trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -939,372 16,225,010 -2,433,598 1,159,366 352 201,387,488 0.081

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -8,582,191 8,582,191 -7,021,932 709,849
1.0 7,642,819 7,642,819 4,588,334 449,517

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 -142,951 -568,942 20,225 1,224,909 0.36 0.097 56,110
CN 138 -892,906 -2,123,422 -2,215,823 4,790,492 1.49 0.097 429,105
HK 14 114,729 -8,844 34,497 1,232,307 1.02 0.179 143,518
IN 4 705,654 0 124,629 781,916 0.15 0.141 146,833
JP 145 -667,573 -2,550,869 -365,163 7,258,579 0.53 0.066 373,122
NZ 1 -39,586 -39,586 1,495 39,586 -0.04 0.130 5,146
SG 8 160,910 0 33,104 160,910 0.22 0.044 4,875
TH 10 -173,068 -416,402 -67,326 731,732 0.10 0.127 1,094
TW 1 -4,580 0 764 4,580 -0.17 0.096 -438

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 21 -683,930 -568,942 -119,918 683,930 0.31 -0.114 70,787
1.0 10 540,979 0 140,143 540,979 0.47 -0.011 -14,677
CN -1.0 74 -2,841,699 -2,123,422 -4,272,132 2,841,699 1.37 -0.024 278,029
1.0 64 1,948,793 0 2,056,309 1,948,793 1.63 0.101 151,076
HK -1.0 4 -558,789 -8,844 -378,439 558,789 1.12 0.038 -19,789
1.0 10 673,518 0 412,936 673,518 0.99 0.188 163,307
IN -1.0 1 -38,131 0 -2,520 38,131 0.07 0.033 -1,261
1.0 3 743,785 0 127,149 743,785 0.17 0.177 148,094
JP -1.0 88 -3,963,076 -2,550,869 -2,197,676 3,963,076 0.52 -0.073 321,565
1.0 57 3,295,503 0 1,832,513 3,295,503 0.53 -0.002 51,557
NZ -1.0 1 -39,586 -39,586 1,495 39,586 -0.04 -0.130 5,146
SG 1.0 8 160,910 0 33,104 160,910 0.22 0.012 4,875
TH -1.0 9 -452,400 -416,402 -53,505 452,400 0.11 -0.115 55,810
1.0 1 279,332 0 -13,821 279,332 -0.05 -0.196 -54,716
TW -1.0 1 -4,580 0 764 4,580 -0.17 0.096 -438