trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,853,545 24,215,232 -1,654,955 824,125 376 399,893,091 0.061

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -13,034,389 13,034,389 -10,661,617 482,056
1 11,180,844 11,180,844 9,006,662 342,069

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 43 -128,975 -1,179,800 -242,977 4,579,123 0.47 0.078 162,360
CN 121 -586,979 -3,533,676 -1,023,158 9,451,770 1.40 0.114 436,171
HK 18 -626,146 -143,247 -619,366 964,757 1.46 0.126 -31,762
IN 1 -827 0 -278 827 0.34 0.016 -13
JP 152 1,146,457 -912,304 644,843 6,509,033 0.74 0.051 133,301
KR 15 305,864 -10,828 139,209 327,520 0.52 0.110 -19,015
NZ 1 -21,527 -21,527 -6,896 21,527 0.32 0.115 2,468
TH 19 -1,746,401 -856,447 -410,893 1,948,564 0.37 0.087 150,501
TW 6 -195,011 -195,038 -135,440 412,111 0.87 0.127 -9,885

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 16 -2,354,049 -1,179,800 -1,037,056 2,354,049 0.43 -0.036 61,558
1 27 2,225,074 0 794,079 2,225,074 0.50 -0.064 100,802
CN -1 85 -5,019,375 -3,533,676 -5,782,101 5,019,375 1.47 -0.042 364,175
1 36 4,432,395 0 4,758,944 4,432,395 1.24 0.017 71,996
HK -1 12 -795,452 -143,247 -895,566 795,452 1.35 0.055 -67,902
1 6 169,306 0 276,200 169,306 1.67 0.215 36,141
IN -1 1 -827 0 -278 827 0.34 0.016 -13
JP -1 53 -2,681,288 -912,304 -2,230,809 2,681,288 0.76 0.003 -14,856
1 99 3,827,745 0 2,875,653 3,827,745 0.73 0.010 148,156
KR -1 2 -10,828 -10,828 -9,710 10,828 0.52 -0.311 3,464
1 13 316,692 0 148,919 316,692 0.52 -0.057 -22,479
NZ -1 1 -21,527 -21,527 -6,896 21,527 0.32 -0.115 2,468
TH -1 15 -1,847,483 -856,447 -437,147 1,847,483 0.39 0.023 139,481
1 4 101,082 0 26,253 101,082 0.30 0.112 11,019
TW -1 2 -303,561 -195,038 -262,054 303,561 0.72 0.050 -6,319
1 4 108,550 0 126,614 108,550 0.95 0.076 -3,566