trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,352,190 27,618,547 -511,134 1,699,991 419 399,539,030 0.069

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -14,485,369 14,485,369 -12,509,582 823,075
1 13,133,178 13,133,178 11,998,448 876,916

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 45 -79,059 -769,593 55,718 2,537,316 0.47 0.083 65,938
CN 124 -545,226 -5,001,388 476,545 10,715,944 1.31 0.124 1,009,052
HK 25 417,849 -99,373 1,294,059 2,456,221 1.37 0.147 245,537
JP 183 -2,805,884 -3,095,535 -2,757,514 9,898,346 0.72 0.049 243,237
KR 7 251,133 0 139,326 251,133 0.56 0.075 1,346
NZ 1 -6,221 -6,221 -1,694 6,221 0.27 0.174 1,082
SG 9 558,271 0 227,474 558,271 0.49 0.070 44,600
TH 22 802,653 -156,168 12,639 1,131,270 0.29 0.090 84,205
TW 3 54,294 -4,765 42,311 63,825 0.93 0.117 4,995

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 29 -1,308,188 -769,593 -303,387 1,308,188 0.45 -0.075 61,651
1 16 1,229,128 0 359,105 1,229,128 0.51 -0.040 4,287
CN -1 85 -5,630,585 -5,001,388 -6,015,283 5,630,585 1.38 -0.097 765,536
1 39 5,085,359 0 6,491,827 5,085,359 1.14 0.011 243,515
HK -1 12 -1,019,186 -99,373 -1,015,227 1,019,186 1.41 0.086 -123,389
1 13 1,437,035 0 2,309,286 1,437,035 1.34 0.158 368,926
JP -1 80 -6,352,115 -3,095,535 -5,081,135 6,352,115 0.77 -0.018 106,791
1 103 3,546,231 0 2,323,621 3,546,231 0.69 0.024 136,446
KR 1 7 251,133 0 139,326 251,133 0.56 -0.040 1,346
NZ -1 1 -6,221 -6,221 -1,694 6,221 0.27 -0.174 1,082
SG 1 9 558,271 0 227,474 558,271 0.49 0.057 44,600
TH -1 3 -164,309 -156,168 -88,138 164,309 0.31 0.031 10,731
1 19 966,962 0 100,777 966,962 0.29 0.071 73,473
TW -1 2 -4,765 -4,765 -4,721 4,765 1.00 -0.138 672
1 1 59,060 0 47,032 59,060 0.80 0.073 4,323