trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -46,816 2,477,495 -98,824 89,247 266 42,228,005 0.059

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,262,155 1,262,155 -1,192,280 23,573
1 1,215,339 1,215,339 1,093,456 65,675

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 13 -26,454 0 -7,302 54,876 0.56 0.087 -3,833
CN 42 -126,100 0 -160,742 546,569 1.49 0.079 -27,712
HK 22 68,813 -11,898 129,993 166,775 1.57 0.194 19,414
JP 163 68,580 -535,509 -28,617 1,473,299 0.72 0.075 93,439
NZ 3 1,795 0 475 1,795 0.25 0.038 -58
SG 2 447 0 170 852 0.28 0.083 26
TH 19 -40,237 -38,070 -44,461 177,982 0.47 0.081 9,821
TW 2 6,340 0 11,661 55,347 1.18 0.036 -1,850

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 7 -40,665 0 -14,522 40,665 0.47 0.074 -2,726
1 6 14,211 0 7,220 14,211 0.67 -0.086 -1,107
CN -1 31 -336,335 0 -504,145 336,335 1.40 0.033 3,482
1 11 210,235 0 343,403 210,235 1.73 -0.137 -31,194
HK -1 7 -48,981 -11,898 -60,608 48,981 1.48 0.066 -2,626
1 15 117,794 0 190,601 117,794 1.61 0.229 22,041
JP -1 80 -702,359 -535,509 -520,210 702,359 0.77 -0.025 30,324
1 83 770,939 0 491,593 770,939 0.68 0.057 63,115
NZ 1 3 1,795 0 475 1,795 0.25 -0.038 -58
SG -1 1 -202 0 -47 202 0.23 0.096 -19
1 1 650 0 217 650 0.33 0.070 46
TH -1 15 -109,110 -38,070 -65,791 109,110 0.51 0.030 -3,480
1 4 68,872 0 21,330 68,872 0.35 0.189 13,301
TW -1 1 -24,503 0 -26,957 24,503 1.10 0.056 -1,381
1 1 30,844 0 38,618 30,844 1.25 -0.015 -469