trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,087,314 8,972,280 -1,557,127 327,186 188 251,344,119 0.036

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -5,029,797 5,029,797 -4,679,603 189,076
1 3,942,483 3,942,483 3,122,476 138,110

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 57,212 -1,036,294 -16,488 3,445,458 0.33 0.117 300,371
CN 114 -512,803 -981,041 -1,039,748 3,977,035 1.53 0.090 13,982
HK 8 -515,422 -20,271 -494,666 899,002 2.00 0.058 -9,682
IN 4 -153,879 0 -18,117 153,879 0.20 0.114 -17,624
MY 1 -13,545 0 -1,386 13,545 0.10 0.062 837
NZ 1 -5,025 -5,025 127 5,025 -0.03 0.171 860
SG 3 -23,641 -61,239 5,846 98,837 0.45 0.153 9,874
TH 16 127,079 -102,565 17,361 332,210 0.24 0.103 19,277
TW 4 -47,290 -47,290 -10,057 47,290 0.23 0.205 9,289

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 25 -1,694,123 -1,036,294 -220,902 1,694,123 0.37 -0.139 241,673
1 12 1,751,335 0 204,414 1,751,335 0.24 -0.016 58,698
CN -1 78 -2,244,919 -981,041 -3,468,011 2,244,919 1.52 0.032 -61,918
1 36 1,732,116 0 2,428,263 1,732,116 1.54 0.046 75,900
HK -1 3 -707,212 -20,271 -917,048 707,212 0.99 -0.059 -16,732
1 5 191,790 0 422,382 191,790 2.61 0.036 7,051
IN -1 4 -153,879 0 -18,117 153,879 0.20 0.114 -17,624
MY -1 1 -13,545 0 -1,386 13,545 0.10 -0.062 837
NZ -1 1 -5,025 -5,025 127 5,025 -0.03 -0.171 860
SG -1 1 -61,239 -61,239 -17,361 61,239 0.28 -0.251 15,343
1 2 37,598 0 23,207 37,598 0.53 -0.105 -5,469
TH -1 8 -102,565 -102,565 -26,849 102,565 0.20 -0.161 17,348
1 8 229,644 0 44,210 229,644 0.27 -0.004 1,929
TW -1 4 -47,290 -47,290 -10,057 47,290 0.23 -0.205 9,289