trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -5,331,651 32,272,458 -6,277,095 2,468,577 444 402,248,470 0.080

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -18,802,054 18,802,054 -16,369,832 1,363,304
1.0000 13,470,403 13,470,403 10,092,737 1,105,273

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 59 -103,082 -1,108,931 -450,404 4,398,331 0.48 0.086 384,184
CN 121 -4,395,043 -7,270,825 -4,434,944 11,394,979 1.28 0.113 1,301,840
HK 25 -954,967 -774,605 -1,145,256 2,772,384 1.19 0.150 158,236
IN 10 -46,046 0 -69,875 626,990 0.36 0.110 57,544
JP 192 936,532 -2,572,901 310,450 11,756,845 0.69 0.052 459,392
KR 22 -134,042 -370,738 91,343 607,435 0.52 0.219 52,631
NZ 1 40,245 0 10,956 40,245 0.27 0.283 -11,391
TW 14 -675,249 -670,961 -589,365 675,249 0.92 0.097 66,141

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 50 -2,250,707 -1,108,931 -1,016,799 2,250,707 0.52 -0.080 150,023
1.0000 9 2,147,624 0 566,395 2,147,624 0.28 0.019 234,161
CN -1.0000 76 -7,895,011 -7,270,825 -7,846,089 7,895,011 1.38 -0.105 1,167,994
1.0000 45 3,499,968 0 3,411,145 3,499,968 1.12 0.026 133,847
HK -1.0000 16 -1,863,675 -774,605 -2,444,045 1,863,675 1.18 0.053 -157,218
1.0000 9 908,709 0 1,298,789 908,709 1.22 0.268 315,454
IN -1.0000 3 -336,518 0 -161,921 336,518 0.41 -0.000 10,075
1.0000 7 290,472 0 92,046 290,472 0.34 0.140 47,469
JP -1.0000 121 -5,410,156 -2,572,901 -4,160,108 5,410,156 0.74 -0.008 33,620
1.0000 71 6,346,688 0 4,470,557 6,346,688 0.61 0.049 425,773
KR -1.0000 20 -370,738 -370,738 -151,504 370,738 0.51 -0.220 92,669
1.0000 2 236,697 0 242,848 236,697 0.58 -0.213 -40,038
NZ 1.0000 1 40,245 0 10,956 40,245 0.27 -0.283 -11,391
TW -1.0000 14 -675,249 -670,961 -589,365 675,249 0.92 -0.092 66,141