trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,294,441 14,505,977 -1,434,146 575,077 330 248,876,579 0.058

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -7,900,209 7,900,209 -6,659,652 395,934
1 6,605,768 6,605,768 5,225,505 179,143

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 41 -47,970 -448,396 94,706 1,765,863 0.37 0.112 86,337
CN 109 -665,686 -1,278,708 -1,562,969 4,126,421 1.61 0.095 335,901
HK 15 -196,641 -105,633 -90,494 725,492 1.72 0.055 4,471
IN 7 270,755 0 110,745 353,765 0.23 0.135 66,292
JP 135 -699,328 -1,629,510 6,144 7,034,973 0.53 0.082 59,902
MY 1 -101 0 -10 101 0.10 0.056 6
NZ 1 -30,261 -30,261 764 30,261 -0.03 0.156 4,731
SG 4 -34,056 -67,880 4,861 101,704 0.36 0.179 7,510
TH 16 122,097 -57,283 8,338 354,148 0.21 0.071 10,108
TW 1 -13,249 0 -6,232 13,249 0.47 0.014 -179

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 20 -906,916 -448,396 -86,109 906,916 0.37 -0.138 119,447
1 21 858,946 0 180,814 858,946 0.38 -0.066 -33,110
CN -1 68 -2,396,054 -1,278,708 -3,957,366 2,396,054 1.53 -0.010 21,164
1 41 1,730,367 0 2,394,397 1,730,367 1.76 0.112 314,737
HK -1 5 -461,066 -105,633 -591,894 461,066 0.99 -0.034 -932
1 10 264,426 0 501,401 264,426 2.08 0.014 5,402
IN -1 3 -41,505 0 -4,972 41,505 0.21 0.063 -2,715
1 4 312,260 0 115,717 312,260 0.24 0.189 69,007
JP -1 67 -3,867,151 -1,629,510 -1,973,046 3,867,151 0.47 -0.076 232,118
1 68 3,167,823 0 1,979,191 3,167,823 0.60 -0.059 -172,216
MY -1 1 -101 0 -10 101 0.10 -0.056 6
NZ -1 1 -30,261 -30,261 764 30,261 -0.03 -0.156 4,731
SG -1 3 -67,880 -67,880 -17,794 67,880 0.26 -0.185 12,943
1 1 33,824 0 22,655 33,824 0.67 -0.161 -5,432
TH -1 5 -116,025 -57,283 -22,992 116,025 0.19 -0.128 9,353
1 11 238,122 0 31,331 238,122 0.23 0.005 755
TW -1 1 -13,249 0 -6,232 13,249 0.47 0.014 -179