trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -893,310 11,406,573 -560,038 309,257 276 299,817,805 0.038

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -6,149,942 6,149,942 -5,961,965 18,257
1 5,256,632 5,256,632 5,401,927 291,000

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 -475,249 -571,080 -135,789 2,327,088 0.52 0.092 -73,755
CN 73 -782,361 -927,441 -1,148,771 3,273,116 1.46 0.107 132,016
HK 18 -56,080 -97,437 -483,034 1,588,130 1.63 0.163 76,647
JP 124 466,150 -966,934 1,106,170 3,606,684 0.65 0.058 153,286
KR 5 102,170 -74,229 103,488 250,628 0.52 0.232 37,310
SG 2 -24,725 0 -9,777 24,725 0.32 0.025 -656
TH 17 -161,612 -39,005 -37,919 286,336 0.43 0.078 -15,869
TW 3 38,398 -5,733 45,593 49,865 0.93 0.013 278

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 26 -1,401,169 -571,080 -564,023 1,401,169 0.59 -0.081 45,865
1 8 925,920 0 428,234 925,920 0.29 -0.070 -119,620
CN -1 51 -2,027,739 -927,441 -2,956,139 2,027,739 1.43 -0.020 44,017
1 22 1,245,377 0 1,807,367 1,245,377 1.50 0.042 87,999
HK -1 9 -822,105 -97,437 -1,535,251 822,105 1.58 0.075 -122,465
1 9 766,025 0 1,052,217 766,025 1.69 0.201 199,112
JP -1 61 -1,570,267 -966,934 -812,488 1,570,267 0.51 -0.037 50,314
1 63 2,036,417 0 1,918,659 2,036,417 0.78 -0.005 102,972
KR -1 4 -74,229 -74,229 -29 74,229 0.50 -0.262 18,023
1 1 176,399 0 103,518 176,399 0.59 0.109 19,287
SG -1 2 -24,725 0 -9,777 24,725 0.32 0.025 -656
TH -1 12 -223,974 -39,005 -80,916 223,974 0.34 0.019 -17,029
1 5 62,362 0 42,998 62,362 0.63 0.056 1,159
TW -1 1 -5,733 -5,733 -3,341 5,733 0.58 -0.033 189
1 2 44,132 0 48,935 44,132 1.11 0.002 90