trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 88,709 4,655,020 32,105 330,002 233 43,064,149 0.108

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,283,156 2,283,156 -2,396,300 221,668
1.0000 2,371,864 2,371,864 2,428,405 108,334

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 67 -33,326 -239,401 -69,051 618,878 0.61 0.078 32,093
CN 97 -91,092 -1,402,273 125,779 2,984,404 1.33 0.121 165,772
HK 25 200,505 -120,354 42,189 481,004 1.37 0.172 87,242
IN 1 1,487 0 -119 1,487 -0.08 0.141 210
KR 2 78,378 0 62,540 78,378 0.76 0.167 -12,436
NZ 2 -1,341 -1,341 -370 1,341 0.27 0.149 184
SG 4 8,105 -4,018 -5,939 16,141 0.91 0.051 1,030
TH 21 149,286 -3,194 50,618 184,626 0.38 0.152 27,238
TW 14 -223,295 -256,028 -173,543 288,761 0.71 0.090 28,669

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 44 -326,102 -239,401 -181,662 326,102 0.69 -0.084 30,305
1.0000 23 292,776 0 112,611 292,776 0.47 0.013 1,788
CN -1.0000 48 -1,537,748 -1,402,273 -1,751,392 1,537,748 1.40 -0.087 174,404
1.0000 49 1,446,656 0 1,877,171 1,446,656 1.27 0.036 -8,632
HK -1.0000 12 -140,250 -120,354 -244,387 140,250 1.74 0.051 -7,046
1.0000 13 340,755 0 286,577 340,755 1.02 0.277 94,288
IN 1.0000 1 1,487 0 -119 1,487 -0.08 0.141 210
KR 1.0000 2 78,378 0 62,540 78,378 0.76 -0.167 -12,436
NZ -1.0000 2 -1,341 -1,341 -370 1,341 0.27 -0.149 184
SG -1.0000 1 -4,018 -4,018 -9,873 4,018 2.46 -0.008 33
1.0000 3 12,123 0 3,934 12,123 0.40 0.065 996
TH -1.0000 3 -17,670 -3,194 -10,329 17,670 0.42 0.054 -1,146
1.0000 18 166,956 0 60,947 166,956 0.37 0.169 28,384
TW -1.0000 11 -256,028 -256,028 -198,286 256,028 0.70 -0.092 24,934
1.0000 3 32,733 0 24,744 32,733 0.76 0.083 3,734