trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,007,742 17,306,941 -3,309,974 954,788 380 248,752,629 0.070

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -9,657,342 9,657,342 -9,362,121 527,229
1 7,649,599 7,649,599 6,052,147 427,559

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 -5,366 -354,036 -150,748 803,967 0.41 0.119 36,195
CN 149 -1,964,203 -2,789,488 -3,438,491 6,703,344 1.67 0.099 383,100
HK 13 -997 -261,077 152,612 599,914 1.32 0.112 62,272
IN 3 -875,890 0 -104,096 875,890 0.17 0.072 -87,829
JP 151 41,685 -2,636,617 117,252 7,160,529 0.48 0.088 494,560
NZ 1 3,593 0 -118 3,593 -0.03 0.206 -741
PH 1 -69,561 0 -13,911 69,561 0.20 0.193 13,398
SG 3 -27,042 -35,166 -5,487 43,291 0.35 0.122 7,663
TH 17 888,801 -20,836 131,291 1,027,864 0.17 0.100 47,468
TW 5 1,236 -4,369 1,723 18,988 0.57 0.142 -1,298

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 20 -404,666 -354,036 -198,075 404,666 0.57 -0.125 61,224
1 17 399,301 0 47,326 399,301 0.23 -0.100 -25,029
CN -1 95 -4,333,773 -2,789,488 -6,963,554 4,333,773 1.64 -0.004 -16,885
1 54 2,369,571 0 3,525,062 2,369,571 1.70 0.111 399,985
HK -1 7 -300,456 -261,077 -196,831 300,456 0.83 -0.078 29,735
1 6 299,458 0 349,443 299,458 1.89 0.123 32,537
IN -1 3 -875,890 0 -104,096 875,890 0.17 0.072 -87,829
JP -1 78 -3,559,422 -2,636,617 -1,863,534 3,559,422 0.44 -0.109 514,314
1 73 3,601,107 0 1,980,787 3,601,107 0.51 -0.025 -19,754
NZ 1 1 3,593 0 -118 3,593 -0.03 -0.206 -741
PH -1 1 -69,561 0 -13,911 69,561 0.20 -0.193 13,398
SG -1 1 -35,166 -35,166 -9,622 35,166 0.27 -0.226 7,957
1 2 8,125 0 4,135 8,125 0.39 -0.070 -295
TH -1 7 -69,531 -20,836 -8,072 69,531 0.23 -0.142 4,637
1 10 958,333 0 139,363 958,333 0.13 -0.018 42,830
TW -1 2 -8,876 -4,369 -4,427 8,876 0.50 -0.077 678
1 3 10,112 0 6,150 10,112 0.62 -0.186 -1,976