trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -270,462 5,001,961 -440,258 382,948 386 42,336,423 0.118

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,636,212 2,636,212 -2,794,885 253,456
1 2,365,749 2,365,749 2,354,627 129,492

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 48 37,665 -74,907 15,068 336,538 0.59 0.093 14,440
CN 98 -258,156 -1,069,859 -402,210 2,562,737 1.37 0.143 279,620
HK 35 36,810 -40,431 142,770 356,163 1.59 0.187 33,264
JP 174 29,375 -399,508 -60,593 1,426,563 0.65 0.069 44,102
NZ 3 350 -1,855 -256 4,059 0.19 0.051 63
SG 3 -2,972 0 1,726 16,940 0.42 0.089 -1,106
TH 16 14,158 -973 -10,093 97,819 0.46 0.095 6,679
TW 9 -127,692 -25,542 -126,671 201,143 0.92 0.064 5,886

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 22 -149,437 -74,907 -78,791 149,437 0.59 -0.028 1,333
1 26 187,101 0 93,859 187,101 0.59 0.051 13,107
CN -1 51 -1,410,446 -1,069,859 -1,861,575 1,410,446 1.40 -0.122 244,647
1 47 1,152,291 0 1,459,365 1,152,291 1.34 0.029 34,972
HK -1 10 -159,676 -40,431 -159,176 159,676 1.69 0.066 -12,388
1 25 196,486 0 301,946 196,486 1.55 0.217 45,653
JP -1 87 -698,594 -399,508 -508,585 698,594 0.64 -0.020 20,062
1 87 727,969 0 447,992 727,969 0.66 0.015 24,040
NZ -1 1 -1,855 -1,855 -645 1,855 0.35 -0.075 139
1 2 2,204 0 389 2,204 0.11 -0.039 -75
SG -1 1 -9,956 0 -2,336 9,956 0.23 0.074 -736
1 2 6,984 0 4,062 6,984 0.51 -0.010 -371
TH -1 8 -41,830 -973 -29,038 41,830 0.56 0.037 -1,949
1 8 55,989 0 18,945 55,989 0.36 0.116 8,628
TW -1 7 -164,418 -25,542 -154,739 164,418 0.96 -0.001 2,348
1 2 36,726 0 28,068 36,726 0.77 0.102 3,538