trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 325,897 25,987,214 -1,779,665 1,650,120 372 399,747,771 0.065

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -12,830,658 12,830,658 -12,810,212 637,022
1 13,156,556 13,156,556 11,030,547 1,013,098

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 49 122,100 -826,797 253,347 3,985,813 0.55 0.083 202,473
CN 106 510,544 -4,098,532 -2,559,264 10,159,362 1.28 0.121 1,011,082
HK 22 -76,315 -281,395 28,880 2,232,390 1.43 0.137 91,446
IN 1 737 0 247 737 0.34 0.057 42
JP 161 -982,767 -2,237,667 -36,961 8,540,472 0.71 0.057 295,738
KR 10 48,544 -594 26,464 49,732 0.52 0.067 -1,371
NZ 1 89,531 0 28,682 89,531 0.32 0.166 -14,885
SG 1 -607 0 -394 607 0.65 0.115 -70
TH 15 292,354 0 182,738 538,522 0.46 0.111 31,637
TW 6 321,777 -17,509 296,596 390,048 1.08 0.132 34,028

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 16 -1,931,857 -826,797 -489,013 1,931,857 0.44 -0.054 118,406
1 33 2,053,956 0 742,359 2,053,956 0.60 -0.043 84,067
CN -1 60 -4,824,409 -4,098,532 -7,457,246 4,824,409 1.40 -0.091 628,705
1 46 5,334,953 0 4,897,983 5,334,953 1.12 0.022 382,377
HK -1 8 -1,154,352 -281,395 -1,712,147 1,154,352 1.57 0.070 -124,067
1 14 1,078,038 0 1,741,027 1,078,038 1.35 0.157 215,513
IN 1 1 737 0 247 737 0.34 0.057 42
JP -1 89 -4,761,619 -2,237,667 -3,108,029 4,761,619 0.70 -0.020 19,691
1 72 3,778,852 0 3,071,068 3,778,852 0.72 0.005 276,046
KR -1 1 -594 -594 -76 594 0.13 -0.245 146
1 9 49,138 0 26,540 49,138 0.57 -0.017 -1,516
NZ 1 1 89,531 0 28,682 89,531 0.32 -0.166 -14,885
SG -1 1 -607 0 -394 607 0.65 0.115 -70
TH -1 1 -123,084 0 -1,394 123,084 0.01 0.056 -6,943
1 14 415,438 0 184,133 415,438 0.49 0.115 38,580
TW -1 2 -34,135 -17,509 -41,912 34,135 1.22 -0.031 1,155
1 4 355,913 0 338,508 355,913 1.01 0.061 32,874