trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,164,317 12,989,881 -3,873,252 955,423 416 200,702,783 0.065

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -7,577,099 7,577,099 -8,776,478 568,845
1.0 5,412,782 5,412,782 4,903,226 386,578

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 -6,608 -74,844 3,991 437,846 0.45 0.093 5,971
CN 197 -2,118,476 -3,668,124 -3,648,932 6,918,823 1.56 0.097 600,483
HK 15 31,777 -87,452 148,280 270,558 1.35 0.142 35,288
IN 10 64,670 0 -10,086 251,019 0.20 0.055 10,286
JP 134 234,503 -1,530,719 -171,099 4,437,261 0.55 0.075 251,458
MY 1 -591 0 -307 591 0.52 0.039 23
NZ 2 5,815 0 -64 5,815 -0.06 0.119 -649
TH 12 76,691 -69,590 19,897 215,871 0.17 0.102 3,104
TW 19 -452,098 -187,679 -214,931 452,098 0.46 0.118 49,460

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 20 -222,227 -74,844 -46,436 222,227 0.40 -0.096 12,510
1.0 6 215,619 0 50,427 215,619 0.62 -0.064 -6,539
CN -1.0 116 -4,518,649 -3,668,124 -7,151,592 4,518,649 1.61 -0.044 301,637
1.0 81 2,400,174 0 3,502,661 2,400,174 1.48 0.118 298,845
HK -1.0 9 -119,390 -87,452 -147,073 119,390 1.21 -0.072 8,282
1.0 6 151,167 0 295,353 151,167 1.56 0.138 27,006
IN -1.0 3 -93,175 0 -30,365 93,175 0.37 0.015 -1,019
1.0 7 157,844 0 20,279 157,844 0.13 0.073 11,305
JP -1.0 75 -2,101,379 -1,530,719 -1,181,202 2,101,379 0.58 -0.077 186,387
1.0 59 2,335,882 0 1,010,103 2,335,882 0.52 -0.007 65,071
MY -1.0 1 -591 0 -307 591 0.52 -0.039 23
NZ 1.0 2 5,815 0 -64 5,815 -0.06 -0.119 -649
TH -1.0 5 -69,590 -69,590 -4,571 69,590 0.13 -0.159 11,566
1.0 7 146,281 0 24,468 146,281 0.20 -0.060 -8,462
TW -1.0 19 -452,098 -187,679 -214,931 452,098 0.46 -0.118 49,460