trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 1,018,928 8,977,967 -30,536 406,718 347 211,886,059 0.042

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,979,519 3,979,519 -3,890,043 214,955
1 4,998,447 4,998,447 3,859,507 191,763

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 -22,537 -51,875 -17,432 433,666 0.40 0.096 14,406
CN 148 701,618 -1,283,162 -121,302 3,819,593 1.57 0.104 414,649
HK 32 -244,559 -321,164 -348,324 523,854 1.61 0.060 9,277
IN 11 87,266 0 18,964 231,921 0.31 0.125 18,954
JP 103 144,883 -563,323 123,700 3,002,208 0.57 0.072 -3,634
MY 1 -329 0 -178 329 0.54 0.048 16
NZ 1 -846 -846 70 846 -0.08 0.154 130
SG 3 57,318 0 15,548 57,318 0.26 0.080 -45
TH 18 231,493 -301,286 279,970 834,066 0.21 0.147 -53,399
TW 5 64,621 -4,773 18,448 74,166 0.27 0.135 6,365

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 14 -228,101 -51,875 -42,730 228,101 0.48 -0.104 10,677
1 11 205,565 0 25,298 205,565 0.30 -0.032 3,730
CN -1 77 -1,558,988 -1,283,162 -2,447,102 1,558,988 1.72 -0.054 120,423
1 71 2,260,605 0 2,325,800 2,260,605 1.40 0.123 294,225
HK -1 28 -384,206 -321,164 -560,021 384,206 1.62 0.019 -7,104
1 4 139,648 0 211,697 139,648 1.49 0.131 16,381
IN -1 2 -72,328 0 -21,371 72,328 0.30 0.061 -4,224
1 9 159,593 0 40,335 159,593 0.31 0.140 23,179
JP -1 40 -1,428,662 -563,323 -794,314 1,428,662 0.58 -0.062 49,997
1 63 1,573,545 0 918,014 1,573,545 0.57 -0.041 -53,631
MY -1 1 -329 0 -178 329 0.54 -0.048 16
NZ -1 1 -846 -846 70 846 -0.08 -0.154 130
SG 1 3 57,318 0 15,548 57,318 0.26 0.010 -45
TH -1 15 -301,286 -301,286 -21,725 301,286 0.15 -0.142 44,080
1 3 532,779 0 301,695 532,779 0.50 -0.170 -97,480
TW -1 1 -4,773 -4,773 -2,671 4,773 0.56 -0.201 960
1 4 69,394 0 21,119 69,394 0.20 0.119 5,405