trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -81,797 6,494,165 -289,693 143,199 537 42,191,493 0.154

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,287,981 3,287,981 -3,519,357 104,139
1 3,206,184 3,206,184 3,229,665 39,060

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 82 107,725 -51,612 109,106 573,711 0.64 0.067 6,614
CN 176 -208,312 -908,064 -219,482 3,205,278 1.34 0.109 104,241
HK 21 -64,196 -22,860 -60,401 273,050 1.33 0.149 8,609
JP 228 -50,089 -204,125 -120,422 2,110,153 0.74 0.067 -12,882
NZ 1 -955 -955 -528 955 0.55 0.063 60
SG 3 223 0 2,484 30,002 0.40 0.057 -246
TH 19 196,714 0 53,755 216,692 0.44 0.169 34,632
TW 7 -62,907 -14,085 -54,206 84,325 0.95 0.067 2,171

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 39 -232,993 -51,612 -135,477 232,993 0.57 -0.041 7,790
1 43 340,718 0 244,583 340,718 0.70 -0.016 -1,176
CN -1 87 -1,706,795 -908,064 -2,272,216 1,706,795 1.30 -0.045 179,675
1 89 1,498,483 0 2,052,735 1,498,483 1.38 -0.043 -75,434
HK -1 12 -168,623 -22,860 -220,515 168,623 1.25 0.097 -17,993
1 9 104,427 0 160,114 104,427 1.44 0.218 26,602
JP -1 110 -1,080,121 -204,125 -811,903 1,080,121 0.75 0.040 -64,300
1 118 1,030,032 0 691,481 1,030,032 0.73 0.036 51,417
NZ -1 1 -955 -955 -528 955 0.55 -0.063 60
SG -1 1 -14,889 0 -3,432 14,889 0.23 0.067 -1,002
1 2 15,112 0 5,916 15,112 0.49 0.019 756
TH -1 3 -9,989 0 -8,009 9,989 0.69 0.108 -951
1 16 206,703 0 61,765 206,703 0.39 0.180 35,582
TW -1 5 -73,616 -14,085 -67,277 73,616 0.89 -0.003 860
1 2 10,709 0 13,071 10,709 1.09 0.163 1,311