trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -650,626 15,547,098 -1,672,726 1,144,058 317 200,645,476 0.077

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -8,098,862 8,098,862 -5,927,948 474,476
1 7,448,236 7,448,236 4,255,222 669,582

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 35,894 -57,234 -26,262 264,283 0.47 0.118 11,761
CN 111 -1,227,465 -1,963,973 -1,174,751 3,384,854 1.59 0.087 283,815
HK 10 -208,736 -180,926 -337,124 370,717 1.25 0.157 20,184
ID 3 121,611 0 -31,295 206,899 -0.03 0.113 18,276
IN 10 1,535,274 0 187,032 1,697,793 0.11 0.096 342,136
JP 142 -653,463 -2,093,333 -200,977 9,303,334 0.59 0.065 437,518
NZ 1 -669 -669 -6 669 0.01 0.117 78
SG 1 -8,640 -8,640 -5,961 8,640 0.69 0.128 1,109
TH 9 -236,981 -90,968 -77,205 302,459 0.30 0.104 28,908
TW 1 -7,451 0 -6,177 7,451 0.83 0.037 274

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 22 -114,195 -57,234 -49,224 114,195 0.56 -0.142 10,099
1 7 150,089 0 22,962 150,089 0.17 -0.008 1,662
CN -1 77 -2,306,160 -1,963,973 -2,460,419 2,306,160 1.70 -0.011 169,270
1 34 1,078,694 0 1,285,667 1,078,694 1.33 0.072 114,545
HK -1 4 -289,727 -180,926 -401,858 289,727 2.02 0.074 4,656
1 6 80,991 0 64,735 80,991 0.74 0.169 15,528
ID -1 1 -42,644 0 -2,599 42,644 0.06 0.082 -3,503
1 2 164,255 0 -28,697 164,255 -0.08 0.129 21,779
IN -1 5 -81,259 0 -3,180 81,259 0.07 -0.035 5,021
1 5 1,616,533 0 190,212 1,616,533 0.15 0.149 337,114
JP -1 92 -4,978,398 -2,093,333 -2,916,857 4,978,398 0.67 -0.059 257,640
1 50 4,324,936 0 2,715,879 4,324,936 0.44 -0.019 179,878
NZ -1 1 -669 -669 -6 669 0.01 -0.117 78
SG -1 1 -8,640 -8,640 -5,961 8,640 0.69 -0.128 1,109
TH -1 6 -269,720 -90,968 -81,668 269,720 0.34 -0.134 29,833
1 3 32,739 0 4,463 32,739 0.23 -0.034 -925
TW -1 1 -7,451 0 -6,177 7,451 0.83 -0.037 274