trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -311,903 6,770,350 -434,955 220,438 437 42,121,817 0.161

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,541,126 3,541,126 -3,717,879 268,384
1 3,229,224 3,229,224 3,282,924 -47,946

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 61 -6,994 -179,301 -14,454 595,421 0.65 0.087 30,394
CN 114 -259,820 -1,014,018 -325,929 2,891,175 1.40 0.116 -50,097
HK 24 57,107 -66,637 82,746 241,071 1.35 0.154 30,533
JP 202 94,051 -752,347 -106,020 2,415,963 0.70 0.068 110,728
NZ 4 -177,261 -177,261 -54,775 177,261 0.26 0.153 30,978
PH 2 49,512 0 17,863 49,512 0.34 0.257 13,270
SG 2 1,567 0 2,593 6,761 0.45 0.053 255
TH 18 19,694 -100,322 35,756 275,976 0.37 0.148 38,941
TW 10 -89,758 -82,709 -72,736 117,211 0.91 0.096 15,437

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 33 -301,207 -179,301 -173,073 301,207 0.66 -0.093 29,503
1 28 294,213 0 158,620 294,213 0.63 -0.027 891
CN -1 72 -1,575,497 -1,014,018 -2,351,602 1,575,497 1.35 -0.047 134,348
1 42 1,315,677 0 2,025,674 1,315,677 1.48 -0.085 -184,445
HK -1 11 -91,982 -66,637 -114,542 91,982 1.45 0.088 -2,195
1 13 149,089 0 197,288 149,089 1.27 0.189 32,727
JP -1 89 -1,160,956 -752,347 -925,702 1,160,956 0.79 -0.032 50,001
1 113 1,255,007 0 819,682 1,255,007 0.63 0.050 60,727
NZ -1 4 -177,261 -177,261 -54,775 177,261 0.26 -0.153 30,978
PH 1 2 49,512 0 17,863 49,512 0.34 0.257 13,270
SG -1 1 -2,597 0 -433 2,597 0.17 0.028 -72
1 1 4,164 0 3,025 4,164 0.73 0.078 326
TH -1 5 -128,141 -100,322 -10,182 128,141 0.18 -0.037 10,004
1 13 147,835 0 45,938 147,835 0.44 0.177 28,938
TW -1 9 -103,485 -82,709 -87,570 103,485 0.89 -0.083 15,817
1 1 13,726 0 14,834 13,726 1.08 -0.028 -380