trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -786,838 18,521,800 -2,489,295 1,827,360 564 305,977,287 0.061

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -9,654,319 9,654,319 -9,651,271 1,118,912
1.0000 8,867,481 8,867,481 7,161,976 708,448

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 55 -171,152 -1,182,444 -140,117 2,359,252 0.33 0.136 186,837
CN 230 -1,178,762 -4,229,037 -2,757,341 7,686,923 1.61 0.101 797,911
HK 16 661,671 -21,449 954,167 719,349 1.18 0.192 211,586
ID 1 -90,414 0 22,457 90,414 -0.25 0.094 8,524
JP 213 1,058,841 -2,426,967 12,479 6,571,268 0.50 0.065 338,804
KR 32 -622,705 -622,705 -397,990 622,705 0.65 0.290 197,284
NZ 1 -61,881 -61,881 1,369 61,881 -0.02 0.214 13,264
SG 5 -8,561 -19,731 -12,379 30,901 0.36 0.086 2,662
TW 11 -373,875 -376,491 -171,940 379,107 0.48 0.174 70,487

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 35 -1,265,202 -1,182,444 -322,425 1,265,202 0.41 -0.181 233,219
1.0000 20 1,094,050 0 182,309 1,094,050 0.19 -0.055 -46,382
CN -1.0000 111 -4,432,843 -4,229,037 -7,248,352 4,432,843 1.70 -0.059 306,218
1.0000 119 3,254,080 0 4,491,010 3,254,080 1.53 0.123 491,694
HK -1.0000 5 -28,839 -21,449 -36,876 28,839 1.11 0.029 -1,210
1.0000 11 690,510 0 991,042 690,510 1.21 0.245 212,796
ID -1.0000 1 -90,414 0 22,457 90,414 -0.25 -0.094 8,524
JP -1.0000 105 -2,756,213 -2,426,967 -1,485,237 2,756,213 0.56 -0.099 288,572
1.0000 108 3,815,055 0 1,497,717 3,815,055 0.44 -0.006 50,232
KR -1.0000 32 -622,705 -622,705 -397,990 622,705 0.65 -0.290 197,284
NZ -1.0000 1 -61,881 -61,881 1,369 61,881 -0.02 -0.214 13,264
SG -1.0000 4 -19,731 -19,731 -12,891 19,731 0.44 -0.107 2,705
1.0000 1 11,170 0 512 11,170 0.05 -0.004 -43
TW -1.0000 10 -376,491 -376,491 -171,326 376,491 0.55 -0.185 70,335
1.0000 1 2,616 0 -614 2,616 -0.23 0.058 152