trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,512,471 16,840,759 -3,804,340 1,052,752 422 201,869,610 0.083

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -9,176,615 9,176,615 -9,874,132 403,771
1.0 7,664,144 7,664,144 6,069,793 648,982

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 13,658 -328,250 -83,784 1,242,535 0.41 0.092 77,649
CN 188 -1,736,769 -3,674,107 -3,565,310 6,505,014 1.63 0.079 559,850
HK 18 319,182 -24,862 586,958 948,471 1.47 0.120 88,690
IN 8 419,662 0 84,533 704,845 0.20 0.114 98,456
JP 145 -1,106,305 -1,858,631 -1,045,945 5,924,586 0.56 0.074 155,673
NZ 1 51,672 0 -1,951 51,672 -0.04 0.156 -8,056
SG 9 320,991 0 103,139 855,190 0.21 0.053 10,171
TH 13 -133,598 -156,042 -17,005 266,420 0.15 0.114 15,802
TW 4 339,036 -1,495 135,026 342,026 0.20 0.134 54,516

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 18 -614,438 -328,250 -163,912 614,438 0.31 -0.102 46,706
1.0 18 628,096 0 80,128 628,096 0.50 -0.043 30,943
CN -1.0 142 -4,120,892 -3,674,107 -6,874,946 4,120,892 1.70 -0.024 195,063
1.0 46 2,384,123 0 3,309,636 2,384,123 1.45 0.096 364,787
HK -1.0 8 -314,645 -24,862 -441,367 314,645 1.87 0.108 -57,657
1.0 10 633,827 0 1,028,324 633,827 1.15 0.118 146,347
IN -1.0 2 -142,592 0 -19,008 142,592 0.11 0.012 -937
1.0 6 562,254 0 103,541 562,254 0.22 0.148 99,393
JP -1.0 77 -3,515,445 -1,858,631 -2,321,310 3,515,445 0.61 -0.068 214,782
1.0 68 2,409,140 0 1,275,366 2,409,140 0.49 -0.050 -59,109
NZ 1.0 1 51,672 0 -1,951 51,672 -0.04 -0.156 -8,056
SG -1.0 1 -267,099 0 -23,036 267,099 0.09 0.051 -13,577
1.0 8 588,091 0 126,175 588,091 0.23 0.020 23,748
TH -1.0 11 -200,009 -156,042 -29,726 200,009 0.14 -0.102 19,128
1.0 2 66,411 0 12,720 66,411 0.22 -0.081 -3,326
TW -1.0 1 -1,495 -1,495 -828 1,495 0.55 -0.176 263
1.0 3 340,531 0 135,854 340,531 0.08 0.120 54,254