trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -86,592 4,366,993 -121,776 317,112 351 42,086,128 0.104

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,226,793 2,226,793 -1,758,100 169,089
1 2,140,200 2,140,200 1,636,324 148,023

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 59 -26,663 -239,011 60,329 632,052 0.55 0.084 34,282
CN 75 -34,840 -503,800 -132,614 1,398,486 1.29 0.125 107,557
HK 21 -34,538 -78,971 -53,519 225,056 1.25 0.155 21,852
JP 160 24,963 -439,266 -41,615 1,636,603 0.70 0.068 81,420
MY 1 -21,995 0 -5,892 21,995 0.27 0.041 893
NZ 3 -858 -11,571 -1,835 22,283 0.19 0.128 536
PH 1 937 0 552 937 0.59 0.401 376
SG 2 63 0 585 469 1.31 0.061 -20
TH 18 -149,539 -88,898 -71,150 250,091 0.43 0.099 26,748
TW 11 155,877 -11,572 123,381 179,022 0.97 0.212 43,467

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 36 -329,357 -239,011 -143,450 329,357 0.48 -0.086 24,477
1 23 302,694 0 203,779 302,694 0.66 0.011 9,805
CN -1 34 -716,663 -503,800 -772,061 716,663 1.24 -0.073 85,531
1 41 681,823 0 639,447 681,823 1.33 0.049 22,026
HK -1 15 -129,797 -78,971 -135,079 129,797 1.19 0.031 6,946
1 6 95,259 0 81,560 95,259 1.41 0.239 14,906
JP -1 85 -805,820 -439,266 -606,166 805,820 0.70 -0.034 25,210
1 75 830,783 0 564,551 830,783 0.70 0.043 56,211
MY -1 1 -21,995 0 -5,892 21,995 0.27 -0.041 893
NZ -1 1 -11,571 -11,571 -4,024 11,571 0.35 -0.144 1,666
1 2 10,713 0 2,190 10,713 0.11 -0.119 -1,129
PH 1 1 937 0 552 937 0.59 0.401 376
SG -1 1 -203 0 -48 203 0.23 0.111 -23
1 1 266 0 633 266 2.38 0.010 3
TH -1 11 -199,815 -88,898 -79,628 199,815 0.44 0.001 21,477
1 7 50,276 0 8,479 50,276 0.41 0.139 5,271
TW -1 1 -11,572 -11,572 -11,751 11,572 1.02 -0.252 2,912
1 10 167,449 0 135,133 167,449 0.96 0.208 40,555