trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,026,510 18,306,383 -2,528,392 1,268,993 398 233,135,886 0.079

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -10,166,447 10,166,447 -9,779,168 788,362
1.0 8,139,936 8,139,936 7,250,775 480,631

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 38 -228,954 -819,611 -92,083 1,891,225 0.35 0.112 3,307
CN 188 -1,627,213 -3,774,185 -2,837,499 7,282,929 1.57 0.099 592,768
HK 10 -27,131 -216,661 -22,243 572,149 1.55 0.126 48,539
IN 10 90,449 0 25,143 533,729 0.24 0.089 32,352
JP 133 52,784 -2,351,597 479,196 6,989,991 0.62 0.082 478,342
NZ 1 -19,465 -19,465 1,599 19,465 -0.08 0.169 3,294
SG 1 -27,474 0 -5,167 27,474 0.19 0.030 811
TH 15 -282,974 -614,282 -116,773 945,954 0.21 0.093 113,002
TW 2 43,468 0 39,435 43,468 0.93 0.051 -3,423

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 30 -1,060,089 -819,611 -251,540 1,060,089 0.32 -0.119 104,431
1.0 8 831,136 0 159,457 831,136 0.44 -0.063 -101,124
CN -1.0 102 -4,455,071 -3,774,185 -6,899,971 4,455,071 1.60 -0.046 191,294
1.0 86 2,827,858 0 4,062,472 2,827,858 1.53 0.128 401,473
HK -1.0 4 -299,640 -216,661 -436,845 299,640 1.60 -0.069 24,502
1.0 6 272,509 0 414,602 272,509 1.51 0.151 24,037
IN -1.0 3 -221,640 0 -52,214 221,640 0.30 0.046 -7,350
1.0 7 312,089 0 77,357 312,089 0.22 0.107 39,702
JP -1.0 67 -3,468,603 -2,351,597 -1,985,242 3,468,603 0.63 -0.106 360,145
1.0 66 3,521,387 0 2,464,439 3,521,387 0.61 -0.018 118,197
NZ -1.0 1 -19,465 -19,465 1,599 19,465 -0.08 -0.169 3,294
SG -1.0 1 -27,474 0 -5,167 27,474 0.19 -0.030 811
TH -1.0 7 -614,464 -614,282 -149,787 614,464 0.19 -0.140 111,233
1.0 8 331,490 0 33,014 331,490 0.22 -0.039 1,768
TW 1.0 2 43,468 0 39,435 43,468 0.93 -0.036 -3,423