trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -949,086 8,288,662 -1,125,780 278,327 318 54,437,559 0.152

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,618,874 4,618,874 -5,557,217 159,690
1 3,669,788 3,669,788 4,431,437 118,637

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 26,614 -177,243 61,084 628,940 0.62 0.066 23,321
CN 106 -705,964 -1,667,325 -1,096,354 3,680,572 1.33 0.132 115,444
HK 32 -677,668 -741,524 -867,404 1,101,288 1.36 0.142 25,784
JP 117 402,738 -686,554 817,455 2,629,347 0.77 0.064 90,995
MY 4 47,303 0 13,738 47,647 0.45 0.261 13,511
NZ 2 2,957 -4,358 -1,493 11,673 0.24 0.104 -90
PH 1 1,635 0 1,020 1,635 0.62 0.298 487
SG 2 -5,339 -5,339 -4,100 5,339 0.82 0.074 -305
TH 11 22,784 0 -7,466 92,667 0.50 0.187 7,591
TW 6 -64,146 -57,267 -42,259 89,554 0.71 0.157 1,589

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 21 -301,163 -177,243 -143,306 301,163 0.53 -0.017 14,242
1 16 327,777 0 204,390 327,777 0.72 0.020 9,079
CN -1 57 -2,193,268 -1,667,325 -2,986,457 2,193,268 1.37 -0.091 202,862
1 49 1,487,304 0 1,890,103 1,487,304 1.29 -0.054 -87,418
HK -1 24 -889,478 -741,524 -1,144,048 889,478 1.35 0.047 -17,479
1 8 211,810 0 276,644 211,810 1.41 0.117 43,263
JP -1 61 -1,113,304 -686,554 -1,201,553 1,113,304 0.78 0.024 -36,655
1 56 1,516,042 0 2,019,007 1,516,042 0.77 0.026 127,649
MY -1 1 -172 0 -82 172 0.48 0.283 -49
1 3 47,475 0 13,820 47,475 0.43 0.254 13,560
NZ -1 1 -4,358 -4,358 -1,885 4,358 0.43 -0.123 534
1 1 7,315 0 393 7,315 0.05 -0.085 -625
PH 1 1 1,635 0 1,020 1,635 0.62 0.298 487
SG -1 2 -5,339 -5,339 -4,100 5,339 0.82 0.074 -305
TH -1 5 -34,941 0 -26,480 34,941 0.80 0.166 -2,981
1 6 57,726 0 19,014 57,726 0.26 0.205 10,572
TW -1 4 -76,850 -57,267 -49,306 76,850 0.72 -0.104 -480
1 2 12,704 0 7,047 12,704 0.68 0.232 2,069