trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -867,953 13,805,493 -1,905,835 780,144 313 400,355,415 0.034

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -7,336,723 7,336,723 -7,873,122 672,643
1.0000 6,468,770 6,468,770 5,967,287 107,501

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 40 425,715 -107,421 271,133 1,495,243 0.61 0.088 11,473
CN 88 -1,401,063 -3,063,740 -2,860,086 5,932,112 1.38 0.107 544,969
HK 9 -134,468 -214,099 -170,280 300,354 1.40 0.123 22,117
IN 1 -18,270 0 -6,672 18,270 0.37 0.075 -1,365
JP 158 446,619 -1,728,353 968,865 5,794,821 0.71 0.050 199,172
KR 9 -58,411 -57,644 -14,073 58,411 0.38 0.224 14,167
MY 1 495 0 217 495 0.44 0.145 72
NZ 1 33,962 0 9,192 33,962 0.27 0.155 -5,272
SG 1 -48,457 0 -17,170 48,457 0.35 0.019 911
TW 5 -114,074 -9,098 -86,962 123,368 0.91 0.140 -6,100

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 14 -534,764 -107,421 -162,431 534,764 0.57 -0.113 17,603
1.0000 26 960,479 0 433,565 960,479 0.64 -0.043 -6,130
CN -1.0000 48 -3,666,588 -3,063,740 -5,567,195 3,666,588 1.46 -0.074 530,257
1.0000 40 2,265,524 0 2,707,109 2,265,524 1.28 0.011 14,713
HK -1.0000 5 -217,411 -214,099 -254,616 217,411 1.58 -0.007 3,233
1.0000 4 82,943 0 84,336 82,943 1.17 0.235 18,884
IN -1.0000 1 -18,270 0 -6,672 18,270 0.37 0.075 -1,365
JP -1.0000 86 -2,674,101 -1,728,353 -1,759,216 2,674,101 0.59 -0.044 112,879
1.0000 72 3,120,720 0 2,728,081 3,120,720 0.85 -0.004 86,293
KR -1.0000 9 -58,411 -57,644 -14,073 58,411 0.38 -0.224 14,167
MY 1.0000 1 495 0 217 495 0.44 0.145 72
NZ 1.0000 1 33,962 0 9,192 33,962 0.27 -0.155 -5,272
SG -1.0000 1 -48,457 0 -17,170 48,457 0.35 -0.019 911
TW -1.0000 4 -118,721 -9,098 -91,749 118,721 0.88 -0.089 -5,042
1.0000 1 4,647 0 4,786 4,647 1.03 -0.228 -1,058