trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -3,274,064 26,684,344 -4,148,785 1,513,274 419 401,101,889 0.067

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -14,979,204 14,979,204 -12,830,969 759,474
1.0000 11,705,140 11,705,140 8,682,184 753,800

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 50 74,884 -1,579,216 -8,607 3,670,714 0.41 0.070 204,013
CN 128 -2,341,197 -4,274,801 -5,143,551 7,795,051 1.44 0.109 679,414
HK 31 -1,413,385 -1,644,823 -551,553 3,196,144 1.40 0.140 125,109
IN 1 -1,764 0 -592 1,764 0.34 0.023 -41
JP 174 1,641,102 -1,760,577 1,613,076 8,717,400 0.69 0.054 469,125
MY 1 -302 0 -78 302 0.26 0.023 -7
NZ 1 16,397 0 5,253 16,397 0.32 0.141 -2,315
SG 4 46,016 0 30,813 46,016 0.61 0.076 2,028
TH 20 -1,457,507 -37,738 -243,713 2,520,704 0.32 0.086 -11,940
TW 9 161,692 -12,565 150,168 719,852 0.84 0.102 47,888

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 17 -1,797,915 -1,579,216 -536,530 1,797,915 0.48 -0.071 166,448
1.0000 33 1,872,799 0 527,922 1,872,799 0.38 -0.023 37,565
CN -1.0000 88 -5,068,124 -4,274,801 -7,352,465 5,068,124 1.57 -0.060 625,065
1.0000 40 2,726,927 0 2,208,915 2,726,927 1.17 0.010 54,349
HK -1.0000 13 -2,304,764 -1,644,823 -1,855,357 2,304,764 1.71 0.021 -55,387
1.0000 18 891,379 0 1,303,804 891,379 1.17 0.177 180,496
IN -1.0000 1 -1,764 0 -592 1,764 0.34 0.023 -41
JP -1.0000 89 -3,538,149 -1,760,577 -2,491,733 3,538,149 0.69 -0.012 83,130
1.0000 85 5,179,251 0 4,104,809 5,179,251 0.69 0.042 385,995
MY -1.0000 1 -302 0 -78 302 0.26 0.023 -7
NZ 1.0000 1 16,397 0 5,253 16,397 0.32 -0.141 -2,315
SG 1.0000 4 46,016 0 30,813 46,016 0.61 0.040 2,028
TH -1.0000 8 -1,989,106 -37,738 -389,412 1,989,106 0.24 0.051 -60,866
1.0000 12 531,599 0 145,699 531,599 0.37 0.076 48,926
TW -1.0000 2 -279,080 -12,565 -204,802 279,080 0.90 -0.069 1,131
1.0000 7 440,772 0 354,970 440,772 0.82 0.067 46,757