trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,613,576 6,483,810 -3,134,168 431,291 336 53,995,004 0.120

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,548,693 4,548,693 -4,931,733 324,336
1 1,935,117 1,935,117 1,797,565 106,956

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 52 -222,136 -211,980 -110,287 242,563 0.67 0.072 6,640
CN 94 -1,831,447 -2,284,222 -2,347,490 3,601,920 1.23 0.133 307,430
HK 27 -445,443 -767,517 -690,810 1,120,816 1.15 0.177 17,844
JP 127 66,945 -309,871 105,060 1,072,309 0.74 0.080 51,499
KR 3 -63,181 -33,804 -41,507 63,181 0.71 0.308 19,863
MY 4 -1,164 0 254 8,003 0.44 0.167 84
NZ 1 999 0 432 999 0.43 0.142 -142
SG 3 -10,953 -10,953 -7,489 10,953 0.58 0.056 195
TH 12 72,170 -41,143 41,460 173,492 0.47 0.186 22,048
TW 13 -179,366 -114,006 -83,791 189,575 0.70 0.082 5,831

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 48 -232,349 -211,980 -117,087 232,349 0.69 -0.022 5,121
1 4 10,213 0 6,800 10,213 0.50 0.094 1,518
CN -1 41 -2,716,684 -2,284,222 -3,309,049 2,716,684 1.25 -0.111 335,570
1 53 885,237 0 961,560 885,237 1.21 -0.028 -28,140
HK -1 11 -783,129 -767,517 -1,006,007 783,129 1.16 -0.010 -41,888
1 16 337,687 0 315,197 337,687 1.14 0.195 59,732
JP -1 75 -502,682 -309,871 -343,868 502,682 0.69 0.003 480
1 52 569,627 0 448,928 569,627 0.81 0.096 51,019
KR -1 3 -63,181 -33,804 -41,507 63,181 0.71 -0.308 19,863
MY -1 2 -4,583 0 -1,320 4,583 0.45 0.075 -746
1 2 3,420 0 1,575 3,420 0.42 0.239 831
NZ 1 1 999 0 432 999 0.43 -0.142 -142
SG -1 3 -10,953 -10,953 -7,489 10,953 0.58 -0.022 195
TH -1 3 -50,661 -41,143 -18,109 50,661 0.37 0.123 -2,276
1 9 122,831 0 59,569 122,831 0.51 0.207 24,325
TW -1 12 -184,471 -114,006 -87,297 184,471 0.70 -0.052 8,018
1 1 5,105 0 3,506 5,105 0.69 -0.428 -2,187