trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -3,495,403 20,010,573 -4,528,448 1,175,340 434 252,034,008 0.079

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -11,752,988 11,752,988 -12,545,716 680,450
1.0 8,257,585 8,257,585 8,017,268 494,890

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 42 -195,180 -540,320 -183,940 1,071,630 0.38 0.138 44,366
CN 155 -5,439,592 -6,121,495 -6,866,277 9,936,638 1.55 0.090 318,362
HK 34 2,058,762 0 2,220,541 2,457,544 1.53 0.155 405,296
IN 2 -73,727 0 -7,188 73,727 0.14 0.136 -11,086
JP 164 1,942,335 -217,571 1,362,954 4,670,800 0.55 0.061 42,262
KR 22 -850,402 -856,518 -677,445 862,635 0.62 0.300 281,144
MY 1 -4,028 0 -719 4,028 0.18 0.065 263
NZ 1 -57,295 -57,295 1,267 57,295 -0.02 0.204 11,685
SG 1 -1,905 -1,905 -400 1,905 0.21 0.112 214
TW 12 -874,371 -288,883 -377,242 874,371 0.66 0.175 82,833

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 25 -633,405 -540,320 -229,871 633,405 0.38 -0.130 73,776
1.0 17 438,225 0 45,931 438,225 0.38 -0.141 -29,410
CN -1.0 88 -7,688,115 -6,121,495 -10,411,305 7,688,115 1.54 -0.036 207,989
1.0 67 2,248,523 0 3,545,028 2,248,523 1.56 0.094 110,373
HK -1.0 1 -199,391 0 -280,143 199,391 1.40 0.149 -29,789
1.0 33 2,258,153 0 2,500,684 2,258,153 1.53 0.155 435,085
IN -1.0 2 -73,727 0 -7,188 73,727 0.14 0.136 -11,086
JP -1.0 36 -1,364,233 -217,571 -557,649 1,364,233 0.50 -0.038 61,942
1.0 128 3,306,567 0 1,920,603 3,306,567 0.56 -0.037 -19,680
KR -1.0 21 -856,518 -856,518 -682,467 856,518 0.61 -0.303 282,623
1.0 1 6,116 0 5,022 6,116 0.82 -0.242 -1,479
MY -1.0 1 -4,028 0 -719 4,028 0.18 -0.065 263
NZ -1.0 1 -57,295 -57,295 1,267 57,295 -0.02 -0.204 11,685
SG -1.0 1 -1,905 -1,905 -400 1,905 0.21 -0.112 214
TW -1.0 12 -874,371 -288,883 -377,242 874,371 0.66 -0.175 82,833