trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,905,955 11,204,014 -5,302,601 872,579 388 200,447,188 0.056

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -7,054,985 7,054,985 -8,036,251 610,434
1 4,149,030 4,149,030 2,733,649 262,145

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 20 -77,172 -149,294 -59,062 221,415 0.52 0.112 17,060
CN 183 -3,179,637 -3,636,803 -5,377,236 5,268,448 1.57 0.081 347,494
HK 16 143,855 -128,886 317,025 415,159 1.25 0.158 64,668
JP 134 545,132 -1,737,000 -27,769 4,414,281 0.53 0.074 332,885
NZ 1 -978 -978 -9 978 0.01 0.112 110
SG 1 5,138 0 931 5,138 0.18 0.039 199
TH 16 -78,379 -341,836 -31,694 605,294 0.23 0.118 63,655
TW 17 -263,914 -263,957 -124,788 273,301 0.53 0.159 46,509

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 16 -149,294 -149,294 -73,674 149,294 0.59 -0.132 19,697
1 4 72,121 0 14,612 72,121 0.26 -0.009 -2,636
CN -1 123 -4,224,042 -3,636,803 -6,641,155 4,224,042 1.62 -0.021 210,637
1 60 1,044,406 0 1,263,919 1,044,406 1.47 0.116 136,857
HK -1 5 -135,652 -128,886 -108,915 135,652 0.87 -0.125 18,965
1 11 279,507 0 425,941 279,507 1.43 0.166 45,703
JP -1 64 -1,934,574 -1,737,000 -1,038,766 1,934,574 0.56 -0.103 256,956
1 70 2,479,707 0 1,010,998 2,479,707 0.50 0.015 75,929
NZ -1 1 -978 -978 -9 978 0.01 -0.112 110
SG 1 1 5,138 0 931 5,138 0.18 0.039 199
TH -1 10 -341,836 -341,836 -46,990 341,836 0.23 -0.162 57,082
1 6 263,457 0 15,295 263,457 0.23 -0.017 6,573
TW -1 16 -268,607 -263,957 -126,741 268,607 0.54 -0.162 46,988
1 1 4,693 0 1,953 4,693 0.42 -0.102 -479