trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,388,776 16,784,780 -2,277,472 963,431 363 237,127,109 0.071

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -9,086,778 9,086,778 -8,199,794 509,087
1.0 7,698,002 7,698,002 5,922,322 454,344

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 -18,588 -302,944 404,359 1,745,783 0.43 0.102 78,902
CN 158 -1,316,920 -3,090,827 -2,786,037 6,122,554 1.52 0.096 488,609
HK 12 107,492 -23,188 283,846 415,156 1.66 0.088 36,582
ID 1 274,042 0 -4,478 274,042 -0.02 0.125 34,280
IN 15 -677,731 0 -33,712 1,765,843 0.24 0.088 -8,721
JP 133 195,773 -1,399,950 -73,710 5,960,861 0.59 0.079 319,934
NZ 2 -15,604 -15,604 1,589 15,604 -0.11 0.158 2,485
TH 10 62,760 -24,634 -69,329 484,936 0.16 0.134 11,359

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 13 -882,185 -302,944 -89,751 882,185 0.33 -0.112 68,624
1.0 19 863,597 0 494,110 863,597 0.51 -0.086 10,278
CN -1.0 93 -3,719,737 -3,090,827 -5,739,030 3,719,737 1.52 -0.039 238,883
1.0 65 2,402,817 0 2,952,993 2,402,817 1.52 0.109 249,726
HK -1.0 7 -153,832 -23,188 -120,825 153,832 1.42 -0.010 2,744
1.0 5 261,324 0 404,670 261,324 2.00 0.104 33,839
ID 1.0 1 274,042 0 -4,478 274,042 -0.02 0.125 34,280
IN -1.0 5 -1,221,787 0 -202,963 1,221,787 0.14 0.062 -75,450
1.0 10 544,056 0 169,251 544,056 0.30 0.101 66,729
JP -1.0 63 -2,882,544 -1,399,950 -1,977,547 2,882,544 0.58 -0.097 250,809
1.0 70 3,078,317 0 1,903,837 3,078,317 0.59 -0.025 69,125
NZ -1.0 2 -15,604 -15,604 1,589 15,604 -0.11 -0.158 2,485
TH -1.0 6 -211,088 -24,634 -71,267 211,088 0.18 -0.177 20,992
1.0 4 273,848 0 1,938 273,848 0.14 -0.046 -9,634