trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,415,095 21,779,730 -2,423,031 1,389,801 388 232,875,816 0.094

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -11,597,412 11,597,412 -10,432,363 657,396
1.0 10,182,318 10,182,318 8,009,331 732,405

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 158,178 -351,166 -158,615 1,651,956 0.36 0.102 -54,231
CN 163 -1,987,050 -3,338,662 -3,214,825 8,362,418 1.54 0.107 723,724
HK 9 416,578 -210,367 783,358 863,115 1.65 0.105 101,685
IN 21 -346,601 0 -32,328 2,459,937 0.27 0.095 89,598
JP 142 444,037 -2,653,000 217,965 7,973,821 0.60 0.079 485,871
NZ 1 -25,640 -25,640 2,106 25,640 -0.08 0.175 4,496
SG 1 -10,604 0 -4,266 10,604 0.40 0.014 152
TH 13 -59,799 -235,202 -15,141 410,605 0.19 0.097 34,845
TW 4 -4,194 -12,555 -1,285 21,634 0.45 0.130 3,661

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 23 -746,889 -351,166 -291,981 746,889 0.34 -0.109 50,871
1.0 11 905,067 0 133,367 905,067 0.42 -0.070 -105,102
CN -1.0 87 -5,174,734 -3,338,662 -7,546,339 5,174,734 1.60 -0.040 198,033
1.0 76 3,187,684 0 4,331,514 3,187,684 1.47 0.119 525,691
HK -1.0 5 -223,268 -210,367 -101,869 223,268 1.79 -0.037 11,190
1.0 4 639,846 0 885,227 639,846 1.47 0.153 90,494
IN -1.0 7 -1,403,269 0 -303,035 1,403,269 0.26 0.018 -50,351
1.0 14 1,056,668 0 270,706 1,056,668 0.28 0.123 139,949
JP -1.0 84 -3,764,892 -2,653,000 -2,148,152 3,764,892 0.62 -0.092 396,664
1.0 58 4,208,929 0 2,366,118 4,208,929 0.58 -0.010 89,207
NZ -1.0 1 -25,640 -25,640 2,106 25,640 -0.08 -0.175 4,496
SG -1.0 1 -10,604 0 -4,266 10,604 0.40 -0.014 152
TH -1.0 4 -235,202 -235,202 -33,246 235,202 0.25 -0.182 44,299
1.0 9 175,403 0 18,105 175,403 0.17 -0.058 -9,454
TW -1.0 3 -12,914 -12,555 -5,580 12,914 0.44 -0.112 2,042
1.0 1 8,720 0 4,294 8,720 0.49 0.186 1,619