trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -986,692 13,767,147 -1,247,103 821,116 314 300,771,659 0.046

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -7,376,920 7,376,920 -6,501,231 302,595
1.0000 6,390,228 6,390,228 5,254,128 518,521

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 145,500 -205,165 99,482 1,068,969 0.43 0.096 2,509
CN 89 -1,083,863 -1,987,878 -1,534,407 4,307,670 1.40 0.106 390,174
HK 21 -135,221 -112,379 80,675 789,760 1.62 0.141 31,092
JP 134 -379,074 -824,175 82,329 5,077,589 0.65 0.055 93,209
KR 4 23,549 -444 10,093 24,436 0.59 0.113 -1,010
PH 1 -14,522 0 -542 14,522 0.04 0.106 1,541
SG 4 -103,498 -48,898 -36,129 103,498 0.52 0.038 999
TH 18 651,608 -382,747 27,088 1,962,532 0.43 0.093 298,453
TW 9 -91,171 -125,874 24,308 418,171 0.99 0.046 4,150

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 13 -461,735 -205,165 -133,572 461,735 0.50 -0.096 38,938
1.0000 21 607,235 0 233,054 607,235 0.38 -0.076 -36,430
CN -1.0000 54 -2,695,766 -1,987,878 -3,471,501 2,695,766 1.42 -0.004 236,083
1.0000 35 1,611,904 0 1,937,093 1,611,904 1.36 0.034 154,092
HK -1.0000 10 -462,490 -112,379 -553,839 462,490 1.31 0.074 -36,979
1.0000 11 327,269 0 634,514 327,269 1.89 0.169 68,071
JP -1.0000 68 -2,728,332 -824,175 -1,871,435 2,728,332 0.52 -0.033 52,008
1.0000 66 2,349,258 0 1,953,764 2,349,258 0.79 -0.026 41,200
KR -1.0000 1 -444 -444 -446 444 1.00 -0.305 136
1.0000 3 23,992 0 10,539 23,992 0.45 -0.025 -1,145
PH -1.0000 1 -14,522 0 -542 14,522 0.04 -0.106 1,541
SG -1.0000 4 -103,498 -48,898 -36,129 103,498 0.52 -0.014 999
TH -1.0000 13 -655,462 -382,747 -237,566 655,462 0.44 0.010 9,506
1.0000 5 1,307,070 0 264,654 1,307,070 0.40 0.138 288,947
TW -1.0000 6 -254,671 -125,874 -196,202 254,671 0.83 0.016 363
1.0000 3 163,500 0 220,510 163,500 1.30 0.019 3,786