trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,681,811 17,198,056 -4,008,633 946,782 359 201,960,660 0.085

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -9,439,934 9,439,934 -9,408,536 557,681
1.0 7,758,122 7,758,122 5,399,903 389,102

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 42 -12,333 -435,539 -98,683 1,276,703 0.47 0.112 61,684
CN 142 -2,019,444 -3,707,244 -2,861,691 6,438,675 1.51 0.089 418,075
HK 26 -307,146 -314,150 -720,936 881,994 1.58 0.083 24,837
ID 3 -142,881 0 7,222 142,881 -0.14 0.090 10,394
IN 6 243,243 0 -12,228 739,219 0.10 0.105 66,752
JP 125 512,387 -2,033,182 -302,540 7,285,203 0.60 0.062 317,279
NZ 1 -27,739 -27,739 1,048 27,739 -0.04 0.108 2,996
SG 6 229,969 0 36,159 229,969 0.20 0.047 11,776
TW 8 -157,869 -159,245 -56,984 175,674 0.61 0.155 32,991

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 30 -644,518 -435,539 -213,013 644,518 0.52 -0.125 65,562
1.0 12 632,185 0 114,330 632,185 0.35 -0.070 -3,879
CN -1.0 89 -4,229,059 -3,707,244 -5,988,836 4,229,059 1.59 -0.053 204,433
1.0 53 2,209,616 0 3,127,144 2,209,616 1.38 0.107 213,642
HK -1.0 16 -594,570 -314,150 -880,453 594,570 2.03 0.027 -5,033
1.0 10 287,424 0 159,518 287,424 0.85 0.073 29,870
ID -1.0 3 -142,881 0 7,222 142,881 -0.14 -0.090 10,394
IN -1.0 4 -247,988 0 -40,403 247,988 0.17 0.083 -25,855
1.0 2 491,231 0 28,174 491,231 -0.04 0.149 92,608
JP -1.0 67 -3,386,408 -2,033,182 -2,231,125 3,386,408 0.69 -0.063 272,270
1.0 58 3,898,795 0 1,928,585 3,898,795 0.51 -0.008 45,009
NZ -1.0 1 -27,739 -27,739 1,048 27,739 -0.04 -0.108 2,996
SG 1.0 6 229,969 0 36,159 229,969 0.20 0.019 11,776
TW -1.0 7 -166,771 -159,245 -62,977 166,771 0.60 -0.175 32,915
1.0 1 8,902 0 5,993 8,902 0.67 0.009 76