trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -3,382,023 13,368,813 -5,697,506 872,048 223 251,892,904 0.053

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -8,375,418 8,375,418 -9,027,430 485,291
1.0 4,993,395 4,993,395 3,329,924 386,757

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 -89,720 -693,368 -45,454 1,454,280 0.43 0.123 141,922
CN 138 -3,468,592 -5,227,263 -5,098,569 8,680,534 1.53 0.098 522,523
HK 15 -14,755 -298,804 -470,324 816,232 1.35 0.083 49,582
ID 1 54,436 0 -1,573 54,436 -0.03 0.165 8,977
IN 5 69,601 0 3,308 235,422 0.23 0.150 32,824
NZ 1 4,339 0 -142 4,339 -0.03 0.174 -755
SG 2 -43,917 -43,917 -13,812 43,917 0.47 0.134 4,705
TH 22 127,133 -821,511 -25,004 1,860,846 0.19 0.137 103,448
TW 5 -20,547 -79,944 -45,937 218,807 0.65 0.213 8,823

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 24 -772,000 -693,368 -103,492 772,000 0.55 -0.138 113,663
1.0 10 682,280 0 58,038 682,280 0.13 -0.049 28,259
CN -1.0 85 -6,074,563 -5,227,263 -8,017,898 6,074,563 1.59 -0.020 179,506
1.0 53 2,605,971 0 2,919,329 2,605,971 1.43 0.133 343,017
HK -1.0 11 -415,494 -298,804 -722,441 415,494 1.62 -0.014 11,812
1.0 4 400,739 0 252,117 400,739 0.60 0.152 37,770
ID 1.0 1 54,436 0 -1,573 54,436 -0.03 0.165 8,977
IN -1.0 3 -82,910 0 -24,978 82,910 0.27 0.095 226
1.0 2 152,512 0 28,285 152,512 0.18 0.216 32,598
NZ 1.0 1 4,339 0 -142 4,339 -0.03 -0.174 -755
SG -1.0 2 -43,917 -43,917 -13,812 43,917 0.47 -0.134 4,705
TH -1.0 18 -866,856 -821,511 -68,930 866,856 0.22 -0.149 148,433
1.0 4 993,990 0 43,927 993,990 0.06 -0.028 -44,985
TW -1.0 4 -119,677 -79,944 -75,880 119,677 0.74 -0.220 26,946
1.0 1 99,130 0 29,943 99,130 0.30 -0.183 -18,123