trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -237,174 5,111,991 -380,543 294,552 377 42,038,076 0.122

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,674,582 2,674,582 -2,395,498 166,751
1 2,437,409 2,437,409 2,014,955 127,801

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 61 24,385 -180,553 -33,944 608,467 0.58 0.095 30,578
CN 72 -338,300 -694,781 -321,544 1,981,915 1.30 0.140 114,827
HK 26 -71,279 -52,347 -71,180 307,766 1.27 0.127 15,910
JP 193 82,948 -507,191 -17,585 1,962,630 0.69 0.068 107,550
MY 3 -3,383 0 211 9,697 0.39 0.103 492
NZ 4 -168 -3,905 -391 7,642 0.27 0.093 175
SG 2 1,247 0 1,997 1,247 1.79 0.023 21
TH 13 -168 -31,812 -4,567 165,082 0.40 0.090 14,617
TW 3 67,544 0 66,460 67,544 0.94 0.195 10,382

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 24 -292,041 -180,553 -197,759 292,041 0.62 -0.085 20,625
1 37 316,426 0 163,815 316,426 0.56 -0.012 9,954
CN -1 37 -1,160,107 -694,781 -1,310,862 1,160,107 1.26 -0.058 121,038
1 35 821,807 0 989,318 821,807 1.34 0.020 -6,212
HK -1 18 -189,523 -52,347 -214,650 189,523 1.22 0.052 -10,633
1 8 118,244 0 143,470 118,244 1.39 0.200 26,543
JP -1 102 -939,841 -507,191 -645,537 939,841 0.73 -0.032 36,733
1 91 1,022,789 0 627,951 1,022,789 0.64 0.040 70,816
MY -1 2 -6,540 0 -1,756 6,540 0.27 0.037 -72
1 1 3,157 0 1,967 3,157 0.62 0.179 565
NZ -1 1 -3,905 -3,905 -1,358 3,905 0.35 -0.129 503
1 3 3,737 0 967 3,737 0.25 -0.080 -328
SG 1 2 1,247 0 1,997 1,247 1.79 0.023 21
TH -1 9 -82,625 -31,812 -23,576 82,625 0.36 0.024 -1,443
1 4 82,457 0 19,009 82,457 0.50 0.192 16,060
TW 1 3 67,544 0 66,460 67,544 0.94 0.195 10,382