trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -213,252 12,993,708 -297,216 708,612 314 299,998,220 0.043

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -6,603,480 6,603,480 -5,551,345 190,091
1 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 -310,423 -1,214,438 -584,521 3,534,230 1.40 0.106 277,670
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 13 -461,735 -205,165 -133,572 461,735 0.50 -0.096 38,938
1 21 607,235 0 233,054 607,235 0.38 -0.076 -36,430
CN -1 54 -1,922,327 -1,214,438 -2,521,614 1,922,327 1.42 -0.004 123,578
1 35 1,611,904 0 1,937,093 1,611,904 1.36 0.034 154,092
HK -1 10 -462,490 -112,379 -553,839 462,490 1.31 0.074 -36,979
1 11 327,269 0 634,514 327,269 1.89 0.169 68,071
JP -1 68 -2,728,332 -824,175 -1,871,435 2,728,332 0.52 -0.033 52,008
1 66 2,349,258 0 1,953,764 2,349,258 0.79 -0.026 41,200
KR -1 1 -444 -444 -446 444 1.00 -0.305 136
1 3 23,992 0 10,539 23,992 0.45 -0.025 -1,145
PH -1 1 -14,522 0 -542 14,522 0.04 -0.106 1,541
SG -1 4 -103,498 -48,898 -36,129 103,498 0.52 -0.014 999
TH -1 13 -655,462 -382,747 -237,566 655,462 0.44 0.010 9,506
1 5 1,307,070 0 264,654 1,307,070 0.40 0.138 288,947
TW -1 6 -254,671 -125,874 -196,202 254,671 0.83 0.016 363
1 3 163,500 0 220,510 163,500 1.30 0.019 3,786