trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 760 6,998,618 -165,806 347,854 362 42,113,436 0.166

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,498,929 3,498,929 -4,023,288 277,621
1 3,499,689 3,499,689 3,857,482 70,233

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 16,995 -62,845 -19,922 174,842 0.60 0.061 11,845
CN 141 -41,570 -1,572,023 194,756 4,553,883 1.33 0.124 182,775
HK 29 -27,759 -114,188 -58,936 515,889 1.57 0.177 61,874
JP 123 61,673 -233,039 -114,717 1,224,076 0.78 0.083 48,041
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 33,917 -15,330 -30,884 226,744 0.49 0.164 12,093
TW 13 -139,430 -17,229 -175,030 194,400 1.04 0.107 4,080

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 20 -78,923 -62,845 -58,092 78,923 0.69 -0.036 4,615
1 13 95,919 0 38,171 95,919 0.47 0.056 7,231
CN -1 69 -2,297,726 -1,572,023 -2,740,749 2,297,726 1.30 -0.099 298,760
1 72 2,256,156 0 2,935,505 2,256,156 1.36 -0.045 -115,985
HK -1 17 -271,824 -114,188 -410,259 271,824 1.70 0.035 1,616
1 12 244,065 0 351,323 244,065 1.38 0.198 60,259
JP -1 60 -581,201 -233,039 -540,660 581,201 0.85 0.030 -12,995
1 63 642,874 0 425,943 642,874 0.72 0.071 61,037
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 8 -96,413 -15,330 -72,473 96,413 0.66 0.158 -10,476
1 7 130,330 0 41,589 130,330 0.30 0.170 22,570
TW -1 11 -166,915 -17,229 -197,340 166,915 1.10 -0.010 -3,844
1 2 27,485 0 22,310 27,485 0.68 0.210 7,925