trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -89,973 4,032,140 166,607 30,357 279 41,996,638 0.096

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,061,056 2,061,056 -2,321,526 234,408
1 1,971,083 1,971,083 2,488,132 -204,051

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 -11,019 -38,231 36,256 112,826 0.73 0.066 3,713
CN 106 -24,166 -1,128,785 52,184 2,930,236 1.47 0.139 -35,211
HK 21 -44,534 -44,648 43,851 158,267 1.42 0.184 9,504
JP 92 27,503 -245,507 24,482 614,708 0.76 0.083 44,746
NZ 1 -3,113 -3,113 -1,236 3,113 0.40 0.115 357
SG 1 533 0 637 533 1.19 0.008 4
TH 18 -88,365 0 -34,383 117,129 0.52 0.105 -5,841
TW 10 53,187 -21,070 44,816 95,326 0.90 0.140 13,084

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 18 -61,922 -38,231 -29,432 61,922 0.51 -0.062 3,159
1 12 50,904 0 65,688 50,904 1.06 -0.008 554
CN -1 61 -1,477,201 -1,128,785 -1,898,358 1,477,201 1.50 -0.099 225,403
1 45 1,453,035 0 1,950,543 1,453,035 1.44 -0.100 -260,614
HK -1 13 -101,400 -44,648 -82,297 101,400 1.14 0.072 -6,052
1 8 56,867 0 126,148 56,867 1.87 0.272 15,556
JP -1 43 -293,602 -245,507 -241,489 293,602 0.74 -0.043 16,553
1 49 321,106 0 265,971 321,106 0.78 0.061 28,193
NZ -1 1 -3,113 -3,113 -1,236 3,113 0.40 -0.115 357
SG 1 1 533 0 637 533 1.19 0.008 4
TH -1 16 -102,747 0 -39,658 102,747 0.52 0.096 -8,068
1 2 14,382 0 5,275 14,382 0.46 0.172 2,227
TW -1 1 -21,070 -21,070 -29,055 21,070 1.38 -0.145 3,057
1 9 74,256 0 73,871 74,256 0.85 0.133 10,028