trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -252,590 21,722,105 -1,217,733 1,289,500 371 399,556,833 0.054

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -10,987,347 10,987,347 -10,487,666 515,823
1 10,734,757 10,734,757 9,269,934 773,677

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 46 909,129 -491,905 359,779 2,978,689 0.54 0.090 -34,015
CN 100 -340,255 -2,998,699 -271,784 7,580,632 1.36 0.127 651,753
HK 23 56,914 -41,816 -751,426 2,980,775 1.32 0.191 271,015
IN 1 556,261 0 203,132 556,261 0.37 0.196 108,955
JP 169 -431,381 -1,295,216 -501,006 6,506,389 0.74 0.058 194,706
KR 10 -58,846 -58,846 -19,815 58,846 0.53 0.247 15,838
NZ 1 -20,931 -20,931 -5,665 20,931 0.27 0.133 2,774
SG 1 -6,350 0 -2,250 6,350 0.35 0.024 -154
TH 12 -853,524 -296,078 -136,043 853,524 0.31 0.105 48,296
TW 8 -63,607 -121,657 -92,654 179,707 1.01 0.142 30,332

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 27 -1,034,780 -491,905 -442,519 1,034,780 0.58 -0.102 44,153
1 19 1,943,909 0 802,297 1,943,909 0.48 -0.007 -78,168
CN -1 59 -3,960,443 -2,998,699 -4,396,310 3,960,443 1.52 -0.104 531,470
1 41 3,620,189 0 4,124,526 3,620,189 1.13 0.061 120,283
HK -1 9 -1,461,930 -41,816 -2,613,081 1,461,930 1.76 0.081 -173,411
1 14 1,518,845 0 1,861,655 1,518,845 1.03 0.247 444,427
IN 1 1 556,261 0 203,132 556,261 0.37 0.196 108,955
JP -1 100 -3,468,885 -1,295,216 -2,722,442 3,468,885 0.78 -0.038 22,933
1 69 3,037,504 0 2,221,436 3,037,504 0.68 0.025 171,773
KR -1 10 -58,846 -58,846 -19,815 58,846 0.53 -0.247 15,838
NZ -1 1 -20,931 -20,931 -5,665 20,931 0.27 -0.133 2,774
SG -1 1 -6,350 0 -2,250 6,350 0.35 0.024 -154
TH -1 12 -853,524 -296,078 -136,043 853,524 0.31 0.031 48,296
TW -1 4 -121,657 -121,657 -149,542 121,657 1.03 -0.164 23,924
1 4 58,050 0 56,887 58,050 1.00 0.086 6,407