trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -912,322 14,299,451 -1,502,571 748,774 344 249,019,502 0.057

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -7,605,887 7,605,887 -6,894,777 406,628
1 6,693,565 6,693,565 5,392,205 342,146

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 -65,112 -193,535 104,392 462,984 0.35 0.101 17,597
CN 131 -1,260,722 -1,798,343 -2,150,418 3,904,419 1.64 0.101 270,657
HK 7 741,959 0 1,206,398 741,959 1.88 0.150 150,074
ID 5 153,308 0 -6,999 153,308 -0.11 0.132 24,727
IN 4 -149,841 0 -9,838 270,144 0.17 0.124 -10,075
JP 160 1,397 -2,207,462 -470,946 8,361,947 0.56 0.078 274,047
NZ 1 -5,774 -5,774 146 5,774 -0.03 0.182 1,053
SG 1 965 0 380 965 0.39 0.105 -101
TW 5 -328,501 -16,496 -175,686 397,951 0.36 0.114 20,795

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 15 -264,048 -193,535 -24,451 264,048 0.23 -0.117 30,532
1 15 198,936 0 128,842 198,936 0.47 -0.075 -12,935
CN -1 96 -2,582,571 -1,798,343 -3,934,137 2,582,571 1.73 -0.023 64,558
1 35 1,321,848 0 1,783,719 1,321,848 1.39 0.128 206,099
HK 1 7 741,959 0 1,206,398 741,959 1.88 0.150 150,074
ID 1 5 153,308 0 -6,999 153,308 -0.11 0.132 24,727
IN -1 2 -209,993 0 -19,257 209,993 0.20 0.063 -22,098
1 2 60,151 0 9,419 60,151 0.15 0.185 12,022
JP -1 85 -4,180,275 -2,207,462 -2,723,160 4,180,275 0.54 -0.089 309,108
1 75 4,181,672 0 2,252,215 4,181,672 0.57 -0.039 -35,061
NZ -1 1 -5,774 -5,774 146 5,774 -0.03 -0.182 1,053
SG 1 1 965 0 380 965 0.39 -0.105 -101
TW -1 3 -363,226 -16,496 -193,918 363,226 0.25 -0.147 23,474
1 2 34,725 0 18,232 34,725 0.53 -0.065 -2,679