trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -657,056 4,617,450 -811,189 341,492 389 42,137,890 0.110

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,637,253 2,637,253 -2,665,173 268,137
1 1,980,197 1,980,197 1,853,984 73,354

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 64 54,635 -137,513 40,001 481,724 0.53 0.078 22,593
CN 83 -483,493 -905,161 -972,839 1,690,854 1.36 0.142 191,353
HK 28 -80,366 -94,700 -23,856 318,055 1.33 0.172 21,771
JP 181 -59,412 -479,274 107,797 1,663,517 0.69 0.070 74,195
MY 2 62,573 0 37,944 62,573 0.50 0.251 17,978
NZ 2 -1,779 -2,233 -536 2,686 0.44 0.035 144
SG 4 -4,773 -21,389 -6,987 38,005 0.80 0.046 2,549
TH 19 -164,723 -85,155 -14,158 281,503 0.46 0.093 -909
TW 6 20,282 -25,047 21,445 78,533 0.90 0.156 11,816

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 28 -213,545 -137,513 -102,603 213,545 0.49 -0.047 11,392
1 36 268,180 0 142,603 268,180 0.56 0.022 11,200
CN -1 46 -1,087,173 -905,161 -1,754,178 1,087,173 1.51 -0.111 209,967
1 37 603,680 0 781,340 603,680 1.18 -0.006 -18,614
HK -1 8 -199,210 -94,700 -178,790 199,210 1.22 0.047 -828
1 20 118,844 0 154,933 118,844 1.37 0.207 22,599
JP -1 87 -861,464 -479,274 -540,774 861,464 0.65 -0.045 42,315
1 94 802,053 0 648,571 802,053 0.73 0.026 31,880
MY 1 2 62,573 0 37,944 62,573 0.50 0.251 17,978
NZ -1 1 -2,233 -2,233 -777 2,233 0.35 -0.065 146
1 1 453 0 240 453 0.53 -0.005 -2
SG -1 1 -21,389 -21,389 -17,138 21,389 0.80 -0.085 1,820
1 3 16,616 0 10,152 16,616 0.80 0.033 729
TH -1 12 -223,113 -85,155 -49,432 223,113 0.36 0.044 -1,416
1 7 58,390 0 35,273 58,390 0.64 0.025 507
TW -1 2 -29,126 -25,047 -21,483 29,126 0.93 -0.093 4,740
1 4 49,408 0 42,928 49,408 0.89 0.186 7,076