trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -133,600 3,270,410 -20,150 265,425 258 41,932,386 0.078

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,702,005 1,702,005 -1,593,468 182,754
1 1,568,405 1,568,405 1,573,318 82,671

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 24 -57,444 -79,947 -9,465 147,649 0.76 0.064 9,788
CN 85 -144,450 -833,015 -138,728 1,595,580 1.28 0.156 151,027
HK 11 -16,160 -41,550 -53,784 100,223 1.41 0.146 16,261
JP 117 54,208 -477,845 176,978 1,296,261 0.74 0.104 74,147
MY 2 4,892 0 1,900 4,892 0.38 0.221 1,070
NZ 3 -5,100 -7,590 -820 10,081 0.32 0.051 512
SG 1 -2,135 -2,135 -1,895 2,135 0.89 0.137 -293
TH 14 27,543 0 2,686 108,544 0.48 0.169 11,184
TW 1 5,046 0 2,977 5,046 0.59 0.343 1,729

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 18 -102,546 -79,947 -47,945 102,546 0.69 0.001 4,356
1 6 45,103 0 38,480 45,103 0.96 0.048 5,432
CN -1 41 -870,015 -833,015 -1,056,346 870,015 1.26 -0.162 170,339
1 44 725,565 0 917,618 725,565 1.30 -0.017 -19,312
HK -1 8 -58,191 -41,550 -97,269 58,191 1.54 -0.042 7,145
1 3 42,032 0 43,486 42,032 1.05 0.224 9,117
JP -1 59 -621,027 -477,845 -361,423 621,027 0.55 -0.002 4,603
1 58 675,234 0 538,402 675,234 0.94 0.128 69,543
MY 1 2 4,892 0 1,900 4,892 0.38 0.221 1,070
NZ -1 2 -7,590 -7,590 -1,981 7,590 0.24 -0.072 539
1 1 2,491 0 1,161 2,491 0.47 -0.011 -27
SG -1 1 -2,135 -2,135 -1,895 2,135 0.89 0.137 -293
TH -1 2 -40,500 0 -26,609 40,500 0.39 0.094 -3,935
1 12 68,044 0 29,295 68,044 0.49 0.182 15,119
TW 1 1 5,046 0 2,977 5,046 0.59 0.343 1,729