trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -9,702,251 27,158,733 -15,018,665 2,719,553 389 404,816,715 0.067

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -18,430,492 18,430,492 -21,166,031 2,090,553
1.0000 8,728,241 8,728,241 6,147,366 629,000

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 47 218,522 -1,201,642 811,111 4,675,373 0.48 0.073 266,863
CN 152 -10,661,668 -11,756,855 -15,211,466 13,357,867 1.41 0.128 1,888,974
HK 17 -28,608 -471,905 -270,697 920,515 1.54 0.145 77,823
ID 1 15,956 0 1,807 15,956 0.11 0.226 3,607
JP 136 -605,787 -1,079,027 -616,873 5,832,733 0.76 0.057 182,218
KR 11 -139,007 -139,007 -123,394 139,007 0.71 0.212 33,853
SG 4 152,298 0 104,992 152,298 0.60 0.101 11,954
TH 19 1,312,899 0 249,108 1,919,719 0.39 0.108 247,396
TW 2 33,143 -56,061 36,748 145,266 0.87 0.041 6,865

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 26 -2,228,425 -1,201,642 -487,531 2,228,425 0.40 -0.063 196,294
1.0000 21 2,446,947 0 1,298,642 2,446,947 0.56 0.005 70,570
CN -1.0000 105 -12,009,768 -11,756,855 -17,024,444 12,009,768 1.49 -0.123 1,899,794
1.0000 47 1,348,100 0 1,812,978 1,348,100 1.22 0.057 -10,820
HK -1.0000 5 -474,561 -471,905 -724,806 474,561 2.25 -0.021 17,898
1.0000 12 445,954 0 454,109 445,954 1.25 0.164 59,924
ID 1.0000 1 15,956 0 1,807 15,956 0.11 0.226 3,607
JP -1.0000 67 -3,219,260 -1,079,027 -2,627,318 3,219,260 0.77 -0.014 -32,817
1.0000 69 2,613,473 0 2,010,445 2,613,473 0.75 0.034 215,035
KR -1.0000 11 -139,007 -139,007 -123,394 139,007 0.71 -0.212 33,853
SG 1.0000 4 152,298 0 104,992 152,298 0.60 0.097 11,954
TH -1.0000 2 -303,410 0 -133,068 303,410 0.52 0.068 -25,188
1.0000 17 1,616,309 0 382,176 1,616,309 0.38 0.113 272,583
TW -1.0000 1 -56,061 -56,061 -45,470 56,061 0.81 -0.013 719
1.0000 1 89,204 0 82,218 89,204 0.92 0.069 6,146