trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 161,323 4,602,550 144 225,747 311 41,948,357 0.110

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,220,614 2,220,614 -2,779,731 240,772
1 2,381,936 2,381,936 2,779,875 -15,025

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 39 -40,671 -76,277 5,352 205,074 0.68 0.078 11,655
CN 102 18,892 -1,100,444 -257,224 2,603,567 1.40 0.141 128,598
HK 28 -131,903 -148,835 -210,531 293,295 1.36 0.116 7,065
JP 116 108,691 -331,230 289,300 1,221,253 0.82 0.085 56,472
NZ 2 5,102 0 1,181 5,102 0.37 0.060 -276
PH 1 1,976 0 738 1,976 0.37 0.251 495
SG 3 92,630 0 52,958 92,630 0.60 0.042 4,620
TH 13 -22,938 -5,005 1,212 50,110 0.42 0.130 -997
TW 7 129,544 0 117,158 129,544 0.92 0.161 18,113

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 21 -122,872 -76,277 -62,191 122,872 0.60 -0.061 6,531
1 18 82,201 0 67,543 82,201 0.76 0.006 5,124
CN -1 52 -1,292,338 -1,100,444 -1,974,414 1,292,338 1.41 -0.146 239,109
1 50 1,311,229 0 1,717,189 1,311,229 1.39 -0.046 -110,511
HK -1 23 -212,599 -148,835 -328,101 212,599 1.35 0.037 -8,214
1 5 80,696 0 117,570 80,696 1.37 0.149 15,279
JP -1 52 -556,281 -331,230 -403,713 556,281 0.77 -0.003 6,750
1 64 664,972 0 693,012 664,972 0.87 0.077 49,722
NZ 1 2 5,102 0 1,181 5,102 0.37 -0.060 -276
PH 1 1 1,976 0 738 1,976 0.37 0.251 495
SG 1 3 92,630 0 52,958 92,630 0.60 0.042 4,620
TH -1 10 -36,524 -5,005 -11,313 36,524 0.30 0.109 -3,405
1 3 13,586 0 12,525 13,586 0.79 0.202 2,408
TW 1 7 129,544 0 117,158 129,544 0.92 0.149 18,113