trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -3,747,725 17,207,959 -5,411,822 932,623 376 202,253,457 0.085

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -10,477,842 10,477,842 -10,817,143 465,322
1.0 6,730,117 6,730,117 5,405,320 467,300

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 28,295 -462,286 -37,464 1,448,468 0.42 0.115 120,254
CN 170 -3,325,135 -4,478,972 -4,730,081 6,779,940 1.49 0.093 318,513
HK 29 218,567 -154,386 -968,337 2,148,920 1.69 0.101 144,343
ID 6 -581,587 0 89,166 581,587 0.01 0.043 26,401
IN 1 -7,076 0 -729 7,076 0.10 0.009 -67
JP 119 -354,836 -1,905,974 78,693 5,705,934 0.54 0.067 317,385
MY 2 -68,367 0 -3,787 68,367 0.26 0.046 2,789
NZ 1 -62,627 -62,627 2,365 62,627 -0.04 0.130 8,125
SG 7 263,325 0 57,019 263,325 0.23 0.058 13,498
TW 4 141,716 0 101,333 141,716 0.80 0.122 -18,618

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 24 -710,087 -462,286 -139,624 710,087 0.35 -0.129 90,287
1.0 13 738,381 0 102,160 738,381 0.54 -0.071 29,967
CN -1.0 92 -5,052,537 -4,478,972 -7,200,106 5,052,537 1.51 -0.029 189,747
1.0 78 1,727,402 0 2,470,025 1,727,402 1.46 0.104 128,765
HK -1.0 18 -965,177 -154,386 -2,041,083 965,177 2.13 0.059 -91,479
1.0 11 1,183,744 0 1,072,746 1,183,744 0.96 0.095 235,823
ID -1.0 6 -581,587 0 89,166 581,587 0.01 -0.043 26,401
IN -1.0 1 -7,076 0 -729 7,076 0.10 0.009 -67
JP -1.0 67 -3,030,385 -1,905,974 -1,523,345 3,030,385 0.54 -0.064 239,519
1.0 52 2,675,549 0 1,602,038 2,675,549 0.55 0.000 77,866
MY -1.0 2 -68,367 0 -3,787 68,367 0.26 -0.046 2,789
NZ -1.0 1 -62,627 -62,627 2,365 62,627 -0.04 -0.130 8,125
SG 1.0 7 263,325 0 57,019 263,325 0.23 0.018 13,498
TW 1.0 4 141,716 0 101,333 141,716 0.80 -0.050 -18,618