trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -700,326 12,617,906 -1,200,789 733,443 297 236,514,979 0.053

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -6,659,116 6,659,116 -5,871,388 492,285
1.0 5,958,790 5,958,790 4,670,599 241,158

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 50,620 -257,921 21,747 1,207,374 0.39 0.096 -9,116
CN 99 -807,798 -1,745,668 -1,748,067 3,880,007 1.49 0.104 281,160
HK 14 24,342 -467,223 348,852 1,049,616 1.53 0.125 144,801
IN 14 -349,176 0 -147,478 1,152,123 0.30 0.077 96,134
JP 123 559,759 -1,154,274 401,460 4,665,542 0.56 0.072 124,342
NZ 1 4,723 0 -388 4,723 -0.08 0.173 -817
SG 1 -17,741 0 -7,137 17,741 0.40 0.036 644
TH 7 -29,356 -196,306 31,837 363,256 0.19 0.157 54,600
TW 5 -135,699 -206,612 -101,615 277,524 0.47 0.200 41,694

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 18 -578,377 -257,921 -93,941 578,377 0.32 -0.102 34,406
1.0 15 628,997 0 115,689 628,997 0.47 -0.067 -43,522
CN -1.0 48 -2,343,902 -1,745,668 -3,713,964 2,343,902 1.55 -0.029 151,991
1.0 51 1,536,104 0 1,965,897 1,536,104 1.44 0.096 129,169
HK -1.0 7 -512,637 -467,223 -453,042 512,637 1.42 0.004 53,043
1.0 7 536,979 0 801,894 536,979 1.64 0.149 91,758
IN -1.0 11 -750,650 0 -213,047 750,650 0.32 -0.015 4,550
1.0 3 401,474 0 65,569 401,474 0.24 0.172 91,583
JP -1.0 52 -2,052,892 -1,154,274 -1,241,345 2,052,892 0.51 -0.065 154,156
1.0 71 2,612,651 0 1,642,805 2,612,651 0.60 -0.040 -29,813
NZ 1.0 1 4,723 0 -388 4,723 -0.08 -0.173 -817
SG -1.0 1 -17,741 0 -7,137 17,741 0.40 -0.036 644
TH -1.0 4 -196,306 -196,306 -23,752 196,306 0.16 -0.182 44,793
1.0 3 166,950 0 55,589 166,950 0.23 -0.065 9,807
TW -1.0 4 -206,612 -206,612 -125,160 206,612 0.50 -0.226 48,702
1.0 1 70,913 0 23,544 70,913 0.33 -0.099 -7,008