trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,046,516 21,253,967 -1,476,891 -951,773 373 336,175,240 0.063

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -11,150,241 11,150,241 -9,582,535 -359,573
1 10,103,725 10,103,725 8,105,644 -592,200

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 45 414,187 -365,382 479,235 2,409,640 0.53 0.124 -79,502
CN 105 -1,203,450 -652,795 -1,645,743 7,209,127 1.29 0.092 -425,733
HK 25 -828,362 -11,738 -890,775 1,333,376 1.47 0.125 -95,664
JP 164 -269,936 -293,675 -115,163 7,788,714 0.70 0.051 -197,590
KR 4 141,090 0 48,612 151,395 0.54 0.144 -20,945
NZ 1 82,648 0 24,145 82,648 0.29 0.143 -11,778
SG 3 -180,401 -13,465 -60,414 180,401 0.47 0.062 7,889
TH 15 186,944 0 108,752 618,271 0.43 0.112 -19,323
TW 11 610,765 -59,261 574,459 1,480,395 0.75 0.085 -109,127

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -997,726 -365,382 -319,066 997,726 0.31 -0.070 77,011
1 34 1,411,914 0 798,301 1,411,914 0.60 -0.135 -156,513
CN -1 76 -4,206,289 -652,795 -5,245,930 4,206,289 1.33 0.049 -216,505
1 29 3,002,838 0 3,600,187 3,002,838 1.20 -0.034 -209,228
HK -1 19 -1,080,869 -11,738 -1,223,469 1,080,869 1.44 0.107 -126,124
1 6 252,507 0 332,694 252,507 1.58 0.076 30,460
JP -1 67 -4,029,325 -293,675 -2,531,389 4,029,325 0.61 0.006 -29,386
1 97 3,759,389 0 2,416,226 3,759,389 0.77 -0.041 -168,205
KR -1 1 -5,153 0 -1,923 5,153 0.37 -0.106 547
1 3 146,243 0 50,535 146,243 0.59 -0.156 -21,492
NZ 1 1 82,648 0 24,145 82,648 0.29 -0.143 -11,778
SG -1 3 -180,401 -13,465 -60,414 180,401 0.47 -0.062 7,889
TH -1 4 -215,663 0 -61,177 215,663 0.30 0.175 -41,944
1 11 402,607 0 169,929 402,607 0.47 0.081 22,621
TW -1 3 -434,815 -59,261 -139,168 434,815 0.52 0.019 -31,061
1 8 1,045,580 0 713,628 1,045,580 0.84 -0.034 -78,066