trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,741,867 18,375,800 -2,530,368 941,658 380 400,751,354 0.046

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -10,058,833 10,058,833 -8,781,533 559,743
1 8,316,966 8,316,966 6,251,165 381,915

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 48 -63,798 -808,738 232,416 3,199,902 0.51 0.079 222,713
CN 118 -1,517,951 -2,522,952 -2,703,850 4,516,968 1.38 0.115 361,989
HK 25 -824,931 -654,844 -667,281 1,504,176 1.35 0.079 -4,112
JP 148 -601,128 -2,025,505 98,380 7,690,150 0.73 0.057 189,360
KR 8 88,708 -2,100 51,334 92,908 0.53 0.071 2,789
NZ 1 13,671 0 4,380 13,671 0.32 0.161 -2,207
SG 3 35,572 0 33,338 35,572 0.67 0.094 1,003
TH 23 994,120 0 312,641 1,103,393 0.38 0.116 131,183
TW 6 133,870 -42,595 108,275 219,060 0.93 0.132 38,940

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 23 -1,631,850 -808,738 -437,056 1,631,850 0.41 -0.085 136,409
1 25 1,568,052 0 669,472 1,568,052 0.60 -0.003 86,304
CN -1 76 -3,017,460 -2,522,952 -4,360,482 3,017,460 1.49 -0.098 425,337
1 42 1,499,509 0 1,656,631 1,499,509 1.18 -0.009 -63,348
HK -1 13 -1,164,553 -654,844 -1,015,648 1,164,553 1.56 -0.008 -20,939
1 12 339,623 0 348,367 339,623 1.13 0.074 16,827
JP -1 81 -4,145,639 -2,025,505 -2,910,180 4,145,639 0.73 -0.021 17,436
1 67 3,544,511 0 3,008,559 3,544,511 0.73 0.024 171,924
KR -1 1 -2,100 -2,100 -268 2,100 0.13 -0.247 520
1 7 90,808 0 51,602 90,808 0.59 0.002 2,270
NZ 1 1 13,671 0 4,380 13,671 0.32 -0.161 -2,207
SG 1 3 35,572 0 33,338 35,572 0.67 0.086 1,003
TH -1 2 -54,637 0 -13,171 54,637 0.34 0.069 -3,969
1 21 1,048,756 0 325,812 1,048,756 0.38 0.120 135,152
TW -1 4 -42,595 -42,595 -44,728 42,595 1.00 -0.110 4,949
1 2 176,465 0 153,004 176,465 0.80 0.176 33,991