trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -269,366 4,152,597 -319,800 217,677 284 42,017,335 0.099

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,210,982 2,210,982 -2,690,720 268,752
1 1,941,615 1,941,615 2,370,919 -51,075

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 14,059 -85,921 39,134 203,742 0.77 0.087 10,694
CN 104 -328,313 -1,141,889 -602,023 2,550,540 1.43 0.131 105,014
HK 22 68,520 -42,210 244,887 243,314 1.47 0.170 28,476
JP 96 19,622 -402,393 4,741 955,455 0.79 0.084 68,844
NZ 2 941 0 344 941 0.38 0.131 -124
SG 1 26,413 0 31,546 26,413 1.19 0.055 1,459
TH 20 -56,770 0 -34,794 100,651 0.48 0.116 -2,565
TW 6 -13,840 0 -3,636 71,541 0.86 0.135 5,879

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 14 -94,841 -85,921 -56,235 94,841 0.54 -0.095 15,443
1 19 108,901 0 95,370 108,901 0.95 -0.039 -4,749
CN -1 56 -1,439,426 -1,141,889 -2,069,571 1,439,426 1.45 -0.084 226,841
1 48 1,111,113 0 1,467,549 1,111,113 1.41 -0.101 -121,828
HK -1 14 -87,397 -42,210 -82,986 87,397 1.12 0.092 -4,398
1 8 155,917 0 327,873 155,917 2.07 0.251 32,875
JP -1 52 -467,916 -402,393 -412,661 467,916 0.78 -0.059 33,717
1 44 487,539 0 417,402 487,539 0.80 0.053 35,127
NZ 1 2 941 0 344 941 0.38 -0.131 -124
SG 1 1 26,413 0 31,546 26,413 1.19 0.055 1,459
TH -1 17 -78,711 0 -41,487 78,711 0.51 0.103 -6,285
1 3 21,940 0 6,694 21,940 0.33 0.190 3,720
TW -1 1 -42,690 0 -27,778 42,690 0.65 -0.080 3,435
1 5 28,851 0 24,142 28,851 0.90 0.112 2,445