trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -8,039 7,429,485 -67,685 550,316 424 42,352,014 0.175

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,718,762 3,718,762 -3,776,938 382,875
1 3,710,723 3,710,723 3,709,253 167,440

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 58 41,229 -92,792 -27,196 465,398 0.64 0.086 3,572
CN 129 -139,844 -1,492,340 -485,695 3,991,780 1.41 0.129 388,007
HK 21 106,876 -30,130 211,148 179,446 1.49 0.105 17,293
JP 188 34,435 -638,381 247,388 2,397,908 0.71 0.083 130,308
NZ 2 1,896 0 471 1,896 0.37 0.036 -84
PH 1 -18,106 -18,106 693 18,106 -0.04 0.250 4,534
SG 1 1,303 0 436 1,303 0.33 0.074 96
TH 14 21,621 -497 415 92,925 0.47 0.108 2,427
TW 10 -57,450 -1,065 -15,345 280,721 0.87 0.054 4,161

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 27 -212,085 -92,792 -116,390 212,085 0.67 -0.018 -4,976
1 31 253,314 0 89,194 253,314 0.61 -0.008 8,548
CN -1 65 -2,065,812 -1,492,340 -2,799,177 2,065,812 1.43 -0.101 341,017
1 64 1,925,968 0 2,313,482 1,925,968 1.39 0.004 46,990
HK -1 9 -36,285 -30,130 -36,500 36,285 1.12 0.037 -396
1 12 143,161 0 247,648 143,161 1.76 0.134 17,689
JP -1 79 -1,181,737 -638,381 -656,264 1,181,737 0.70 -0.019 46,680
1 109 1,216,171 0 903,652 1,216,171 0.71 0.046 83,628
NZ 1 2 1,896 0 471 1,896 0.37 -0.036 -84
PH -1 1 -18,106 -18,106 693 18,106 -0.04 -0.250 4,534
SG 1 1 1,303 0 436 1,303 0.33 0.074 96
TH -1 8 -35,652 -497 -23,363 35,652 0.53 0.057 -2,435
1 6 57,273 0 23,778 57,273 0.38 0.143 4,863
TW -1 7 -169,086 -1,065 -145,936 169,086 0.85 -0.006 -1,549
1 3 111,636 0 130,591 111,636 0.90 -0.003 5,710