trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 430,783 24,028,697 608,728 1,221,505 396 399,988,569 0.060

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -11,798,957 11,798,957 -10,870,684 654,752
1 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 -1,807,572 -3,461,140 -2,029,225 7,256,738 1.36 0.121 416,268
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 29 -1,295,299 -881,347 -342,786 1,295,299 0.40 -0.078 70,940
1 21 1,124,658 0 417,204 1,124,658 0.73 -0.011 46,687
CN -1 72 -4,532,155 -3,461,140 -5,856,041 4,532,155 1.40 -0.090 495,007
1 57 2,724,583 0 3,826,816 2,724,583 1.30 0.015 -78,739
HK -1 11 -512,221 -360,747 -755,633 512,221 1.39 0.048 -21,599
1 12 546,971 0 728,185 546,971 1.29 0.179 158,327
IN -1 1 -174 0 -59 174 0.34 0.015 -3
JP -1 78 -4,969,497 -2,141,654 -3,606,886 4,969,497 0.73 -0.027 79,603
1 99 6,767,362 0 5,861,852 6,767,362 0.75 0.031 355,710
NZ -1 1 -5,431 -5,431 -1,740 5,431 0.32 -0.115 626
SG 1 11 883,695 0 478,719 883,695 0.54 0.089 67,918
TW -1 2 -484,179 -484,179 -307,539 484,179 0.85 -0.090 30,177
1 2 182,471 0 166,636 182,471 0.91 0.090 16,850