trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -674,893 13,821,542 -2,687,729 769,159 323 201,691,216 0.069

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -7,248,217 7,248,217 -6,589,237 515,876
1.0 6,573,324 6,573,324 3,901,508 253,283

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 -537 -438,302 252,571 2,332,883 0.40 0.083 11,525
CN 121 -2,163,101 -2,957,975 -3,398,081 4,555,134 1.53 0.103 388,911
HK 21 380,552 -33,326 238,230 564,030 1.25 0.135 96,257
IN 3 203,446 0 45,442 659,227 0.16 0.107 77,586
JP 120 293,991 -1,351,756 241,715 4,549,893 0.56 0.071 209,248
MY 1 -327 0 -161 327 0.49 0.044 14
NZ 1 21,467 0 -811 21,467 -0.04 0.144 -3,094
SG 4 4,646 0 1,098 4,646 0.25 0.051 217
TH 12 578,343 -267,633 -69,546 1,113,609 0.14 0.129 -14,407
TW 3 6,628 -6,849 1,813 20,326 0.48 0.164 2,903

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 8 -1,166,710 -438,302 -98,499 1,166,710 0.26 -0.075 84,720
1.0 29 1,166,173 0 351,070 1,166,173 0.43 -0.073 -73,196
CN -1.0 69 -3,359,117 -2,957,975 -5,079,609 3,359,117 1.48 -0.041 275,846
1.0 52 1,196,016 0 1,681,528 1,196,016 1.59 0.106 113,065
HK -1.0 6 -91,739 -33,326 -121,530 91,739 1.82 0.037 -4,941
1.0 15 472,291 0 359,760 472,291 1.02 0.150 101,197
IN -1.0 1 -227,891 0 -31,004 227,891 0.14 0.043 -9,803
1.0 2 431,336 0 76,446 431,336 0.17 0.140 87,389
JP -1.0 83 -2,127,951 -1,351,756 -1,199,790 2,127,951 0.59 -0.072 129,848
1.0 37 2,421,942 0 1,441,505 2,421,942 0.48 -0.000 79,400
MY -1.0 1 -327 0 -161 327 0.49 -0.044 14
NZ 1.0 1 21,467 0 -811 21,467 -0.04 -0.144 -3,094
SG 1.0 4 4,646 0 1,098 4,646 0.25 0.042 217
TH -1.0 8 -267,633 -267,633 -55,029 267,633 0.20 -0.142 38,880
1.0 4 845,976 0 -14,517 845,976 0.02 0.012 -53,287
TW -1.0 2 -6,849 -6,849 -3,616 6,849 0.51 -0.188 1,312
1.0 1 13,477 0 5,429 13,477 0.40 0.118 1,592