trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,725,778 17,241,143 -3,073,863 1,595,499 323 220,614,057 0.078

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -9,983,460 9,983,460 -11,806,691 509,592
1.0 7,257,682 7,257,682 8,732,829 1,085,907

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 39 -42,892 -371,474 -173,719 1,018,310 0.42 0.100 42,410
CN 210 -1,358,625 -4,968,717 -769,893 11,877,415 1.54 0.099 1,193,805
HK 24 -602,306 -489,764 -1,775,105 2,783,105 1.75 0.087 192,366
IN 10 57,685 0 36,416 148,360 0.28 0.069 7,631
NZ 1 -37,216 -37,216 3,056 37,216 -0.08 0.144 5,353
SG 1 -56,706 -56,706 -42,474 56,706 0.75 0.179 10,129
TH 21 -167,817 -459,560 46,548 751,303 0.24 0.130 57,528
TW 17 -517,900 -492,167 -398,691 568,727 0.55 0.149 86,276

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 23 -530,601 -371,474 -266,668 530,601 0.54 -0.123 58,211
1.0 16 487,709 0 92,949 487,709 0.24 -0.054 -15,801
CN -1.0 97 -6,618,020 -4,968,717 -8,415,367 6,618,020 1.63 -0.043 340,741
1.0 113 5,259,395 0 7,645,474 5,259,395 1.47 0.114 853,064
HK -1.0 17 -1,692,705 -489,764 -2,570,553 1,692,705 1.92 -0.011 -53,825
1.0 7 1,090,400 0 795,448 1,090,400 1.32 0.162 246,191
IN -1.0 4 -45,338 0 -11,589 45,338 0.18 0.040 -2,628
1.0 6 103,022 0 48,005 103,022 0.35 0.089 10,259
NZ -1.0 1 -37,216 -37,216 3,056 37,216 -0.08 -0.144 5,353
SG -1.0 1 -56,706 -56,706 -42,474 56,706 0.75 -0.179 10,129
TH -1.0 17 -459,560 -459,560 -91,420 459,560 0.21 -0.145 66,967
1.0 4 291,743 0 137,968 291,743 0.34 -0.030 -9,439
TW -1.0 16 -543,314 -492,167 -411,676 543,314 0.55 -0.155 84,644
1.0 1 25,413 0 12,985 25,413 0.51 0.064 1,633