trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 349,919 6,709,090 -8,669 315,908 371 42,103,354 0.159

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,179,585 3,179,585 -3,313,232 157,890
1 3,529,504 3,529,504 3,304,563 158,017

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 46 79,150 -959 45,710 310,021 0.64 0.086 12,798
CN 114 145,456 -928,236 11,670 2,495,480 1.41 0.115 -23,216
HK 26 -156,048 -60,474 -187,064 398,556 1.38 0.142 8,317
JP 152 -20,762 -799,379 74,122 2,889,351 0.81 0.091 222,500
MY 1 12,831 0 3,442 12,831 0.27 0.197 2,527
NZ 1 1,976 0 1,036 1,976 0.52 0.112 -222
SG 1 -62,629 -62,629 -76,429 62,629 1.22 0.064 4,035
TH 19 263,501 -16,854 55,056 304,454 0.35 0.180 52,863
TW 11 86,445 -551 63,789 233,791 1.19 0.163 36,305

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -115,436 -959 -70,814 115,436 0.83 -0.007 -3,453
1 34 194,585 0 116,524 194,585 0.58 0.040 16,251
CN -1 69 -1,175,012 -928,236 -1,580,758 1,175,012 1.46 -0.079 124,527
1 45 1,320,468 0 1,592,429 1,320,468 1.34 -0.114 -147,743
HK -1 20 -277,302 -60,474 -383,760 277,302 1.38 0.088 -20,865
1 6 121,254 0 196,695 121,254 1.40 0.133 29,182
JP -1 87 -1,455,057 -799,379 -1,098,256 1,455,057 0.80 -0.035 60,722
1 65 1,434,294 0 1,172,378 1,434,294 0.83 0.089 161,778
MY 1 1 12,831 0 3,442 12,831 0.27 0.197 2,527
NZ 1 1 1,976 0 1,036 1,976 0.52 -0.112 -222
SG -1 1 -62,629 -62,629 -76,429 62,629 1.22 -0.064 4,035
TH -1 3 -20,476 -16,854 -5,100 20,476 0.38 0.119 -503
1 16 283,978 0 60,155 283,978 0.34 0.189 53,366
TW -1 7 -73,673 -551 -98,115 73,673 1.37 0.050 -6,573
1 4 160,118 0 161,904 160,118 0.87 0.269 42,878