trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 661,629 6,463,758 883,448 98,685 496 42,105,634 0.154

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,901,065 2,901,065 -2,646,461 83,647
1 3,562,693 3,562,693 3,529,909 15,038

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 78 -165,644 -58,228 -20,458 603,500 0.66 0.072 -6,137
CN 135 591,199 -601,267 937,598 3,088,050 1.36 0.116 26,257
HK 29 41,419 -5,013 -13,120 347,179 1.25 0.181 23,450
JP 213 160,366 -323,756 28,448 1,964,952 0.71 0.067 27,651
NZ 3 -1,270 -4,768 -1,001 8,266 0.39 0.097 384
SG 4 -50,080 -35,387 -22,458 50,080 0.50 0.040 -1,068
TH 22 97,113 -13,123 13,104 198,766 0.37 0.117 18,534
TW 12 -11,474 -16,319 -38,666 202,965 0.70 0.072 9,614

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 38 -384,572 -58,228 -192,797 384,572 0.57 -0.020 -3,944
1 40 218,928 0 172,338 218,928 0.76 -0.006 -2,193
CN -1 62 -1,248,426 -601,267 -1,425,808 1,248,426 1.31 -0.068 122,169
1 73 1,839,625 0 2,363,406 1,839,625 1.40 -0.012 -95,912
HK -1 13 -152,880 -5,013 -181,380 152,880 1.17 0.108 -18,087
1 16 194,299 0 168,259 194,299 1.31 0.207 41,537
JP -1 102 -902,293 -323,756 -695,100 902,293 0.77 0.006 -12,909
1 111 1,062,659 0 723,548 1,062,659 0.66 0.027 40,560
NZ -1 1 -4,768 -4,768 -1,893 4,768 0.40 -0.144 687
1 2 3,498 0 893 3,498 0.38 -0.073 -303
SG -1 4 -50,080 -35,387 -22,458 50,080 0.50 0.016 -1,068
TH -1 12 -50,827 -13,123 -24,475 50,827 0.38 0.087 -3,948
1 10 147,940 0 37,579 147,940 0.36 0.139 22,482
TW -1 4 -107,220 -16,319 -102,552 107,220 0.91 -0.017 747
1 8 95,745 0 63,886 95,745 0.60 0.074 8,867