trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 136,141 4,579,688 99,336 299,101 322 42,199,653 0.109

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,221,773 2,221,773 -2,460,906 203,060
1.0000 2,357,914 2,357,914 2,560,242 96,041

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 54 246,899 -3,026 135,284 425,609 0.61 0.074 19,390
CN 101 -168 -981,133 15,988 2,267,854 1.40 0.127 176,284
HK 20 60,882 -50,389 91,162 231,631 1.38 0.150 29,374
JP 111 20,381 -249,598 187,094 1,132,636 0.83 0.081 47,924
MY 1 15,515 0 4,162 15,515 0.27 0.232 3,604
NZ 2 -907 -1,238 117 1,569 0.29 0.095 147
SG 1 -39,971 -39,971 -48,778 39,971 1.22 0.077 3,062
TH 17 45,301 0 9,589 165,300 0.39 0.171 13,389
TW 15 -211,790 -12,244 -295,283 299,602 1.09 0.076 5,928

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 10 -89,355 -3,026 -49,730 89,355 0.63 0.018 -2,025
1.0000 44 336,254 0 185,014 336,254 0.60 0.031 21,416
CN -1.0000 44 -1,134,011 -981,133 -1,513,507 1,134,011 1.33 -0.131 202,551
1.0000 57 1,133,843 0 1,529,495 1,133,843 1.45 -0.031 -26,267
HK -1.0000 9 -85,374 -50,389 -101,730 85,374 1.42 -0.037 4,644
1.0000 11 146,257 0 192,892 146,257 1.35 0.182 24,731
JP -1.0000 53 -556,127 -249,598 -403,256 556,127 0.70 -0.008 4,318
1.0000 58 576,509 0 590,350 576,509 0.95 0.068 43,606
MY 1.0000 1 15,515 0 4,162 15,515 0.27 0.232 3,604
NZ -1.0000 1 -1,238 -1,238 -57 1,238 0.05 -0.134 165
1.0000 1 331 0 174 331 0.52 -0.057 -19
SG -1.0000 1 -39,971 -39,971 -48,778 39,971 1.22 -0.077 3,062
TH -1.0000 8 -60,000 0 -17,529 60,000 0.52 0.164 -6,589
1.0000 9 105,300 0 27,117 105,300 0.28 0.178 19,978
TW -1.0000 12 -255,696 -12,244 -326,321 255,696 1.21 0.000 -3,065
1.0000 3 43,906 0 31,038 43,906 0.60 0.169 8,992