trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -866,316 4,175,345 -772,965 316,324 322 41,997,561 0.099

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,520,831 2,520,831 -2,326,076 235,808
1 1,654,515 1,654,515 1,553,111 80,517

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 84 -650,183 -1,012,655 -802,356 2,236,502 1.26 0.140 169,622
HK 23 69,903 -62,235 71,949 228,420 1.15 0.183 45,379
JP 127 66,945 -309,871 105,060 1,072,309 0.74 0.080 51,499
KR 3 -53,673 0 -2,690 53,673 0.71 0.308 13,584
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 12 113,313 0 55,953 132,349 0.47 0.186 23,633
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 34 -1,443,343 -1,012,655 -1,677,678 1,443,343 1.30 -0.125 199,347
1 50 793,159 0 875,321 793,159 1.23 -0.028 -29,725
HK -1 10 -79,259 -62,235 -85,033 79,259 1.20 -0.008 10,501
1 13 149,162 0 156,982 149,162 1.12 0.193 34,878
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 -53,673 0 -2,690 53,673 0.71 -0.308 13,584
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 -9,518 0 -3,616 9,518 0.37 0.123 -692
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