trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,022,249 17,537,419 -921,792 1,037,247 434 249,560,854 0.070

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -9,279,834 9,279,834 -8,939,061 542,357
1 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 -2,966,438 -3,648,341 -3,259,621 7,463,484 1.55 0.090 180,269
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 25 -633,405 -540,320 -229,871 633,405 0.38 -0.130 73,776
1 17 438,225 0 45,931 438,225 0.38 -0.141 -29,410
CN -1 88 -5,214,961 -3,648,341 -6,804,649 5,214,961 1.54 -0.036 69,896
1 67 2,248,523 0 3,545,028 2,248,523 1.56 0.094 110,373
HK -1 1 -199,391 0 -280,143 199,391 1.40 0.149 -29,789
1 33 2,258,153 0 2,500,684 2,258,153 1.53 0.155 435,085
IN -1 2 -73,727 0 -7,188 73,727 0.14 0.136 -11,086
JP -1 36 -1,364,233 -217,571 -557,649 1,364,233 0.50 -0.038 61,942
1 128 3,306,567 0 1,920,603 3,306,567 0.56 -0.037 -19,680
KR -1 21 -856,518 -856,518 -682,467 856,518 0.61 -0.303 282,623
1 1 6,116 0 5,022 6,116 0.82 -0.242 -1,479
MY -1 1 -4,028 0 -719 4,028 0.18 -0.065 263
NZ -1 1 -57,295 -57,295 1,267 57,295 -0.02 -0.204 11,685
SG -1 1 -1,905 -1,905 -400 1,905 0.21 -0.112 214
TW -1 12 -874,371 -288,883 -377,242 874,371 0.66 -0.175 82,833