trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 115,818 4,382,778 183,512 173,314 251 42,035,577 0.104

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,133,480 2,133,480 -2,721,210 269,347
1 2,249,298 2,249,298 2,904,721 -96,033

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 43,280 -37,475 25,393 158,954 0.69 0.086 -8,298
CN 103 85,790 -1,376,133 270,973 3,200,639 1.42 0.134 118,724
HK 24 -71,569 -88,067 -119,714 297,082 1.45 0.128 9,240
JP 73 118,509 -149,784 41,918 533,043 0.76 0.082 34,671
NZ 1 -193 -193 -77 193 0.40 0.097 19
PH 1 2,259 0 901 2,259 0.40 0.222 502
SG 1 -12,052 -12,052 -7,856 12,052 0.65 0.023 -280
TH 8 -26,389 0 387 75,601 0.45 0.211 3,129
TW 5 -23,816 -45,107 -28,413 102,956 1.02 0.146 15,609

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 18 -57,837 -37,475 -50,199 57,837 0.74 -0.074 5,211
1 17 101,117 0 75,592 101,117 0.63 -0.066 -13,509
CN -1 51 -1,557,424 -1,376,133 -2,131,527 1,557,424 1.40 -0.120 258,655
1 52 1,643,214 0 2,402,500 1,643,214 1.45 0.002 -139,931
HK -1 17 -184,326 -88,067 -257,817 184,326 1.44 0.037 -6,658
1 7 112,756 0 138,103 112,756 1.47 0.202 15,898
JP -1 25 -207,267 -149,784 -197,277 207,267 0.85 -0.051 10,149
1 48 325,776 0 239,195 325,776 0.71 0.064 24,522
NZ -1 1 -193 -193 -77 193 0.40 -0.097 19
PH 1 1 2,259 0 901 2,259 0.40 0.222 502
SG -1 1 -12,052 -12,052 -7,856 12,052 0.65 0.023 -280
TH -1 2 -50,995 0 -9,487 50,995 0.39 0.040 -4,465
1 6 24,606 0 9,873 24,606 0.46 0.259 7,594
TW -1 3 -63,386 -45,107 -66,970 63,386 1.12 -0.079 6,718
1 2 39,570 0 38,557 39,570 0.88 0.246 8,890