trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -339,940 5,293,031 -439,589 191,924 398 42,048,234 0.126

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,816,486 2,816,486 -2,625,505 92,611
1 2,476,545 2,476,545 2,185,917 99,313

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 53 9,414 -88,423 28,056 364,695 0.66 0.092 10,911
CN 80 -145,394 -465,794 -379,445 1,528,077 1.42 0.118 54,282
HK 16 39,101 -31,956 23,701 215,702 1.37 0.223 32,583
IN 2 38,994 0 11,164 42,032 0.10 0.117 7,784
JP 218 -281,365 -562,632 -137,567 2,801,609 0.67 0.057 47,450
NZ 1 -714 -714 -215 714 0.30 0.113 81
SG 3 3,045 0 1,094 3,045 0.44 0.069 242
TH 16 55,816 0 46,289 131,454 0.46 0.152 15,947
TW 9 -58,838 -132,270 -32,666 205,703 0.83 0.102 22,643

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 26 -177,641 -88,423 -79,390 177,641 0.54 -0.104 13,541
1 27 187,054 0 107,446 187,054 0.77 -0.052 -2,630
CN -1 46 -836,735 -465,794 -1,238,340 836,735 1.39 -0.044 50,815
1 34 691,342 0 858,896 691,342 1.47 -0.031 3,468
HK -1 5 -88,300 -31,956 -126,715 88,300 1.35 0.024 -5,914
1 11 127,401 0 150,416 127,401 1.38 0.308 38,497
IN -1 1 -1,519 0 122 1,519 -0.08 0.041 -62
1 1 40,513 0 11,042 40,513 0.27 0.194 7,846
JP -1 123 -1,541,487 -562,632 -1,051,406 1,541,487 0.66 -0.029 24,792
1 95 1,260,122 0 913,839 1,260,122 0.69 0.011 22,658
NZ -1 1 -714 -714 -215 714 0.30 -0.113 81
SG 1 3 3,045 0 1,094 3,045 0.44 0.069 242
TH -1 7 -37,819 0 -11,394 37,819 0.32 0.104 -2,936
1 9 93,635 0 57,683 93,635 0.57 0.189 18,884
TW -1 6 -132,270 -132,270 -118,167 132,270 0.70 -0.105 12,295
1 3 73,432 0 85,501 73,432 1.07 0.096 10,349