trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -656,299 13,541,180 -512,987 845,945 400 200,873,310 0.067

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -7,098,740 7,098,740 -6,455,681 279,839
1.0 6,442,440 6,442,440 5,942,694 566,106

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 -141,302 -166,188 -399,547 1,606,626 0.46 0.062 40,586
CN 192 -468,006 -2,149,646 -79,751 6,437,692 1.40 0.091 626,159
HK 16 -14,112 -142,702 22,900 425,585 1.21 0.143 29,275
IN 2 62,069 0 30,319 62,069 0.43 0.122 7,496
JP 135 -119,240 -1,464,228 -108,201 4,682,509 0.72 0.055 126,717
NZ 2 -12,148 -12,148 1,553 12,148 -0.08 0.156 1,873
SG 5 67,316 0 16,658 67,316 0.29 0.023 2,797
TH 11 -30,877 -139,056 3,082 247,236 0.37 0.088 11,042

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 32 -873,964 -166,188 -374,870 873,964 0.43 -0.046 19,823
1.0 5 732,662 0 -24,676 732,662 0.69 -0.045 20,763
CN -1.0 108 -3,452,849 -2,149,646 -4,016,608 3,452,849 1.33 -0.063 177,363
1.0 84 2,984,843 0 3,936,857 2,984,843 1.49 0.065 448,795
HK -1.0 7 -219,848 -142,702 -224,009 219,848 1.10 -0.018 -6,838
1.0 9 205,737 0 246,909 205,737 1.30 0.167 36,113
IN 1.0 2 62,069 0 30,319 62,069 0.43 0.122 7,496
JP -1.0 53 -2,400,874 -1,464,228 -1,810,339 2,400,874 0.71 -0.031 75,157
1.0 82 2,281,634 0 1,702,138 2,281,634 0.73 0.011 51,560
NZ -1.0 2 -12,148 -12,148 1,553 12,148 -0.08 -0.156 1,873
SG 1.0 5 67,316 0 16,658 67,316 0.29 0.015 2,797
TH -1.0 5 -139,056 -139,056 -31,408 139,056 0.43 -0.124 12,460
1.0 6 108,179 0 34,490 108,179 0.32 -0.010 -1,418