trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -620,391 13,402,742 -1,978,166 796,076 316 248,807,724 0.054

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -7,011,566 7,011,566 -5,303,513 495,659
1 6,391,175 6,391,175 3,325,347 300,417

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 40 -86,297 -659,601 -10,520 3,074,767 0.39 0.120 254,273
CN 112 -760,678 -1,383,541 -1,846,825 3,137,346 1.61 0.093 193,650
HK 3 85,069 -9,579 182,645 104,228 1.55 0.140 11,260
ID 1 48,622 0 -5,677 48,622 -0.12 0.106 5,166
IN 6 -149,642 0 -35,106 149,642 0.20 0.068 -6,717
JP 135 35,482 -1,666,531 -247,126 5,318,155 0.51 0.072 228,005
NZ 1 -3,838 -3,838 97 3,838 -0.03 0.176 676
SG 2 -32,853 -45,327 -4,495 57,801 0.48 0.222 9,154
TH 16 243,744 -163,211 -11,158 1,508,343 0.11 0.102 100,609

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 28 -1,580,532 -659,601 -174,805 1,580,532 0.45 -0.141 195,091
1 12 1,494,235 0 164,285 1,494,235 0.27 -0.015 59,182
CN -1 87 -1,949,012 -1,383,541 -3,300,453 1,949,012 1.66 -0.004 31,573
1 25 1,188,334 0 1,453,628 1,188,334 1.44 0.121 162,077
HK -1 1 -9,579 -9,579 -6,624 9,579 0.69 -0.174 1,671
1 2 94,648 0 189,269 94,648 1.98 0.122 9,589
ID 1 1 48,622 0 -5,677 48,622 -0.12 0.106 5,166
IN -1 6 -149,642 0 -35,106 149,642 0.20 0.068 -6,717
JP -1 64 -2,641,337 -1,666,531 -1,676,861 2,641,337 0.52 -0.083 210,666
1 71 2,676,818 0 1,429,735 2,676,818 0.51 -0.012 17,339
NZ -1 1 -3,838 -3,838 97 3,838 -0.03 -0.176 676
SG -1 1 -45,327 -45,327 -12,850 45,327 0.28 -0.254 11,527
1 1 12,474 0 8,355 12,474 0.67 -0.190 -2,373
TH -1 9 -632,300 -163,211 -96,910 632,300 0.08 -0.141 51,173
1 7 876,044 0 85,752 876,044 0.16 0.038 49,436