trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 433,807 10,792,642 49,558 498,661 295 248,853,971 0.043

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -5,179,418 5,179,418 -4,092,471 338,894
1 5,613,224 5,613,224 4,142,030 159,767

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 -72,322 -671,428 8,743 1,496,512 0.37 0.112 142,410
CN 99 -27,662 -916,749 -175,254 3,791,697 1.64 0.099 176,838
HK 4 156,753 0 141,668 156,753 1.67 0.142 27,145
IN 7 -61,860 0 -44,575 359,999 0.20 0.109 22,376
JP 133 477,335 -1,253,267 82,252 4,326,411 0.55 0.073 86,182
NZ 1 -29,050 -29,050 733 29,050 -0.03 0.174 5,042
SG 2 -4,680 -21,210 5,059 37,740 0.48 0.233 1,665
TH 15 -61,146 -172,719 15,099 516,550 0.19 0.107 33,294
TW 3 56,437 -10,746 15,834 77,930 0.73 0.135 3,708

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 23 -784,417 -671,428 -51,460 784,417 0.42 -0.125 119,559
1 8 712,095 0 60,202 712,095 0.22 -0.027 22,851
CN -1 60 -1,909,679 -916,749 -2,781,285 1,909,679 1.68 -0.008 11,354
1 39 1,882,018 0 2,606,031 1,882,018 1.57 0.084 165,485
HK 1 4 156,753 0 141,668 156,753 1.67 0.131 27,145
IN -1 5 -210,929 0 -65,594 210,929 0.23 0.062 -13,437
1 2 149,070 0 21,019 149,070 0.12 0.224 35,813
JP -1 53 -1,924,538 -1,253,267 -1,147,057 1,924,538 0.56 -0.079 172,129
1 80 2,401,873 0 1,229,309 2,401,873 0.55 -0.043 -85,947
NZ -1 1 -29,050 -29,050 733 29,050 -0.03 -0.174 5,042
SG -1 1 -21,210 -21,210 -6,013 21,210 0.28 -0.248 5,264
1 1 16,530 0 11,072 16,530 0.67 -0.218 -3,599
TH -1 10 -288,848 -172,719 -28,816 288,848 0.13 -0.141 37,068
1 5 227,702 0 43,915 227,702 0.29 0.002 -3,774
TW -1 2 -10,746 -10,746 -12,980 10,746 0.87 -0.189 1,915
1 1 67,184 0 28,814 67,184 0.43 0.027 1,793