trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 488,622 16,178,445 -227,373 750,637 361 399,718,365 0.040

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -7,844,912 7,844,912 -6,817,340 353,733
1 8,333,534 8,333,534 6,589,966 396,904

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 45 -209,844 -908,646 -281,352 3,244,362 0.49 0.070 40,319
CN 94 1,103,334 -1,530,165 278,051 4,869,733 1.28 0.117 347,013
HK 28 -61,069 -147,556 -125,838 1,129,317 1.43 0.130 88,763
IN 1 -24,223 0 -8,136 24,223 0.34 0.001 -23
JP 152 -1,105,145 -1,638,838 -530,304 5,630,155 0.66 0.053 202,714
KR 7 -44,407 -44,407 -37,197 44,407 0.81 0.262 11,444
NZ 1 -19,216 -19,216 -6,156 19,216 0.32 0.126 2,418
SG 5 287,166 0 178,667 287,166 0.59 0.086 16,127
TH 18 345,690 -15,777 106,663 702,046 0.39 0.088 32,522
TW 10 216,336 -5,741 198,228 227,819 0.88 0.120 9,340

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 30 -1,727,103 -908,646 -952,238 1,727,103 0.53 -0.044 87,162
1 15 1,517,259 0 670,886 1,517,259 0.41 -0.006 -46,843
CN -1 46 -1,883,200 -1,530,165 -2,746,076 1,883,200 1.46 -0.076 223,247
1 48 2,986,534 0 3,024,128 2,986,534 1.11 0.040 123,765
HK -1 12 -595,193 -147,556 -844,377 595,193 1.79 0.020 -23,897
1 16 534,124 0 718,539 534,124 1.15 0.167 112,659
IN -1 1 -24,223 0 -8,136 24,223 0.34 0.001 -23
JP -1 90 -3,367,650 -1,638,838 -2,169,596 3,367,650 0.64 -0.017 61,914
1 62 2,262,505 0 1,639,292 2,262,505 0.70 0.040 140,800
KR -1 7 -44,407 -44,407 -37,197 44,407 0.81 -0.262 11,444
NZ -1 1 -19,216 -19,216 -6,156 19,216 0.32 -0.126 2,418
SG 1 5 287,166 0 178,667 287,166 0.59 0.059 16,127
TH -1 4 -178,178 -15,777 -47,705 178,178 0.31 0.034 -9,313
1 14 523,868 0 154,367 523,868 0.42 0.082 41,835
TW -1 3 -5,741 -5,741 -5,859 5,741 1.05 -0.137 780
1 7 222,078 0 204,087 222,078 0.80 0.111 8,560