trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,036,388 16,420,498 -1,297,662 811,807 381 248,841,755 0.066

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -8,728,443 8,728,443 -7,489,606 430,141
1 7,692,055 7,692,055 6,191,944 381,666

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 39 -105,310 -656,824 -4,492 1,387,733 0.36 0.138 50,906
CN 143 -689,219 -1,289,006 -1,838,790 5,668,080 1.62 0.097 273,671
HK 23 -350,133 -277,367 113,085 1,489,860 1.66 0.141 194,048
ID 1 -199,662 0 5,768 199,662 -0.03 0.037 7,442
IN 7 3,917 0 -17,558 787,581 0.19 0.081 26,092
JP 145 -100,850 -1,813,717 258,720 6,216,522 0.54 0.082 271,973
NZ 1 -20,890 -20,890 686 20,890 -0.03 0.153 3,195
SG 4 108,122 0 68,656 108,122 0.43 0.068 -10,088
TH 14 188,113 -112,206 37,354 412,524 0.18 0.109 4,759
TW 4 129,525 0 78,908 129,525 0.32 0.100 -10,191

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 25 -746,521 -656,824 -125,923 746,521 0.37 -0.152 113,228
1 14 641,211 0 121,431 641,211 0.34 -0.095 -62,322
CN -1 96 -3,178,649 -1,289,006 -4,953,637 3,178,649 1.62 0.029 -87,159
1 47 2,489,430 0 3,114,848 2,489,430 1.62 0.077 360,830
HK -1 5 -919,997 -277,367 -620,784 919,997 1.02 -0.124 107,575
1 18 569,864 0 733,869 569,864 1.83 0.144 86,473
ID -1 1 -199,662 0 5,768 199,662 -0.03 -0.037 7,442
IN -1 5 -391,832 0 -61,070 391,832 0.21 0.046 -39,859
1 2 395,749 0 43,512 395,749 0.15 0.153 65,951
JP -1 66 -3,158,686 -1,813,717 -1,721,798 3,158,686 0.49 -0.097 307,129
1 79 3,057,836 0 1,980,518 3,057,836 0.59 -0.049 -35,157
NZ -1 1 -20,890 -20,890 686 20,890 -0.03 -0.153 3,195
SG 1 4 108,122 0 68,656 108,122 0.43 -0.068 -10,088
TH -1 7 -112,206 -112,206 -12,847 112,206 0.17 -0.163 18,589
1 7 300,318 0 50,202 300,318 0.20 -0.055 -13,831
TW 1 4 129,525 0 78,908 129,525 0.32 -0.064 -10,191