trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,046,738 17,267,104 -1,575,254 1,065,228 367 221,056,889 0.078

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -9,156,921 9,156,921 -7,654,052 507,636
1.0 8,110,183 8,110,183 6,078,798 557,592

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 41 -56,446 -382,707 379,416 1,870,749 0.44 0.101 136,251
CN 140 -942,610 -3,179,483 -1,656,398 6,581,494 1.53 0.096 559,468
HK 11 -149,618 -277,216 -302,499 975,570 1.72 0.129 72,538
IN 13 67,508 0 -20,628 1,320,783 0.27 0.070 62,096
JP 136 874,100 -1,141,866 230,184 5,409,805 0.55 0.071 115,888
NZ 1 -20,531 -20,531 1,686 20,531 -0.08 0.161 3,306
SG 3 -289,015 -56,682 -83,052 289,015 0.36 0.080 15,014
TH 13 -292,749 -427,266 20,984 561,782 0.22 0.122 64,177
TW 9 -237,377 -189,266 -144,947 237,377 0.70 0.158 36,490

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 27 -963,597 -382,707 -224,950 963,597 0.43 -0.101 70,332
1.0 14 907,151 0 604,366 907,151 0.47 -0.039 65,919
CN -1.0 69 -3,762,052 -3,179,483 -4,947,313 3,762,052 1.62 -0.025 196,491
1.0 71 2,819,442 0 3,290,915 2,819,442 1.45 0.092 362,977
HK -1.0 6 -562,594 -277,216 -688,429 562,594 2.00 -0.071 -4,057
1.0 5 412,976 0 385,930 412,976 1.39 0.174 76,595
IN -1.0 7 -626,637 0 -191,766 626,637 0.29 0.036 -27,062
1.0 6 694,145 0 171,138 694,145 0.25 0.093 89,158
JP -1.0 62 -2,267,852 -1,141,866 -1,348,355 2,267,852 0.63 -0.088 163,487
1.0 74 3,141,953 0 1,578,539 3,141,953 0.49 -0.031 -47,599
NZ -1.0 1 -20,531 -20,531 1,686 20,531 -0.08 -0.161 3,306
SG -1.0 3 -289,015 -56,682 -83,052 289,015 0.36 -0.080 15,014
TH -1.0 10 -427,266 -427,266 -26,926 427,266 0.22 -0.139 53,635
1.0 3 134,516 0 47,910 134,516 0.24 -0.006 10,542
TW -1.0 9 -237,377 -189,266 -144,947 237,377 0.70 -0.158 36,490