trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 19,446 10,485,653 474,493 393,756 324 201,094,660 0.052

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -5,233,104 5,233,104 -3,198,533 235,539
1.0 5,252,550 5,252,550 3,673,026 158,217

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 -7,368 -225,088 177,686 1,038,119 0.44 0.088 26,413
CN 115 -291,371 -1,135,898 625,471 3,335,487 1.50 0.085 122,008
HK 20 -41,320 -70,164 -91,004 645,856 1.11 0.135 32,535
IN 3 77,133 0 5,362 77,133 0.09 0.113 8,898
JP 138 184,860 -1,780,918 -245,404 4,919,744 0.56 0.070 193,784
NZ 1 -6,208 -6,208 234 6,208 -0.04 0.139 860
SG 6 57,647 0 13,744 57,647 0.28 0.056 1,663
TH 8 58,083 -131,931 -5,297 393,450 0.14 0.099 5,437
TW 2 -12,010 -12,010 -6,300 12,010 0.51 0.177 2,158

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 10 -522,743 -225,088 -50,376 522,743 0.37 -0.110 44,988
1.0 21 515,375 0 228,062 515,375 0.47 -0.061 -18,575
CN -1.0 49 -1,813,429 -1,135,898 -1,384,535 1,813,429 1.39 -0.011 20,158
1.0 66 1,522,058 0 2,010,006 1,522,058 1.59 0.066 101,850
HK -1.0 8 -343,588 -70,164 -327,546 343,588 1.68 0.031 -24,679
1.0 12 302,268 0 236,542 302,268 0.73 0.147 57,214
IN 1.0 3 77,133 0 5,362 77,133 0.09 0.113 8,898
JP -1.0 95 -2,367,442 -1,780,918 -1,409,924 2,367,442 0.60 -0.068 175,620
1.0 43 2,552,302 0 1,164,520 2,552,302 0.47 -0.008 18,164
NZ -1.0 1 -6,208 -6,208 234 6,208 -0.04 -0.139 860
SG 1.0 6 57,647 0 13,744 57,647 0.28 0.021 1,663
TH -1.0 3 -167,683 -131,931 -20,087 167,683 0.08 -0.105 16,432
1.0 5 225,766 0 14,789 225,766 0.19 -0.095 -10,996
TW -1.0 2 -12,010 -12,010 -6,300 12,010 0.51 -0.177 2,158