trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -265,491 15,096,328 -1,769,564 1,103,470 336 248,654,469 0.061

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -7,680,909 7,680,909 -8,351,886 357,538
1 7,415,419 7,415,419 6,582,322 745,932

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 -125,178 -155,271 -43,167 944,310 0.42 0.110 16,656
CN 139 -86,422 -2,324,022 -832,427 6,805,953 1.64 0.113 684,946
HK 12 -313,254 -17,453 -281,770 539,961 1.48 0.104 10,347
ID 1 4,333 0 277 4,333 0.06 0.138 599
IN 4 455,588 0 76,763 455,588 0.20 0.195 78,698
JP 124 -822,366 -1,905,108 -670,071 4,596,258 0.53 0.085 276,057
NZ 1 -2,702 -2,702 68 2,702 -0.03 0.185 499
SG 4 113,955 -12,950 14,647 139,855 0.34 0.169 -4,937
TH 20 483,812 -137,034 -67,282 1,580,625 0.18 0.102 39,614
TW 2 26,743 0 33,398 26,743 1.20 0.075 991

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 17 -534,744 -155,271 -120,851 534,744 0.52 -0.125 33,424
1 12 409,566 0 77,684 409,566 0.27 -0.066 -16,768
CN -1 76 -3,446,188 -2,324,022 -5,955,420 3,446,188 1.77 -0.023 36,966
1 63 3,359,765 0 5,122,993 3,359,765 1.49 0.150 647,979
HK -1 6 -426,607 -17,453 -436,904 426,607 1.45 0.022 -15,708
1 6 113,354 0 155,133 113,354 1.51 0.156 26,055
ID 1 1 4,333 0 277 4,333 0.06 0.138 599
IN 1 4 455,588 0 76,763 455,588 0.20 0.195 78,698
JP -1 77 -2,709,312 -1,905,108 -1,711,005 2,709,312 0.53 -0.096 245,630
1 47 1,886,946 0 1,040,934 1,886,946 0.52 -0.037 30,427
NZ -1 1 -2,702 -2,702 68 2,702 -0.03 -0.185 499
SG -1 2 -12,950 -12,950 -6,365 12,950 0.48 -0.268 3,485
1 2 126,905 0 21,012 126,905 0.19 -0.070 -8,422
TH -1 10 -548,406 -137,034 -121,410 548,406 0.18 -0.148 53,242
1 10 1,032,218 0 54,128 1,032,218 0.19 -0.044 -13,627
TW 1 2 26,743 0 33,398 26,743 1.20 0.043 991