trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -582,746 13,706,456 -1,837,995 1,212,946 263 250,249,233 0.055

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -7,144,601 7,144,601 -5,017,480 670,711
1 6,561,855 6,561,855 3,179,486 542,236

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 -281,300 -337,367 -154,464 536,666 0.47 0.107 44,637
HK 17 -135,082 -660,151 -1,145,462 1,886,826 2.14 0.083 151,827
IN 16 1,156,160 0 178,580 2,286,533 0.24 0.114 408,411
JP 179 -1,253,523 -3,759,909 -706,500 8,256,727 0.59 0.079 549,630
NZ 1 -28,873 -28,873 2,371 28,873 -0.08 0.186 5,368
SG 3 -51,114 -51,223 -28,282 51,332 0.43 0.149 8,531
TH 17 10,985 -315,638 15,762 659,498 0.26 0.132 44,542

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 27 -408,983 -337,367 -159,197 408,983 0.51 -0.107 51,013
1 3 127,683 0 4,733 127,683 0.12 -0.088 -6,376
HK -1 12 -1,010,954 -660,151 -1,865,043 1,010,954 2.65 -0.013 11,645
1 5 875,872 0 719,581 875,872 0.91 0.121 140,182
IN -1 5 -565,186 0 -160,548 565,186 0.31 -0.066 52,420
1 11 1,721,347 0 339,128 1,721,347 0.22 0.136 355,991
JP -1 103 -4,755,125 -3,759,909 -2,741,034 4,755,125 0.63 -0.099 492,890
1 76 3,501,602 0 2,034,534 3,501,602 0.52 -0.023 56,740
NZ -1 1 -28,873 -28,873 2,371 28,873 -0.08 -0.186 5,368
SG -1 2 -51,223 -51,223 -28,309 51,223 0.52 -0.168 8,543
1 1 109 0 28 109 0.25 -0.110 -12
TH -1 13 -324,257 -315,638 -65,720 324,257 0.26 -0.140 48,832
1 4 335,242 0 81,482 335,242 0.26 -0.041 -4,290