trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,444,806 11,280,197 -2,270,165 775,158 322 200,605,535 0.056

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -6,362,501 6,362,501 -6,095,267 196,595
1 4,917,695 4,917,695 3,825,102 578,563

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 -29,069 -392,425 6,302 955,104 0.42 0.096 57,742
CN 140 -1,125,766 -1,871,001 -1,531,336 4,258,065 1.51 0.085 315,286
HK 12 196,009 -384,163 -441,412 2,041,378 1.48 0.122 284,875
ID 1 383 0 23 383 0.06 0.077 29
IN 7 -311,265 0 -54,911 387,798 0.14 0.047 -1,644
JP 109 -428,969 -1,129,142 -302,373 3,114,535 0.55 0.074 82,257
NZ 1 -941 -941 -9 941 0.01 0.130 122
SG 4 56,557 -2,437 9,170 61,430 0.34 0.053 -1,295
TH 9 110,123 -89,196 20,430 288,516 0.22 0.109 20,337
TW 10 88,132 -36,908 23,950 172,047 0.43 0.130 17,449

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 15 -492,087 -392,425 -69,842 492,087 0.37 -0.104 48,976
1 14 463,017 0 76,144 463,017 0.48 -0.067 8,766
CN -1 95 -2,691,916 -1,871,001 -3,723,129 2,691,916 1.54 -0.010 33,311
1 45 1,566,149 0 2,191,794 1,566,149 1.46 0.138 281,975
HK -1 4 -922,684 -384,163 -1,171,788 922,684 1.36 0.007 5,650
1 8 1,118,693 0 730,376 1,118,693 1.54 0.150 279,225
ID 1 1 383 0 23 383 0.06 0.077 29
IN -1 3 -349,532 0 -61,270 349,532 0.16 -0.007 -3,813
1 4 38,267 0 6,359 38,267 0.13 0.065 2,168
JP -1 61 -1,771,752 -1,129,142 -1,034,077 1,771,752 0.56 -0.066 91,369
1 48 1,342,783 0 731,703 1,342,783 0.54 -0.034 -9,112
NZ -1 1 -941 -941 -9 941 0.01 -0.130 122
SG -1 1 -2,437 -2,437 -1,681 2,437 0.69 -0.117 285
1 3 58,994 0 10,852 58,994 0.23 -0.017 -1,581
TH -1 6 -89,196 -89,196 -15,870 89,196 0.23 -0.139 14,542
1 3 199,319 0 36,300 199,319 0.20 0.032 5,795
TW -1 8 -41,957 -36,908 -17,601 41,957 0.45 -0.146 6,153
1 2 130,090 0 41,552 130,090 0.36 0.068 11,296