trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -4,192,431 25,553,568 -6,916,819 1,784,969 382 402,776,151 0.063

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -14,872,999 14,872,999 -16,537,831 893,191
1.0000 10,680,568 10,680,568 9,621,012 891,777

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 45 238,453 -665,788 -189,746 2,170,202 0.52 0.074 58,274
CN 106 -3,318,931 -6,065,481 -5,443,994 9,748,515 1.37 0.113 1,127,628
HK 42 3,741 -708,548 -1,010,285 3,113,008 1.58 0.119 262,243
IN 2 -531,569 0 -197,152 531,569 0.35 0.055 -53,974
JP 154 -184,385 -2,502,197 31,456 8,323,502 0.73 0.053 387,722
KR 10 176,130 0 101,041 176,130 0.54 0.084 -9,681
SG 6 119,160 0 86,154 119,160 0.57 0.087 3,484
TH 14 -367,983 -376,384 -51,199 1,044,436 0.31 0.090 6,349
TW 3 -327,046 -3,167 -243,093 327,046 0.92 0.056 2,925

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 28 -965,874 -665,788 -459,784 965,874 0.59 -0.074 62,243
1.0000 17 1,204,327 0 270,038 1,204,327 0.41 -0.016 -3,970
CN -1.0000 79 -6,533,723 -6,065,481 -9,537,063 6,533,723 1.47 -0.073 817,163
1.0000 27 3,214,792 0 4,093,068 3,214,792 1.06 0.051 310,465
HK -1.0000 27 -1,554,634 -708,548 -2,409,588 1,554,634 1.86 0.028 -69,591
1.0000 15 1,558,374 0 1,399,303 1,558,374 1.09 0.188 331,834
IN -1.0000 2 -531,569 0 -197,152 531,569 0.35 0.050 -53,974
JP -1.0000 87 -4,253,944 -2,502,197 -3,544,501 4,253,944 0.74 -0.019 150,374
1.0000 67 4,069,559 0 3,575,957 4,069,559 0.72 0.035 237,348
KR 1.0000 10 176,130 0 101,041 176,130 0.54 -0.070 -9,681
SG 1.0000 6 119,160 0 86,154 119,160 0.57 0.069 3,484
TH -1.0000 6 -706,209 -376,384 -146,651 706,209 0.27 0.047 -15,948
1.0000 8 338,226 0 95,452 338,226 0.34 0.086 22,297
TW -1.0000 3 -327,046 -3,167 -243,093 327,046 0.92 -0.049 2,925