trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -3,062,619 20,152,604 -4,457,876 1,349,388 372 402,329,834 0.050

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -11,607,612 11,607,612 -12,231,826 777,440
1.0000 8,544,993 8,544,993 7,773,951 571,948

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
CN 129 -3,379,794 -4,504,360 -5,448,222 8,861,891 1.41 0.113 564,336
HK 26 64,629 -222,355 201,293 1,044,568 1.40 0.116 87,736
IN 2 -23,075 0 -8,178 23,075 0.35 0.076 -1,777
JP 164 -304,940 -2,610,910 27,163 6,898,445 0.71 0.059 491,791
KR 16 292,653 -69,881 116,982 432,415 0.62 0.114 16,785
NZ 1 -36,124 -36,124 -11,573 36,124 0.32 0.144 5,208
SG 2 82,510 0 47,101 82,510 0.57 0.085 3,556
TH 20 -308,982 -567,443 16,223 1,716,777 0.33 0.095 164,626
TW 12 550,503 -65,229 601,334 1,056,800 0.96 0.131 17,128

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
CN -1.0000 89 -6,120,843 -4,504,360 -8,669,074 6,120,843 1.48 -0.086 555,939
1.0000 40 2,741,048 0 3,220,852 2,741,048 1.28 0.026 8,396
HK -1.0000 13 -489,969 -222,355 -644,297 489,969 1.74 0.006 -23,112
1.0000 13 554,599 0 845,590 554,599 1.07 0.173 110,847
IN -1.0000 2 -23,075 0 -8,178 23,075 0.35 0.076 -1,777
JP -1.0000 94 -3,601,693 -2,610,910 -2,367,910 3,601,693 0.78 -0.029 163,117
1.0000 70 3,296,752 0 2,395,073 3,296,752 0.61 0.068 328,674
KR -1.0000 4 -69,881 -69,881 -63,164 69,881 0.88 -0.311 22,446
1.0000 12 362,534 0 180,146 362,534 0.53 -0.032 -5,660
NZ -1.0000 1 -36,124 -36,124 -11,573 36,124 0.32 -0.144 5,208
SG 1.0000 2 82,510 0 47,101 82,510 0.57 0.045 3,556
TH -1.0000 5 -1,012,879 -567,443 -227,722 1,012,879 0.16 -0.013 70,753
1.0000 15 703,897 0 243,945 703,897 0.39 0.097 93,873
TW -1.0000 6 -253,149 -65,229 -239,910 253,149 0.98 -0.093 -15,134
1.0000 6 803,652 0 841,244 803,652 0.93 0.059 32,262