trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,162,700 15,870,109 -1,753,616 904,692 360 228,694,167 0.069

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -8,516,405 8,516,405 -7,978,938 603,490
1.0 7,353,704 7,353,704 6,225,322 301,201

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 -129,171 -636,952 -82,731 1,833,589 0.34 0.113 -19,831
CN 157 -1,026,130 -2,554,189 -2,145,193 5,710,794 1.56 0.097 375,329
HK 7 -34,866 -201,903 544 662,556 1.55 0.116 47,997
IN 13 66,575 0 25,794 559,960 0.28 0.091 32,064
JP 126 135,680 -1,879,592 504,329 6,250,585 0.60 0.082 386,471
NZ 1 -594 -594 49 594 -0.08 0.169 100
SG 2 -40,364 0 -10,352 40,364 0.30 0.020 956
TH 16 -184,173 -472,749 -92,005 761,326 0.21 0.105 85,032
TW 2 50,342 0 45,949 50,342 0.93 0.054 -3,427

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 26 -981,380 -636,952 -252,945 981,380 0.32 -0.114 84,090
1.0 10 852,209 0 170,214 852,209 0.40 -0.091 -103,920
CN -1.0 90 -3,368,462 -2,554,189 -5,319,569 3,368,462 1.60 -0.035 105,082
1.0 67 2,342,332 0 3,174,375 2,342,332 1.50 0.118 270,247
HK -1.0 3 -348,711 -201,903 -474,785 348,711 1.80 -0.088 21,990
1.0 4 313,845 0 475,329 313,845 1.36 0.119 26,008
IN -1.0 6 -246,692 0 -50,951 246,692 0.36 0.068 -10,518
1.0 7 313,267 0 76,746 313,267 0.22 0.111 42,581
JP -1.0 59 -3,057,452 -1,879,592 -1,740,996 3,057,452 0.59 -0.100 308,172
1.0 67 3,193,133 0 2,245,325 3,193,133 0.60 -0.028 78,299
NZ -1.0 1 -594 -594 49 594 -0.08 -0.169 100
SG -1.0 2 -40,364 0 -10,352 40,364 0.30 -0.020 956
TH -1.0 6 -472,749 -472,749 -129,388 472,749 0.20 -0.162 93,618
1.0 10 288,576 0 37,384 288,576 0.22 -0.064 -8,586
TW 1.0 2 50,342 0 45,949 50,342 0.93 -0.036 -3,427