trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,429,435 8,722,389 -4,730,116 584,882 346 200,831,884 0.043

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -5,575,912 5,575,912 -7,048,963 303,144
1.0 3,146,477 3,146,477 2,318,847 281,738

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 -11,495 -36,528 14,638 671,804 0.32 0.090 -4,265
CN 183 -2,058,968 -2,876,077 -4,641,119 5,217,918 1.56 0.089 532,100
HK 16 -105,349 -97,640 9,353 255,364 1.50 0.153 17,279
IN 6 -76,531 0 -19,509 139,082 0.22 0.045 876
JP 98 -55,012 -769,629 -67,368 2,200,030 0.52 0.074 16,771
MY 2 -26,220 0 -3,170 26,220 0.18 0.054 1,189
NZ 1 6,238 0 57 6,238 0.01 0.094 -585
SG 1 868 0 157 868 0.18 0.034 30
TH 9 -23,829 -74,778 2,581 125,728 0.25 0.100 7,778
TW 4 -79,137 -79,137 -25,736 79,137 0.41 0.161 13,710

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 12 -341,650 -36,528 -28,202 341,650 0.29 -0.092 14,172
1.0 14 330,155 0 42,840 330,155 0.34 -0.080 -18,437
CN -1.0 126 -3,638,443 -2,876,077 -6,221,061 3,638,443 1.63 -0.032 200,862
1.0 57 1,579,475 0 1,579,942 1,579,475 1.41 0.113 331,238
HK -1.0 6 -180,357 -97,640 -137,240 180,357 0.74 -0.077 4,225
1.0 10 75,007 0 146,592 75,007 1.97 0.187 13,054
IN -1.0 3 -107,807 0 -24,247 107,807 0.29 0.028 -1,088
1.0 3 31,275 0 4,738 31,275 0.14 0.062 1,965
JP -1.0 51 -1,127,521 -769,629 -601,387 1,127,521 0.50 -0.068 59,187
1.0 47 1,072,509 0 534,020 1,072,509 0.54 -0.041 -42,416
MY -1.0 2 -26,220 0 -3,170 26,220 0.18 -0.054 1,189
NZ 1.0 1 6,238 0 57 6,238 0.01 -0.094 -585
SG 1.0 1 868 0 157 868 0.18 0.034 30
TH -1.0 5 -74,778 -74,778 -7,920 74,778 0.22 -0.142 10,888
1.0 4 50,950 0 10,500 50,950 0.28 -0.043 -3,110
TW -1.0 4 -79,137 -79,137 -25,736 79,137 0.41 -0.161 13,710