trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 40,606 4,077,844 271,839 76,024 294 42,138,237 0.097

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,018,619 2,018,619 -2,194,050 182,887
1 2,059,225 2,059,225 2,465,889 -106,862

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 25,612 -61,241 20,699 171,108 0.60 0.070 10,950
CN 107 4,974 -1,024,657 402,492 2,343,667 1.39 0.142 11,148
HK 19 -46,340 -28,549 -78,959 184,374 1.44 0.131 2,595
JP 120 -40,872 -352,375 -140,238 1,148,778 0.78 0.077 42,418
NZ 2 -434 -6,158 -1,298 11,881 0.31 0.057 687
SG 1 103,312 0 57,091 103,312 0.55 0.043 4,394
TH 9 -30,814 0 -5,773 89,555 0.49 0.157 1,150
TW 3 25,169 0 17,824 25,169 0.68 0.124 2,682

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -72,748 -61,241 -36,954 72,748 0.54 -0.052 8,259
1 20 98,360 0 57,653 98,360 0.63 0.010 2,691
CN -1 64 -1,169,346 -1,024,657 -1,432,649 1,169,346 1.33 -0.116 186,021
1 43 1,174,320 0 1,835,141 1,174,320 1.47 -0.106 -174,873
HK -1 16 -115,357 -28,549 -168,765 115,357 1.47 0.070 -12,897
1 3 69,017 0 89,806 69,017 1.28 0.209 15,492
JP -1 66 -594,825 -352,375 -524,899 594,825 0.87 -0.002 7,118
1 54 553,953 0 384,661 553,953 0.66 0.045 35,300
NZ -1 1 -6,158 -6,158 -2,521 6,158 0.41 -0.092 564
1 1 5,723 0 1,224 5,723 0.21 0.021 123
SG 1 1 103,312 0 57,091 103,312 0.55 0.043 4,394
TH -1 6 -60,185 0 -28,263 60,185 0.43 0.121 -6,178
1 3 29,370 0 22,489 29,370 0.61 0.228 7,328
TW 1 3 25,169 0 17,824 25,169 0.68 0.124 2,682