trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -998,897 10,984,631 -2,753,508 743,946 366 200,848,432 0.055

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -5,991,764 5,991,764 -7,390,774 258,707
1.0 4,992,867 4,992,867 4,637,266 485,239

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 23 -43,837 -105,110 38,754 409,264 0.32 0.087 -1,836
CN 187 -619,891 -2,244,381 -3,026,345 7,073,485 1.56 0.106 649,116
HK 16 76,427 -86,344 195,241 249,116 1.68 0.131 32,341
IN 4 -235,141 0 -95,974 271,962 0.22 0.055 4,112
JP 110 -141,074 -651,317 179,098 2,525,485 0.54 0.065 33,653
MY 2 -15,435 0 -1,621 15,435 0.18 0.047 588
NZ 1 -19,160 -19,160 -175 19,160 0.01 0.086 1,639
TH 8 181,426 -28,543 19,769 238,513 0.16 0.078 -3,073
TW 15 -182,211 -148,245 -62,256 182,211 0.45 0.134 27,405

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 15 -226,551 -105,110 -23,878 226,551 0.30 -0.078 12,851
1.0 8 182,713 0 62,633 182,713 0.35 -0.079 -14,687
CN -1.0 98 -3,846,688 -2,244,381 -6,513,717 3,846,688 1.64 -0.037 136,240
1.0 89 3,226,797 0 3,487,372 3,226,797 1.46 0.111 512,876
HK -1.0 4 -86,344 -86,344 -81,248 86,344 0.96 -0.102 9,030
1.0 12 162,772 0 276,489 162,772 1.93 0.138 23,311
IN -1.0 3 -253,552 0 -95,820 253,552 0.29 0.029 2,622
1.0 1 18,410 0 -154 18,410 -0.01 0.081 1,489
JP -1.0 64 -1,333,280 -651,317 -609,008 1,333,280 0.51 -0.056 64,116
1.0 46 1,192,206 0 788,106 1,192,206 0.58 -0.036 -30,463
MY -1.0 2 -15,435 0 -1,621 15,435 0.18 -0.047 588
NZ -1.0 1 -19,160 -19,160 -175 19,160 0.01 -0.086 1,639
TH -1.0 3 -28,543 -28,543 -3,050 28,543 0.11 -0.149 4,215
1.0 5 209,969 0 22,820 209,969 0.19 -0.025 -7,288
TW -1.0 15 -182,211 -148,245 -62,256 182,211 0.45 -0.134 27,405