trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -555,358 11,496,842 -342,067 530,482 381 54,185,337 0.212

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -6,026,100 6,026,100 -6,822,451 319,645
1 5,470,742 5,470,742 6,480,384 210,836

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 58,434 -201,479 50,755 624,099 0.62 0.061 29,995
CN 151 -579,555 -2,404,974 -282,041 6,016,698 1.31 0.122 228,490
HK 34 -577,176 -810,910 -730,346 1,360,964 1.50 0.165 95,083
JP 123 601,461 -778,606 818,894 2,903,687 0.79 0.083 133,867
MY 4 87,272 0 35,212 87,272 0.45 0.263 23,974
NZ 2 3,073 -952 -196 4,977 0.24 0.101 -250
PH 1 11,562 0 7,213 11,562 0.62 0.310 3,581
SG 1 -4,974 -4,974 -3,303 4,974 0.66 0.032 -162
TH 15 48,849 -15,330 -22,930 223,334 0.49 0.164 13,580
TW 14 -204,305 -62,882 -215,326 259,275 1.01 0.101 2,321

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 21 -282,833 -201,479 -152,019 282,833 0.69 -0.033 17,999
1 15 341,266 0 202,774 341,266 0.53 0.046 11,996
CN -1 76 -3,298,126 -2,404,974 -3,828,588 3,298,126 1.27 -0.093 343,276
1 75 2,718,572 0 3,546,547 2,718,572 1.34 -0.044 -114,785
HK -1 20 -969,070 -810,910 -1,280,667 969,070 1.59 0.036 12,325
1 14 391,894 0 550,320 391,894 1.37 0.192 82,758
JP -1 59 -1,151,113 -778,606 -1,252,239 1,151,113 0.83 0.030 -38,734
1 64 1,752,574 0 2,071,133 1,752,574 0.75 0.072 172,601
MY 1 4 87,272 0 35,212 87,272 0.45 0.263 23,974
NZ -1 1 -952 -952 -412 952 0.43 -0.113 108
1 1 4,025 0 216 4,025 0.05 -0.089 -357
PH 1 1 11,562 0 7,213 11,562 0.62 0.310 3,581
SG -1 1 -4,974 -4,974 -3,303 4,974 0.66 0.032 -162
TH -1 7 -87,242 -15,330 -67,588 87,242 0.68 0.167 -9,563
1 8 136,092 0 44,658 136,092 0.33 0.161 23,143
TW -1 12 -231,790 -62,882 -237,636 231,790 1.06 -0.007 -5,604
1 2 27,485 0 22,310 27,485 0.68 0.210 7,925