trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -304,953 19,217,467 -2,309,201 1,431,090 350 249,499,899 0.077

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -9,761,210 9,761,210 -8,969,284 424,402
1.0 9,456,257 9,456,257 6,660,083 1,006,688

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 -1,937 -734,526 13,529 1,842,745 0.36 0.129 105,400
CN 131 -1,174,221 -2,091,438 -2,972,109 7,894,669 1.54 0.101 572,763
HK 21 637,711 -603,669 208,633 2,874,580 1.21 0.142 396,878
JP 131 136,396 -2,262,897 515,985 5,713,753 0.50 0.091 275,732
KR 4 -114,876 -114,876 -37,897 114,876 0.45 0.295 35,832
NZ 1 -3,156 -3,156 104 3,156 -0.03 0.146 460
TH 22 241,211 -222,439 -2,008 730,113 0.21 0.083 37,947
TW 5 -26,081 -34,827 -35,437 43,574 0.53 0.171 6,077

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 15 -922,341 -734,526 -258,468 922,341 0.42 -0.163 142,661
1.0 20 920,404 0 271,997 920,404 0.31 -0.096 -37,261
CN -1.0 85 -4,534,445 -2,091,438 -6,211,832 4,534,445 1.54 0.019 -103,951
1.0 46 3,360,224 0 3,239,723 3,360,224 1.56 0.098 676,714
HK -1.0 12 -1,118,435 -603,669 -1,165,478 1,118,435 1.10 -0.050 -18,014
1.0 9 1,756,146 0 1,374,112 1,756,146 1.36 0.203 414,891
JP -1.0 64 -2,788,678 -2,262,897 -1,213,442 2,788,678 0.49 -0.111 327,166
1.0 67 2,925,075 0 1,729,427 2,925,075 0.51 -0.062 -51,434
KR -1.0 4 -114,876 -114,876 -37,897 114,876 0.45 -0.295 35,832
NZ -1.0 1 -3,156 -3,156 104 3,156 -0.03 -0.146 460
TH -1.0 9 -244,451 -222,439 -46,916 244,451 0.21 -0.133 33,225
1.0 13 485,662 0 44,908 485,662 0.21 -0.021 4,723
TW -1.0 3 -34,827 -34,827 -35,354 34,827 0.93 -0.205 7,022
1.0 2 8,747 0 -84 8,747 -0.08 -0.063 -945