trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,381,378 18,836,693 -1,764,484 980,331 399 399,556,566 0.047

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -10,109,036 10,109,036 -9,837,470 594,414
1 8,727,657 8,727,657 8,072,986 385,918

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 49 110,050 -759,248 450,126 1,885,531 0.51 0.087 21,824
CN 126 -2,263,690 -3,665,312 -3,147,897 6,786,462 1.44 0.105 461,526
HK 30 -437,788 -153,026 71,294 2,454,002 1.31 0.120 149,933
IN 1 -13,866 0 -4,657 13,866 0.34 0.010 -139
JP 157 718,302 -1,837,874 739,759 6,403,374 0.75 0.053 322,986
KR 10 159,554 -11,035 64,218 181,624 0.66 0.157 13,056
NZ 1 4,603 0 1,475 4,603 0.32 0.150 -689
SG 8 369,108 0 185,969 369,108 0.49 0.089 21,564
TH 15 81,733 -106,879 -40,931 628,737 0.20 0.095 -9,492
TW 2 -109,385 -10,399 -83,839 109,385 0.97 0.021 -237

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 24 -887,741 -759,248 -280,928 887,741 0.42 -0.097 84,277
1 25 997,791 0 731,055 997,791 0.60 -0.047 -62,453
CN -1 95 -4,525,076 -3,665,312 -5,826,991 4,525,076 1.51 -0.047 517,131
1 31 2,261,386 0 2,679,094 2,261,386 1.23 -0.069 -55,605
HK -1 15 -1,445,895 -153,026 -1,190,910 1,445,895 1.56 0.024 -69,384
1 15 1,008,107 0 1,262,204 1,008,107 1.06 0.159 219,317
IN -1 1 -13,866 0 -4,657 13,866 0.34 0.010 -139
JP -1 94 -2,842,536 -1,837,874 -2,390,865 2,842,536 0.77 -0.018 80,189
1 63 3,560,838 0 3,130,624 3,560,838 0.72 0.035 242,797
KR -1 4 -11,035 -11,035 -10,452 11,035 0.83 -0.303 3,233
1 6 170,589 0 74,669 170,589 0.55 -0.021 9,823
NZ 1 1 4,603 0 1,475 4,603 0.32 -0.150 -689
SG 1 8 369,108 0 185,969 369,108 0.49 0.076 21,564
TH -1 7 -273,502 -106,879 -48,827 273,502 0.21 0.071 -20,656
1 8 355,235 0 7,896 355,235 0.20 0.074 11,164
TW -1 2 -109,385 -10,399 -83,839 109,385 0.97 -0.015 -237