trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -261,170 5,664,606 -310,626 345,070 400 42,295,305 0.134

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,962,888 2,962,888 -2,747,156 162,262
1 2,701,718 2,701,718 2,436,529 182,808

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 62 361,760 -71,089 232,190 601,623 0.62 0.092 48,465
CN 87 -67,765 -744,498 -163,697 1,889,217 1.38 0.146 177,620
HK 41 -125,151 -155,686 24,705 567,472 1.34 0.159 28,042
JP 168 -86 -541,740 -106,622 1,936,864 0.67 0.067 86,690
MY 2 3,373 0 1,401 3,373 0.50 0.196 631
NZ 4 2,554 -1,727 -328 6,007 0.27 0.039 -25
PH 1 4,240 0 -162 4,240 -0.04 0.265 -1,123
SG 1 4,018 0 1,783 4,018 0.44 0.049 198
TH 21 -154,805 -30,082 -98,947 275,133 0.52 0.076 -11,096
TW 13 -289,308 -101,152 -200,950 376,659 0.70 0.094 15,668

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 27 -119,931 -71,089 -85,143 119,931 0.60 -0.043 6,470
1 35 481,691 0 317,333 481,691 0.63 0.040 41,995
CN -1 52 -978,491 -744,498 -1,245,635 978,491 1.37 -0.131 154,167
1 35 910,726 0 1,081,938 910,726 1.39 0.010 23,453
HK -1 23 -346,311 -155,686 -376,113 346,311 1.15 0.070 -25,114
1 18 221,161 0 400,818 221,161 1.58 0.227 53,155
JP -1 78 -968,475 -541,740 -680,038 968,475 0.66 -0.010 24,886
1 90 968,389 0 573,416 968,389 0.67 0.046 61,804
MY 1 2 3,373 0 1,401 3,373 0.50 0.196 631
NZ -1 1 -1,727 -1,727 -601 1,727 0.35 -0.052 90
1 3 4,280 0 273 4,280 0.25 -0.035 -114
PH 1 1 4,240 0 -162 4,240 -0.04 -0.265 -1,123
SG 1 1 4,018 0 1,783 4,018 0.44 0.049 198
TH -1 18 -214,969 -30,082 -125,139 214,969 0.54 0.065 -11,771
1 3 60,164 0 26,192 60,164 0.39 0.069 675
TW -1 9 -332,983 -101,152 -234,487 332,983 0.66 -0.045 13,535
1 4 43,675 0 33,538 43,675 0.77 0.113 2,133