trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -632,494 14,937,984 -601,504 390,395 357 249,385,107 0.060

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -7,785,239 7,785,239 -5,664,329 253,262
1 7,152,745 7,152,745 5,062,826 137,133

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 -60,215 -901,087 101,093 1,886,117 0.31 0.129 154,727
CN 103 -887,520 -158,483 -806,655 4,930,064 1.43 0.094 -260,453
HK 18 31,966 -100,489 119,769 478,409 1.32 0.158 39,038
IN 5 -87,108 0 -35,805 385,326 0.20 0.100 22,035
JP 167 865,900 -1,917,706 136,330 6,647,939 0.50 0.072 348,151
KR 12 -128,167 -128,167 -45,066 128,167 0.59 0.272 42,191
NZ 1 16,999 0 -376 16,999 -0.02 0.188 -3,191
SG 3 -69,419 -69,419 -21,890 69,419 0.50 0.113 7,159
TH 14 -314,929 -273,232 -48,905 395,543 0.23 0.106 40,737

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 7 -973,166 -901,087 -67,079 973,166 0.22 -0.161 192,114
1 27 912,951 0 168,172 912,951 0.33 -0.118 -37,387
CN -1 59 -2,908,792 -158,483 -3,385,130 2,908,792 1.42 0.098 -296,480
1 44 2,021,272 0 2,578,475 2,021,272 1.45 0.018 36,027
HK -1 6 -223,221 -100,489 -252,900 223,221 1.11 -0.005 -4,586
1 12 255,187 0 372,669 255,187 1.42 0.173 43,624
IN -1 2 -236,217 0 -52,343 236,217 0.23 -0.008 -5,495
1 3 149,109 0 16,539 149,109 0.18 0.140 27,529
JP -1 60 -2,891,020 -1,917,706 -1,783,839 2,891,020 0.53 -0.097 276,837
1 107 3,756,920 0 1,920,169 3,756,920 0.49 -0.040 71,314
KR -1 12 -128,167 -128,167 -45,066 128,167 0.59 -0.272 42,191
NZ 1 1 16,999 0 -376 16,999 -0.02 -0.188 -3,191
SG -1 3 -69,419 -69,419 -21,890 69,419 0.50 -0.113 7,159
TH -1 9 -355,236 -273,232 -56,083 355,236 0.23 -0.135 41,520
1 5 40,307 0 7,178 40,307 0.25 -0.054 -783