trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,044,427 6,864,929 -1,946,221 419,996 413 42,130,264 0.163

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,954,678 3,954,678 -4,699,094 309,879
1 2,910,251 2,910,251 2,752,873 110,117

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 56 199,082 -89,726 49,836 514,337 0.62 0.078 26,929
CN 118 -1,180,124 -1,119,030 -1,990,145 3,710,478 1.38 0.121 290,664
HK 37 4,094 -90,162 -82,714 446,980 1.55 0.160 41,601
JP 169 50,041 -374,919 153,894 1,857,916 0.70 0.068 56,183
KR 1 -11,612 0 -2,937 11,612 0.25 0.026 -297
MY 4 -9,221 0 635 36,547 0.38 0.143 2,773
NZ 1 321 0 1 321 0.00 0.045 -14
SG 3 132 -20,342 -6,870 40,816 0.49 0.098 4,935
TH 18 -43,595 -34,163 -20,215 184,659 0.50 0.102 -3,252
TW 6 -53,545 -18,817 -47,707 61,263 0.98 0.089 473

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 17 -157,628 -89,726 -91,329 157,628 0.62 -0.037 9,076
1 39 356,709 0 141,165 356,709 0.62 0.023 17,853
CN -1 71 -2,445,301 -1,119,030 -3,577,261 2,445,301 1.42 -0.100 276,046
1 47 1,265,177 0 1,587,116 1,265,177 1.31 -0.007 14,619
HK -1 20 -221,443 -90,162 -355,821 221,443 1.83 0.056 -13,590
1 17 225,537 0 273,107 225,537 1.23 0.220 55,191
JP -1 93 -903,937 -374,919 -550,114 903,937 0.69 -0.044 39,893
1 76 953,978 0 704,008 953,978 0.72 0.004 16,290
KR -1 1 -11,612 0 -2,937 11,612 0.25 0.026 -297
MY -1 2 -22,884 0 -6,137 22,884 0.27 0.055 -366
1 2 13,663 0 6,772 13,663 0.50 0.230 3,139
NZ 1 1 321 0 1 321 0.00 -0.045 -14
SG -1 1 -20,342 -20,342 -13,787 20,342 0.68 -0.171 3,480
1 2 20,474 0 6,917 20,474 0.39 0.061 1,456
TH -1 11 -114,127 -34,163 -50,205 114,127 0.53 0.058 -3,955
1 7 70,532 0 29,990 70,532 0.46 0.092 703
TW -1 5 -57,404 -18,817 -51,505 57,404 0.98 0.022 -407
1 1 3,859 0 3,798 3,859 0.98 0.228 881