trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,883,633 23,244,769 -3,432,880 1,476,053 382 400,467,353 0.058

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -12,564,201 12,564,201 -13,053,892 584,276
1 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 -1,010,133 -3,756,683 -1,960,055 7,439,717 1.37 0.113 818,713
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 28 -965,874 -665,788 -459,784 965,874 0.59 -0.074 62,243
1 17 1,204,327 0 270,038 1,204,327 0.41 -0.016 -3,970
CN -1 79 -4,224,925 -3,756,683 -6,053,123 4,224,925 1.47 -0.073 508,248
1 27 3,214,792 0 4,093,068 3,214,792 1.06 0.051 310,465
HK -1 27 -1,554,634 -708,548 -2,409,588 1,554,634 1.86 0.028 -69,591
1 15 1,558,374 0 1,399,303 1,558,374 1.09 0.188 331,834
IN -1 2 -531,569 0 -197,152 531,569 0.35 0.050 -53,974
JP -1 87 -4,253,944 -2,502,197 -3,544,501 4,253,944 0.74 -0.019 150,374
1 67 4,069,559 0 3,575,957 4,069,559 0.72 0.035 237,348
KR 1 10 176,130 0 101,041 176,130 0.54 -0.070 -9,681
SG 1 6 119,160 0 86,154 119,160 0.57 0.069 3,484
TH -1 6 -706,209 -376,384 -146,651 706,209 0.27 0.047 -15,948
1 8 338,226 0 95,452 338,226 0.34 0.086 22,297
TW -1 3 -327,046 -3,167 -243,093 327,046 0.92 -0.049 2,925