trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,779,020 19,751,329 -1,174,017 145,297 343 319,917,059 0.062

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -10,765,175 10,765,175 -9,509,066 97,272
1 8,986,155 8,986,155 8,335,049 48,025

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 49 200,709 -523,015 791,994 3,749,579 0.43 0.096 160,932
CN 100 -1,254,732 -1,427,663 -2,190,032 6,278,789 1.34 0.093 -120,981
HK 23 -1,226,910 -355,413 -1,913,576 1,343,497 1.58 0.109 -124,464
JP 135 252,523 -952,972 1,485,719 6,428,421 0.71 0.050 93,340
KR 11 119,760 0 105,055 119,760 0.90 0.093 -4,230
NZ 1 17,855 0 5,216 17,855 0.29 0.131 -2,331
SG 5 -232,468 -28,843 -104,253 232,468 0.66 0.042 6,277
TH 11 -328,652 0 -139,128 608,302 0.47 0.115 -54,963
TW 8 672,894 0 784,988 972,658 0.90 0.125 191,716

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -1,774,435 -523,015 -281,266 1,774,435 0.21 -0.085 194,066
1 36 1,975,144 0 1,073,261 1,975,144 0.50 -0.077 -33,133
CN -1 71 -3,766,761 -1,427,663 -5,220,271 3,766,761 1.38 0.021 59,288
1 29 2,512,028 0 3,030,239 2,512,028 1.24 -0.061 -180,269
HK -1 20 -1,285,203 -355,413 -2,035,951 1,285,203 1.50 0.097 -129,380
1 3 58,294 0 122,375 58,294 2.14 0.089 4,916
JP -1 56 -3,087,949 -952,972 -1,600,457 3,087,949 0.59 0.009 22,059
1 79 3,340,472 0 3,086,176 3,340,472 0.79 -0.021 71,281
KR 1 11 119,760 0 105,055 119,760 0.90 -0.041 -4,230
NZ 1 1 17,855 0 5,216 17,855 0.29 -0.131 -2,331
SG -1 5 -232,468 -28,843 -104,253 232,468 0.66 -0.039 6,277
TH -1 7 -468,477 0 -210,722 468,477 0.33 0.117 -60,169
1 4 139,825 0 71,594 139,825 0.72 0.084 5,206
TW -1 2 -149,882 0 -56,146 149,882 0.28 0.014 5,130
1 6 822,776 0 841,134 822,776 1.10 0.121 186,585