trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -297,446 6,691,077 -289,747 244,589 446 41,950,971 0.159

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,494,261 3,494,261 -3,323,621 209,115
1 3,196,816 3,196,816 3,033,875 35,474

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 55 -25,185 -136,327 -9,387 324,553 0.60 0.073 20,716
CN 92 -210,094 -1,093,097 -475,907 3,026,395 1.37 0.111 16,437
HK 23 -46,071 -106,506 -97,840 236,750 1.42 0.134 15,371
JP 234 256,839 -926,316 425,186 2,563,215 0.69 0.074 178,821
NZ 4 -2,387 -6,221 -1,961 10,055 0.26 0.109 492
PH 1 1,976 0 1,353 1,976 0.68 0.263 520
SG 6 -133,443 -94,744 -63,228 133,443 0.38 0.027 -1,373
TH 20 -78,120 -70,627 -43,528 159,432 0.48 0.117 4,064
TW 11 -60,961 -104,920 -24,435 235,259 0.82 0.087 9,542

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 26 -174,869 -136,327 -100,854 174,869 0.66 -0.075 15,680
1 29 149,684 0 91,467 149,684 0.54 0.023 5,036
CN -1 63 -1,618,244 -1,093,097 -2,143,630 1,618,244 1.44 -0.062 147,840
1 29 1,408,150 0 1,667,723 1,408,150 1.22 -0.059 -131,404
HK -1 11 -141,411 -106,506 -205,576 141,411 1.47 0.052 -5,704
1 12 95,340 0 107,737 95,340 1.37 0.185 21,075
JP -1 111 -1,153,188 -926,316 -645,516 1,153,188 0.60 -0.027 41,302
1 123 1,410,027 0 1,070,702 1,410,027 0.77 0.091 137,518
NZ -1 3 -6,221 -6,221 -1,868 6,221 0.36 -0.124 742
1 1 3,834 0 -93 3,834 -0.02 -0.065 -250
PH 1 1 1,976 0 1,353 1,976 0.68 0.263 520
SG -1 6 -133,443 -94,744 -63,228 133,443 0.38 0.023 -1,373
TH -1 11 -118,776 -70,627 -62,175 118,776 0.43 0.030 -3,312
1 9 40,656 0 18,648 40,656 0.55 0.189 7,376
TW -1 6 -148,110 -104,920 -100,773 148,110 0.67 -0.090 13,939
1 5 87,149 0 76,339 87,149 0.99 -0.024 -4,398