trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,007,419 11,269,649 -431,357 898,226 186 301,857,909 0.037

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -6,138,534 6,138,534 -5,666,737 529,001
1 5,131,115 5,131,115 5,235,380 369,225

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 133,317 -815,750 262,073 2,236,638 0.50 0.100 97,928
CN 89 -171,357 -2,534,000 -429,700 5,878,745 1.32 0.108 571,553
HK 27 -108,598 -131,336 57,518 931,381 1.49 0.117 12,041
KR 4 79,851 -23,520 18,245 126,890 0.65 0.148 13,845
SG 1 -916 -916 -1,056 916 1.15 0.062 57
TH 14 -845,133 -1,078,669 -308,834 1,468,635 0.52 0.108 156,490
TW 14 -94,582 -338,979 -29,603 626,444 0.96 0.082 46,312

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -1,051,660 -815,750 -264,941 1,051,660 0.51 -0.120 110,067
1 18 1,184,977 0 527,014 1,184,977 0.49 -0.044 -12,138
CN -1 51 -3,025,051 -2,534,000 -4,063,000 3,025,051 1.33 -0.044 327,038
1 38 2,853,694 0 3,633,300 2,853,694 1.31 0.075 244,515
HK -1 17 -519,989 -131,336 -680,611 519,989 1.41 0.045 -47,128
1 10 411,392 0 738,129 411,392 1.62 0.134 59,169
KR -1 1 -23,520 -23,520 -23,624 23,520 1.00 -0.318 7,475
1 3 103,370 0 41,869 103,370 0.53 -0.031 6,370
SG -1 1 -916 -916 -1,056 916 1.15 -0.062 57
TH -1 8 -1,156,884 -1,078,669 -380,144 1,156,884 0.51 0.036 115,794
1 6 311,751 0 71,310 311,751 0.54 0.093 40,696
TW -1 6 -360,513 -338,979 -253,362 360,513 0.91 -0.090 15,698
1 8 265,931 0 223,759 265,931 1.00 0.072 30,614