trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,934,918 11,794,593 -4,093,911 975,205 403 200,957,254 0.059

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -7,364,756 7,364,756 -7,742,041 680,475
1.0 4,429,837 4,429,837 3,648,129 294,731

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 12,875 -144,611 -46,304 722,712 0.51 0.065 13,934
CN 217 -2,893,303 -3,928,511 -3,574,625 6,231,843 1.40 0.101 764,199
HK 9 -202,334 -118,394 -345,368 210,605 1.63 0.121 -3,015
IN 4 100,031 0 38,739 118,742 0.37 0.105 10,618
JP 119 -387,534 -1,375,947 -337,525 3,815,381 0.71 0.059 164,589
NZ 2 14,753 0 -985 14,753 -0.08 0.159 -2,361
SG 1 18,212 0 4,201 18,212 0.23 0.041 749
TH 14 385,350 -129,981 159,272 645,313 0.33 0.088 25,459
TW 1 17,033 0 8,685 17,033 0.51 0.061 1,034

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 13 -354,918 -144,611 -189,379 354,918 0.61 -0.060 28,014
1.0 23 367,793 0 143,075 367,793 0.46 -0.044 -14,080
CN -1.0 137 -4,562,573 -3,928,511 -5,677,913 4,562,573 1.41 -0.094 553,599
1.0 80 1,669,270 0 2,103,288 1,669,270 1.37 0.089 210,600
HK -1.0 7 -206,470 -118,394 -353,133 206,470 1.63 -0.016 -3,697
1.0 2 4,136 0 7,765 4,136 1.63 0.123 681
IN -1.0 1 -9,355 0 -2,735 9,355 0.29 0.070 -655
1.0 3 109,387 0 41,475 109,387 0.39 0.116 11,273
JP -1.0 66 -2,101,458 -1,375,947 -1,477,253 2,101,458 0.73 -0.045 88,904
1.0 53 1,713,923 0 1,139,728 1,713,923 0.68 0.032 75,685
NZ 1.0 2 14,753 0 -985 14,753 -0.08 -0.159 -2,361
SG 1.0 1 18,212 0 4,201 18,212 0.23 0.041 749
TH -1.0 8 -129,981 -129,981 -41,628 129,981 0.36 -0.124 14,309
1.0 6 515,331 0 200,899 515,331 0.29 0.009 11,150
TW 1.0 1 17,033 0 8,685 17,033 0.51 0.061 1,034