trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 696,210 9,370,820 1,940,800 165,553 600 42,105,148 0.223

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,337,305 4,337,305 -4,224,911 176,773
1 5,033,515 5,033,515 6,165,710 -11,220

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 78 37,456 -96,251 132,575 617,128 0.61 0.064 -1,488
CN 176 -4,430 -1,473,515 459,632 4,544,176 1.41 0.121 48,210
HK 46 317,797 -33,913 865,582 767,964 1.56 0.215 78,121
JP 256 249,167 -361,758 438,127 2,767,319 0.73 0.063 35,815
NZ 3 2,080 -318 440 2,715 0.26 0.095 -169
PH 1 11,580 0 -392 11,580 -0.03 0.005 59
SG 3 -141 0 1,922 30,227 0.35 0.033 -3
TH 24 39,219 0 -6,952 452,706 0.45 0.192 -3,610
TW 13 43,482 0 49,865 177,005 0.98 0.094 8,618

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 45 -289,836 -96,251 -122,531 289,836 0.45 -0.040 11,362
1 33 327,292 0 255,107 327,292 0.82 -0.046 -12,849
CN -1 74 -2,274,303 -1,473,515 -2,881,841 2,274,303 1.31 -0.090 285,795
1 102 2,269,873 0 3,341,473 2,269,873 1.49 -0.058 -237,585
HK -1 21 -225,083 -33,913 -174,219 225,083 1.03 0.132 -32,819
1 25 542,881 0 1,039,801 542,881 2.00 0.243 110,940
JP -1 128 -1,259,076 -361,758 -888,333 1,259,076 0.68 0.024 -42,128
1 128 1,508,243 0 1,326,460 1,508,243 0.78 0.034 77,943
NZ -1 1 -318 -318 -67 318 0.21 -0.117 37
1 2 2,397 0 508 2,397 0.28 -0.084 -206
PH 1 1 11,580 0 -392 11,580 -0.03 0.005 59
SG -1 1 -15,184 0 -3,500 15,184 0.23 0.034 -517
1 2 15,043 0 5,422 15,043 0.42 0.032 514
TH -1 15 -206,743 0 -87,298 206,743 0.45 0.189 -46,183
1 9 245,963 0 80,345 245,963 0.46 0.196 42,574
TW -1 3 -66,761 0 -67,122 66,761 0.97 -0.005 1,227
1 10 110,244 0 116,987 110,244 0.98 0.042 7,390