trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,517,841 16,388,397 -1,882,253 896,547 359 228,764,444 0.072

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -8,953,119 8,953,119 -8,286,348 610,723
1.0 7,435,278 7,435,278 6,404,095 285,824

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 39 -125,945 -634,814 -86,653 1,809,981 0.35 0.109 -22,341
CN 156 -1,284,044 -2,742,193 -2,234,664 5,921,987 1.56 0.096 372,001
HK 8 -10,465 -214,553 14,658 635,662 1.48 0.103 49,718
IN 12 -31,421 0 -4,680 575,561 0.30 0.085 23,471
JP 124 111,337 -1,933,017 493,537 6,508,247 0.60 0.082 384,466
NZ 1 -594 -594 49 594 -0.08 0.169 100
SG 2 -38,586 0 -9,637 38,586 0.30 0.018 893
TH 15 -185,029 -511,039 -97,554 850,873 0.21 0.093 91,611
TW 2 46,905 0 42,692 46,905 0.93 0.051 -3,373

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 28 -967,963 -634,814 -257,070 967,963 0.34 -0.106 84,050
1.0 11 842,018 0 170,417 842,018 0.39 -0.079 -106,391
CN -1.0 86 -3,603,015 -2,742,193 -5,516,552 3,603,015 1.59 -0.038 109,282
1.0 70 2,318,972 0 3,281,888 2,318,972 1.52 0.116 262,719
HK -1.0 4 -323,064 -214,553 -455,886 323,064 1.60 -0.069 23,479
1.0 4 312,599 0 470,544 312,599 1.36 0.118 26,239
IN -1.0 6 -303,491 0 -72,458 303,491 0.36 0.065 -11,564
1.0 6 272,070 0 67,779 272,070 0.23 0.104 35,035
JP -1.0 59 -3,198,455 -1,933,017 -1,844,056 3,198,455 0.61 -0.098 310,819
1.0 65 3,309,792 0 2,337,593 3,309,792 0.60 -0.027 73,647
NZ -1.0 1 -594 -594 49 594 -0.08 -0.169 100
SG -1.0 2 -38,586 0 -9,637 38,586 0.30 -0.018 893
TH -1.0 7 -517,951 -511,039 -130,736 517,951 0.19 -0.140 93,663
1.0 8 332,922 0 33,183 332,922 0.22 -0.039 -2,052
TW 1.0 2 46,905 0 42,692 46,905 0.93 -0.036 -3,373