trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -139,236 3,716,818 -220,806 200,622 340 42,099,921 0.088

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,928,027 1,928,027 -1,797,052 166,240
1 1,788,791 1,788,791 1,576,246 34,382

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 64 -475 -79,917 -11,937 464,666 0.59 0.089 13,444
CN 70 -50,915 -521,434 10,218 1,230,742 1.27 0.132 89,878
HK 12 -14,839 -33,391 -33,391 92,142 1.23 0.155 5,715
JP 179 -129,792 -573,794 -252,090 1,789,901 0.73 0.069 76,903
MY 2 -17,581 0 -1,495 35,686 0.45 0.132 3,299
NZ 4 -201 -8,348 -2,055 16,494 0.27 0.112 318
PH 1 2,397 0 1,412 2,397 0.59 0.435 1,044
SG 2 -1,866 -1,866 -1,236 1,866 0.52 0.034 82
TW 6 74,035 -4,443 69,769 82,921 0.91 0.165 9,939

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 27 -232,571 -79,917 -131,342 232,571 0.64 -0.091 11,016
1 37 232,096 0 119,405 232,096 0.56 -0.005 2,428
CN -1 34 -640,829 -521,434 -814,984 640,829 1.15 -0.073 91,336
1 36 589,914 0 825,202 589,914 1.39 0.018 -1,458
HK -1 7 -53,491 -33,391 -67,599 53,491 1.29 -0.041 1,671
1 5 38,652 0 34,208 38,652 1.16 0.175 4,044
JP -1 91 -959,846 -573,794 -767,836 959,846 0.86 -0.053 58,799
1 88 830,055 0 515,746 830,055 0.60 0.008 18,104
MY -1 1 -26,634 0 -7,135 26,634 0.27 -0.052 1,379
1 1 9,053 0 5,639 9,053 0.62 0.212 1,920
NZ -1 1 -8,348 -8,348 -2,904 8,348 0.35 -0.142 1,185
1 3 8,147 0 849 8,147 0.25 -0.101 -867
PH 1 1 2,397 0 1,412 2,397 0.59 0.435 1,044
SG -1 2 -1,866 -1,866 -1,236 1,866 0.52 -0.034 82
TW -1 1 -4,443 -4,443 -4,016 4,443 0.90 -0.174 771
1 5 78,478 0 73,785 78,478 0.91 0.085 9,168