trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,160,761 46,741,059 -3,570,247 -3,409,420 490 212,659,241 0.220

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -23,950,910 23,950,910 -20,440,796 -1,944,981
1 22,790,149 22,790,149 16,870,549 -1,464,439

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 41 1,199,463 -2,712 433,144 3,152,412 0.61 0.120 -206,364
CN 134 -1,042,371 -204,527 -534,684 12,963,141 1.33 0.093 -1,338,827
HK 39 -1,493,058 -5,683 -2,681,357 3,417,169 1.56 0.129 -438,247
JP 184 526,900 -26,062 -1,082,965 18,349,013 0.64 0.057 -746,126
KR 17 1,114,850 0 530,150 1,185,057 0.46 0.157 -188,021
SG 8 466,805 0 310,019 700,477 0.52 0.050 -50,227
TH 21 -192,098 -7,889 -21,450 2,481,561 0.46 0.079 -151,275
TW 46 -1,741,252 0 -523,105 4,492,228 0.82 0.069 -290,333

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -976,475 -2,712 -294,834 976,475 0.38 -0.053 31,378
1 30 2,175,937 0 727,978 2,175,937 0.69 -0.138 -237,742
CN -1 72 -7,002,756 -204,527 -7,849,141 7,002,756 1.34 0.090 -839,961
1 62 5,960,385 0 7,314,457 5,960,385 1.31 -0.067 -498,866
HK -1 25 -2,455,114 -5,683 -3,880,083 2,455,114 1.50 0.169 -445,899
1 14 962,055 0 1,198,726 962,055 1.68 0.034 7,653
JP -1 69 -8,911,056 -26,062 -6,249,337 8,911,056 0.68 0.019 -240,749
1 115 9,437,957 0 5,166,373 9,437,957 0.62 -0.068 -505,378
KR -1 1 -35,103 0 -20,600 35,103 0.59 -0.009 331
1 16 1,149,954 0 550,750 1,149,954 0.45 -0.166 -188,352
SG -1 2 -116,836 0 -44,949 116,836 0.32 0.031 -3,628
1 6 583,641 0 354,969 583,641 0.58 -0.047 -46,599
TH -1 11 -1,336,830 -7,889 -368,889 1,336,830 0.56 0.093 -175,583
1 10 1,144,732 0 347,439 1,144,732 0.35 -0.001 24,308
TW -1 18 -3,116,740 0 -1,732,963 3,116,740 0.70 0.081 -270,870
1 28 1,375,488 0 1,209,857 1,375,488 0.90 -0.047 -19,462