44,482 5,732,640 0.50 0.073 324,332
NZ 1 3,914 0 -99 3,914 -0.03 0.190 -745
SG 3 61,846 -1,046 10,961 63,938 0.21 0.105 -4,816
TH 17 -256,711 -227,802 -89,027 545,355 0.16 0.132 39,229
TW 5 8,388 -3,838 40,599 137,442 0.78 0.108 -4,453

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 5 -374,482 -4,019 -44,734 374,482 0.35 -0.147 34,441
1.0 27 427,403 0 231,947 427,403 0.51 -0.105 -38,790
CN -1.0 51 -2,523,540 -1,415,758 -4,292,990 2,523,540 1.71 0.003 33,344
1.0 55 2,301,121 0 3,409,306 2,301,121 1.52 0.102 271,047
HK -1.0 3 -299,976 0 -206,615 299,976 0.67 0.039 -5,334
1.0 8 97,848 0 195,012 97,848 2.31 0.081 15,865
ID 1.0 1 483 0 -43 483 -0.09 0.141 68
IN -1.0 3 -384,381 0 -34,211 384,381 0.15 0.127 -39,098
1.0 3 85,966 0 23,717 85,966 0.28 0.125 10,443
JP -1.0 65 -2,713,505 -1,698,622 -1,684,773 2,713,505 0.48 -0.080 241,542
1.0 67 3,019,135 0 1,729,255 3,019,135 0.51 -0.031 82,790
NZ 1.0 1 3,914 0 -99 3,914 -0.03 -0.190 -745
SG -1.0 1 -1,046 -1,046 -262 1,046 0.25 -0.153 160
1.0 2 62,892 0 11,223 62,892 0.19 -0.080 -4,977
TH -1.0 14 -401,033 -227,802 -106,560 401,033 0.15 -0.135 44,739
1.0 3 144,322 0 17,533 144,322 0.20 -0.096 -5,510
TW -1.0 2 -64,527 -3,838 -33,105 64,527 0.21 -0.139 3,305
1.0 3 72,915 0 73,704 72,915 1.16 -0.088 -7,758