trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -13,695,181 41,767,993 -14,594,052 3,920,575 436 395,427,463 0.106

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -27,731,587 27,731,587 -29,373,759 2,619,354
1.0000 14,036,406 14,036,406 14,779,707 1,301,220

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 55 -450,217 -1,244,110 152,708 2,762,987 0.49 0.071 130,618
CN 268 -18,335,072 -20,638,493 -20,044,673 29,322,720 1.36 0.098 2,800,220
HK 62 2,521,606 -23,071 3,819,688 3,490,017 1.75 0.204 778,012
ID 1 -91,416 0 -10,084 91,416 0.11 0.089 -8,132
IN 7 -903,958 0 -258,588 903,958 0.26 0.086 -40,875
NZ 2 -62,218 -91,487 -28,691 120,756 0.07 0.328 22,329
SG 6 302,706 0 141,496 302,706 0.55 0.030 4,873
TH 13 1,215,602 -317,233 202,903 2,409,258 0.32 0.074 -225,951
TW 22 2,107,787 0 1,431,189 2,364,176 0.78 0.156 459,481

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 27 -1,606,602 -1,244,110 -363,428 1,606,602 0.36 -0.053 91,356
1.0000 28 1,156,385 0 516,136 1,156,385 0.61 -0.037 39,262
CN -1.0000 191 -23,828,896 -20,638,493 -27,864,300 23,828,896 1.34 -0.085 2,569,478
1.0000 77 5,493,824 0 7,819,627 5,493,824 1.42 0.034 230,742
HK -1.0000 7 -484,206 -23,071 -577,993 484,206 1.01 0.029 -33,979
1.0000 55 3,005,811 0 4,397,681 3,005,811 1.84 0.219 811,991
ID -1.0000 1 -91,416 0 -10,084 91,416 0.11 0.089 -8,132
IN -1.0000 7 -903,958 0 -258,588 903,958 0.26 -0.002 -40,875
NZ -1.0000 1 -91,487 -91,487 -24,906 91,487 0.27 -0.344 31,451
1.0000 1 29,269 0 -3,785 29,269 -0.13 -0.312 -9,121
SG 1.0000 6 302,706 0 141,496 302,706 0.55 0.005 4,873
TH -1.0000 8 -596,828 -317,233 -156,954 596,828 0.33 -0.035 4,576
1.0000 5 1,812,430 0 359,857 1,812,430 0.31 -0.042 -230,528
TW -1.0000 1 -128,194 0 -117,505 128,194 0.92 -0.043 5,479
1.0000 21 2,235,981 0 1,548,695 2,235,981 0.77 0.161 454,002