trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -158,146 4,377,907 -327,695 179,889 392 42,005,326 0.104

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,268,027 2,268,027 -2,130,007 144,311
1.0000 2,109,880 2,109,880 1,802,312 35,578

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 63 7,712 -150,699 26,374 480,361 0.61 0.096 23,889
CN 70 -136,974 -456,791 -334,521 1,217,054 1.37 0.124 38,576
HK 19 -49,167 -83,349 -71,646 197,455 1.41 0.155 19,046
IN 1 -1,525 0 122 1,525 -0.08 0.007 -11
JP 197 5,224 -509,103 30,661 1,948,118 0.68 0.066 62,833
MY 1 -886 0 -241 886 0.27 0.017 -15
NZ 4 2,524 -74,282 7,247 151,088 0.26 0.133 21
SG 5 73,577 0 31,127 73,577 0.59 0.066 6,286
TH 19 -21,190 -5,338 -2,671 144,840 0.35 0.111 6,712
TW 13 -37,441 -100,223 -14,148 163,004 0.84 0.121 22,553

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 32 -236,324 -150,699 -112,903 236,324 0.51 -0.113 31,261
1.0000 31 244,036 0 139,277 244,036 0.72 -0.049 -7,372
CN -1.0000 34 -677,014 -456,791 -1,053,465 677,014 1.49 -0.046 56,907
1.0000 36 540,040 0 718,944 540,040 1.26 -0.016 -18,331
HK -1.0000 8 -123,311 -83,349 -182,907 123,311 1.42 -0.009 935
1.0000 11 74,144 0 111,261 74,144 1.40 0.239 18,111
IN -1.0000 1 -1,525 0 122 1,525 -0.08 0.007 -11
JP -1.0000 103 -971,447 -509,103 -652,816 971,447 0.67 -0.035 31,210
1.0000 94 976,671 0 683,476 976,671 0.69 0.023 31,622
MY -1.0000 1 -886 0 -241 886 0.27 0.017 -15
NZ -1.0000 3 -74,282 -74,282 -15,867 74,282 0.25 -0.135 9,861
1.0000 1 76,806 0 23,113 76,806 0.30 -0.128 -9,840
SG 1.0000 5 73,577 0 31,127 73,577 0.59 0.066 6,286
TH -1.0000 13 -83,015 -5,338 -27,190 83,015 0.30 0.054 -3,267
1.0000 6 61,825 0 24,519 61,825 0.45 0.184 9,979
TW -1.0000 9 -100,223 -100,223 -84,741 100,223 0.72 -0.131 17,429
1.0000 4 62,781 0 70,593 62,781 1.12 0.078 5,124