trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -689,308 7,745,549 -1,216,549 109,637 330 54,557,468 0.142

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,217,428 4,217,428 -4,554,890 112,139
1 3,528,120 3,528,120 3,338,341 -2,502

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 44 121,075 -147,679 30,581 570,009 0.68 0.071 27,435
CN 122 -839,519 -2,045,440 -868,229 4,094,967 1.30 0.119 -59,873
HK 28 -276,757 -621,544 -479,425 1,043,000 1.39 0.174 15,837
JP 100 678,389 -361,172 369,843 1,637,281 0.72 0.069 99,972
NZ 1 -487 -487 -211 487 0.43 0.116 57
SG 4 -33,677 -33,677 -11,654 33,677 0.65 0.060 1,791
TH 11 8,410 -1,689 2,946 19,386 0.45 0.188 2,164
TW 20 -346,741 -215,235 -260,402 346,741 0.78 0.052 22,254

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 27 -224,467 -147,679 -165,462 224,467 0.76 -0.004 12,457
1 17 345,542 0 196,044 345,542 0.55 0.041 14,978
CN -1 66 -2,467,243 -2,045,440 -2,860,935 2,467,243 1.35 -0.078 124,358
1 56 1,627,724 0 1,992,706 1,627,724 1.24 -0.095 -184,231
HK -1 12 -659,879 -621,544 -880,254 659,879 1.67 0.026 -52,954
1 16 383,122 0 400,829 383,122 1.17 0.205 68,791
JP -1 55 -479,446 -361,172 -372,761 479,446 0.78 -0.006 5,032
1 45 1,157,835 0 742,604 1,157,835 0.65 0.076 94,940
NZ -1 1 -487 -487 -211 487 0.43 -0.116 57
SG -1 4 -33,677 -33,677 -11,654 33,677 0.65 0.026 1,791
TH -1 5 -5,488 -1,689 -3,212 5,488 0.57 0.140 -856
1 6 13,898 0 6,158 13,898 0.35 0.229 3,020
TW -1 20 -346,741 -215,235 -260,402 346,741 0.78 -0.042 22,254