trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,807,022 12,631,547 -3,327,618 924,028 415 200,344,391 0.063

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -7,219,284 7,219,284 -8,230,257 537,526
1 5,412,263 5,412,263 4,902,639 386,502

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 -6,629 -74,835 3,988 437,866 0.45 0.093 5,971
CN 196 -1,761,126 -3,310,289 -3,103,290 6,560,502 1.56 0.097 569,089
HK 15 31,777 -87,452 148,280 270,558 1.35 0.142 35,288
IN 10 64,636 0 -10,090 250,985 0.20 0.055 10,284
JP 134 234,503 -1,530,719 -171,099 4,437,261 0.55 0.075 251,458
MY 1 -591 0 -307 591 0.52 0.039 23
NZ 2 5,815 0 -64 5,815 -0.06 0.119 -649
TH 12 76,691 -69,590 19,897 215,871 0.17 0.102 3,104
TW 19 -452,098 -187,679 -214,931 452,098 0.46 0.118 49,460

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 20 -222,247 -74,835 -46,440 222,247 0.40 -0.096 12,510
1 6 215,619 0 50,427 215,619 0.62 -0.064 -6,539
CN -1 115 -4,160,814 -3,310,289 -6,605,368 4,160,814 1.61 -0.044 270,318
1 81 2,399,688 0 3,502,078 2,399,688 1.48 0.118 298,771
HK -1 9 -119,390 -87,452 -147,073 119,390 1.21 -0.072 8,282
1 6 151,167 0 295,353 151,167 1.56 0.138 27,006
IN -1 3 -93,175 0 -30,365 93,175 0.37 0.015 -1,019
1 7 157,811 0 20,275 157,811 0.13 0.073 11,303
JP -1 75 -2,101,379 -1,530,719 -1,181,202 2,101,379 0.58 -0.077 186,387
1 59 2,335,882 0 1,010,103 2,335,882 0.52 -0.007 65,071
MY -1 1 -591 0 -307 591 0.52 -0.039 23
NZ 1 2 5,815 0 -64 5,815 -0.06 -0.119 -649
TH -1 5 -69,590 -69,590 -4,571 69,590 0.13 -0.159 11,566
1 7 146,281 0 24,468 146,281 0.20 -0.060 -8,462
TW -1 19 -452,098 -187,679 -214,931 452,098 0.46 -0.118 49,460