trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -190,054 17,038,435 -525,710 974,333 295 401,423,595 0.042

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -8,614,244 8,614,244 -5,767,689 483,175
1 8,424,191 8,424,191 5,241,979 491,158

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 57 100,825 -1,147,666 282,484 3,259,482 0.49 0.071 206,435
IN 1 -526 0 -196 526 0.37 0.125 -66
JP 204 -1,270,464 -4,473,839 -1,465,718 11,997,538 0.73 0.051 544,690
KR 14 24,613 -192,539 -13,026 409,691 0.71 0.194 47,114
SG 6 277,305 0 104,136 277,305 0.49 0.075 25,764
TW 13 678,193 -207,850 566,609 1,093,893 1.01 0.115 150,396

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 23 -1,579,328 -1,147,666 -308,720 1,579,328 0.42 -0.095 134,077
1 34 1,680,154 0 591,205 1,680,154 0.53 -0.001 72,358
IN -1 1 -526 0 -196 526 0.37 0.125 -66
JP -1 121 -6,634,001 -4,473,839 -5,090,446 6,634,001 0.78 -0.039 272,715
1 83 5,363,537 0 3,624,728 5,363,537 0.66 0.024 271,975
KR -1 8 -192,539 -192,539 -165,834 192,539 0.84 -0.296 57,763
1 6 217,152 0 152,808 217,152 0.54 0.007 -10,649
SG 1 6 277,305 0 104,136 277,305 0.49 0.051 25,764
TW -1 6 -207,850 -207,850 -202,493 207,850 1.07 -0.103 18,686
1 7 886,043 0 769,101 886,043 0.96 0.073 131,710