trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -392,574 15,504,511 -332,234 470,211 317 299,914,734 0.052

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -7,948,543 7,948,543 -6,423,914 195,710
1 7,555,969 7,555,969 6,091,681 274,501

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 14,682 -827,502 -9,676 3,128,344 0.45 0.107 192,700
CN 74 199,415 -727,845 932,799 4,442,003 1.31 0.101 159,920
HK 17 -527,435 -112,114 -625,601 936,797 1.36 0.111 -58,797
JP 139 311,874 -1,475,475 -568,311 5,511,697 0.69 0.051 150,697
KR 11 175,259 0 115,039 175,259 0.80 0.101 -13,437
NZ 1 1,253 0 366 1,253 0.29 0.090 -113
PH 1 12,674 0 9,497 12,674 0.75 0.345 4,369
SG 6 -221,253 -73,531 -89,114 221,253 0.54 0.034 5,376
TH 17 -267,395 -73,867 -148,063 380,250 0.51 0.090 -10,263
TW 14 -91,650 -47,847 50,829 694,980 0.90 0.115 39,758

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 21 -1,556,831 -827,502 -497,719 1,556,831 0.38 -0.109 178,130
1 16 1,571,513 0 488,044 1,571,513 0.54 -0.056 14,570
CN -1 35 -2,121,294 -727,845 -2,506,284 2,121,294 1.25 0.035 107,459
1 39 2,320,709 0 3,439,083 2,320,709 1.35 -0.016 52,461
HK -1 10 -732,116 -112,114 -965,887 732,116 1.06 0.093 -91,563
1 7 204,681 0 340,287 204,681 1.80 0.082 32,767
JP -1 69 -2,599,911 -1,475,475 -1,935,860 2,599,911 0.63 -0.003 31,340
1 70 2,911,786 0 1,367,549 2,911,786 0.76 0.001 119,358
KR 1 11 175,259 0 115,039 175,259 0.80 -0.078 -13,437
NZ 1 1 1,253 0 366 1,253 0.29 -0.090 -113
PH 1 1 12,674 0 9,497 12,674 0.75 0.345 4,369
SG -1 6 -221,253 -73,531 -89,114 221,253 0.54 -0.008 5,376
TH -1 13 -323,822 -73,867 -163,886 323,822 0.51 0.052 -12,414
1 4 56,428 0 15,823 56,428 0.51 0.121 2,151
TW -1 10 -393,315 -47,847 -265,164 393,315 0.85 -0.060 -22,618
1 4 301,665 0 315,992 301,665 1.02 0.073 62,376