trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,779,166 24,983,747 -4,810,464 1,134,809 410 401,504,390 0.062

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -13,881,457 13,881,457 -14,127,737 634,620
1.0000 11,102,290 11,102,290 9,317,273 500,189

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 56 -138,946 -671,094 57,143 2,661,931 0.54 0.072 90,938
CN 112 -1,525,258 -4,076,889 -2,574,124 8,779,353 1.36 0.106 712,680
HK 24 -1,574,702 -659,710 -2,478,872 1,915,069 1.44 0.112 -64,179
IN 1 -4,760 0 -1,620 4,760 0.34 0.013 -61
JP 180 -534,524 -2,762,064 2,808 10,212,316 0.73 0.046 291,185
KR 13 232,802 -18,431 133,421 269,664 0.75 0.100 2,594
NZ 1 -2,676 -2,676 -728 2,676 0.27 0.169 453
SG 6 79,183 0 44,981 79,183 0.50 0.064 3,119
TH 17 689,714 -74,038 6,529 1,058,795 0.29 0.087 98,080

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 22 -1,400,438 -671,094 -557,992 1,400,438 0.43 -0.084 97,636
1.0000 34 1,261,493 0 615,135 1,261,493 0.61 -0.032 -6,698
CN -1.0000 76 -5,152,305 -4,076,889 -6,702,323 5,152,305 1.38 -0.057 506,345
1.0000 36 3,627,047 0 4,128,199 3,627,047 1.33 0.006 206,336
HK -1.0000 14 -1,744,886 -659,710 -2,701,258 1,744,886 1.45 0.053 -89,381
1.0000 10 170,183 0 222,386 170,183 1.42 0.157 25,202
IN -1.0000 1 -4,760 0 -1,620 4,760 0.34 0.013 -61
JP -1.0000 95 -5,373,420 -2,762,064 -4,066,381 5,373,420 0.72 -0.024 121,311
1.0000 85 4,838,896 0 4,069,189 4,838,896 0.74 0.028 169,874
KR -1.0000 2 -18,431 -18,431 -21,453 18,431 1.18 -0.304 5,556
1.0000 11 251,233 0 154,873 251,233 0.67 -0.050 -2,963
NZ -1.0000 1 -2,676 -2,676 -728 2,676 0.27 -0.169 453
SG 1.0000 6 79,183 0 44,981 79,183 0.50 0.046 3,119
TH -1.0000 11 -184,540 -74,038 -75,981 184,540 0.32 0.025 -7,239
1.0000 6 874,254 0 82,510 874,254 0.21 0.111 105,319