trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,513,613 25,973,094 -1,782,540 1,522,758 396 401,932,966 0.065

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -13,743,353 13,743,353 -13,261,952 956,004
1.0000 12,229,740 12,229,740 11,479,412 566,754

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 50 -170,641 -881,347 74,419 2,419,957 0.54 0.075 117,627
CN 129 -3,751,969 -5,405,537 -4,420,494 9,201,135 1.36 0.121 717,521
HK 23 34,750 -360,747 -27,449 1,059,193 1.34 0.143 136,728
IN 1 -174 0 -59 174 0.34 0.015 -3
JP 177 1,797,864 -2,141,654 2,254,966 11,736,859 0.74 0.052 435,314
NZ 1 -5,431 -5,431 -1,740 5,431 0.32 0.115 626
SG 11 883,695 0 478,719 883,695 0.54 0.092 67,918
TW 4 -301,708 -484,179 -140,903 666,651 0.88 0.090 47,027

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 29 -1,295,299 -881,347 -342,786 1,295,299 0.40 -0.078 70,940
1.0000 21 1,124,658 0 417,204 1,124,658 0.73 -0.011 46,687
CN -1.0000 72 -6,476,552 -5,405,537 -8,247,310 6,476,552 1.40 -0.090 796,259
1.0000 57 2,724,583 0 3,826,816 2,724,583 1.30 0.015 -78,739
HK -1.0000 11 -512,221 -360,747 -755,633 512,221 1.39 0.048 -21,599
1.0000 12 546,971 0 728,185 546,971 1.29 0.179 158,327
IN -1.0000 1 -174 0 -59 174 0.34 0.015 -3
JP -1.0000 78 -4,969,497 -2,141,654 -3,606,886 4,969,497 0.73 -0.027 79,603
1.0000 99 6,767,362 0 5,861,852 6,767,362 0.75 0.031 355,710
NZ -1.0000 1 -5,431 -5,431 -1,740 5,431 0.32 -0.115 626
SG 1.0000 11 883,695 0 478,719 883,695 0.54 0.089 67,918
TW -1.0000 2 -484,179 -484,179 -307,539 484,179 0.85 -0.090 30,177
1.0000 2 182,471 0 166,636 182,471 0.91 0.090 16,850