trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,231,378 16,659,832 -2,221,942 963,778 391 248,796,094 0.067

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -9,445,605 9,445,605 -7,435,649 555,545
1 7,214,227 7,214,227 5,213,707 408,234

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 41 -36,234 -654,439 12,741 2,235,523 0.36 0.117 77,906
CN 134 -1,509,367 -2,315,298 -2,143,587 5,259,830 1.60 0.090 386,115
HK 14 272,887 -7,667 317,094 422,277 1.22 0.112 61,458
ID 2 405,361 0 -46,173 405,361 -0.10 0.137 58,488
IN 8 -635,242 0 -45,108 813,248 0.25 0.086 -35,423
JP 168 -389,209 -1,719,617 -369,341 6,060,290 0.53 0.070 240,045
NZ 1 37,491 0 -946 37,491 -0.03 0.208 -7,800
SG 4 19,342 -67,855 41,889 155,051 0.39 0.115 -2,184
TH 19 -396,408 -831,418 11,490 1,270,762 0.15 0.098 185,173

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 18 -1,135,878 -654,439 -174,901 1,135,878 0.37 -0.145 149,092
1 23 1,099,645 0 187,642 1,099,645 0.36 -0.078 -71,186
CN -1 100 -3,384,598 -2,315,298 -5,288,248 3,384,598 1.66 0.013 42,972
1 34 1,875,232 0 3,144,662 1,875,232 1.40 0.123 343,143
HK -1 3 -74,695 -7,667 -13,045 74,695 0.35 -0.076 2,046
1 11 347,582 0 330,139 347,582 1.46 0.109 59,412
ID 1 2 405,361 0 -46,173 405,361 -0.10 0.137 58,488
IN -1 4 -724,245 0 -73,738 724,245 0.19 0.097 -42,878
1 4 89,003 0 28,630 89,003 0.31 0.075 7,455
JP -1 94 -3,224,749 -1,719,617 -1,820,020 3,224,749 0.52 -0.078 249,880
1 74 2,835,541 0 1,450,679 2,835,541 0.53 -0.030 -9,836
NZ 1 1 37,491 0 -946 37,491 -0.03 -0.208 -7,800
SG -1 2 -67,855 -67,855 -16,449 67,855 0.24 -0.138 9,068
1 2 87,197 0 58,338 87,197 0.53 -0.091 -11,251
TH -1 11 -833,585 -831,418 -49,249 833,585 0.14 -0.127 145,365
1 8 437,177 0 60,738 437,177 0.17 0.033 39,808