trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,102 22,273,585 -602,396 1,332,843 377 244,490,648 0.091

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -11,137,843 11,137,843 -8,645,254 608,527
1.0 11,135,742 11,135,742 8,042,858 724,316

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
CN 129 -260,978 -1,427,339 -506,037 7,016,426 1.51 0.079 196,383
HK 13 534,147 -87,574 696,455 1,738,408 1.93 0.101 227,501
IN 17 64,883 0 98,459 2,656,338 0.24 0.093 230,591
JP 201 -186,541 -4,150,437 -827,933 10,324,297 0.55 0.078 612,542
NZ 2 -36,225 -36,225 3,087 36,225 -0.11 0.158 6,434
SG 2 -34,831 -34,831 -10,799 34,831 0.52 0.158 5,797
TH 13 -82,556 -274,808 -55,628 467,060 0.20 0.136 53,595

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
CN -1.0 50 -3,638,702 -1,427,339 -4,974,287 3,638,702 1.52 -0.010 7,282
1.0 79 3,377,724 0 4,468,250 3,377,724 1.50 0.057 189,101
HK -1.0 8 -602,130 -87,574 -487,089 602,130 2.16 -0.043 -2,370
1.0 5 1,136,278 0 1,183,544 1,136,278 1.57 0.181 229,872
IN -1.0 4 -1,295,728 0 -194,585 1,295,728 0.22 -0.013 8,190
1.0 13 1,360,610 0 293,044 1,360,610 0.24 0.113 222,401
JP -1.0 124 -5,255,419 -4,150,437 -2,912,597 5,255,419 0.55 -0.107 534,077
1.0 77 5,068,878 0 2,084,664 5,068,878 0.55 0.010 78,465
NZ -1.0 2 -36,225 -36,225 3,087 36,225 -0.11 -0.158 6,434
SG -1.0 2 -34,831 -34,831 -10,799 34,831 0.52 -0.158 5,797
TH -1.0 10 -274,808 -274,808 -68,983 274,808 0.24 -0.172 49,117
1.0 3 192,252 0 13,355 192,252 0.07 0.014 4,478