trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 458,589 12,167,130 122,766 706,865 357 209,576,191 0.058

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -5,854,270 5,854,270 -5,475,220 320,846
1 6,312,859 6,312,859 5,597,986 386,020

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 20 -45,129 -68,626 -38,849 488,680 0.50 0.087 -7,510
CN 148 930,519 -1,115,667 894,037 4,666,453 1.55 0.100 295,227
HK 36 201,949 -290,030 -260,709 1,553,166 1.77 0.082 136,770
IN 6 156,869 0 21,501 263,539 0.28 0.121 26,346
JP 117 -1,174,383 -1,439,301 -751,865 3,059,429 0.52 0.079 214,023
MY 2 -104,734 0 -10,505 104,734 0.28 0.031 1,407
NZ 1 -6,219 -6,219 235 6,219 -0.04 0.138 859
SG 4 380,620 0 63,123 380,620 0.24 0.081 33,529
TH 18 -33,018 -625,368 143,174 1,473,916 0.16 0.145 -12,154
TW 5 152,114 -9,131 62,625 170,375 0.37 0.155 18,369

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 10 -266,904 -68,626 -63,468 266,904 0.40 -0.089 8,017
1 10 221,775 0 24,620 221,775 0.59 -0.050 -15,527
CN -1 76 -1,867,967 -1,115,667 -2,889,341 1,867,967 1.63 -0.047 34,714
1 72 2,798,486 0 3,783,378 2,798,486 1.48 0.108 260,513
HK -1 28 -675,609 -290,030 -1,137,088 675,609 1.92 0.038 -51,128
1 8 877,558 0 876,379 877,558 1.25 0.159 187,897
IN -1 1 -53,335 0 -7,970 53,335 0.15 0.060 -3,185
1 5 210,204 0 29,471 210,204 0.31 0.133 29,531
JP -1 79 -2,116,906 -1,439,301 -1,286,965 2,116,906 0.51 -0.079 221,255
1 38 942,523 0 535,100 942,523 0.55 -0.035 -7,232
MY -1 2 -104,734 0 -10,505 104,734 0.28 -0.031 1,407
NZ -1 1 -6,219 -6,219 235 6,219 -0.04 -0.138 859
SG 1 4 380,620 0 63,123 380,620 0.24 0.035 33,529
TH -1 16 -753,467 -625,368 -75,058 753,467 0.15 -0.150 107,054
1 2 720,449 0 218,232 720,449 0.23 -0.111 -119,208
TW -1 1 -9,131 -9,131 -5,058 9,131 0.55 -0.203 1,853
1 4 161,245 0 67,684 161,245 0.33 0.059 16,517