trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,353,297 23,557,878 -2,962,412 935,571 410 400,078,521 0.059

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -12,455,588 12,455,588 -12,279,685 435,381
1 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 -99,389 -2,651,020 -726,072 7,353,484 1.36 0.106 513,441
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 22 -1,400,438 -671,094 -557,992 1,400,438 0.43 -0.084 97,636
1 34 1,261,493 0 615,135 1,261,493 0.61 -0.032 -6,698
CN -1 76 -3,726,437 -2,651,020 -4,854,271 3,726,437 1.38 -0.057 307,106
1 36 3,627,047 0 4,128,199 3,627,047 1.33 0.006 206,336
HK -1 14 -1,744,886 -659,710 -2,701,258 1,744,886 1.45 0.053 -89,381
1 10 170,183 0 222,386 170,183 1.42 0.157 25,202
IN -1 1 -4,760 0 -1,620 4,760 0.34 0.013 -61
JP -1 95 -5,373,420 -2,762,064 -4,066,381 5,373,420 0.72 -0.024 121,311
1 85 4,838,896 0 4,069,189 4,838,896 0.74 0.028 169,874
KR -1 2 -18,431 -18,431 -21,453 18,431 1.18 -0.304 5,556
1 11 251,233 0 154,873 251,233 0.67 -0.050 -2,963
NZ -1 1 -2,676 -2,676 -728 2,676 0.27 -0.169 453
SG 1 6 79,183 0 44,981 79,183 0.50 0.046 3,119
TH -1 11 -184,540 -74,038 -75,981 184,540 0.32 0.025 -7,239
1 6 874,254 0 82,510 874,254 0.21 0.111 105,319