trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,522,703 6,701,596 -2,439,987 112,719 317 52,993,533 0.126

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,612,149 4,612,149 -4,270,360 61,877
1 2,089,446 2,089,446 1,830,373 50,842

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 71,946 -60,768 66,182 207,332 0.68 0.079 17,084
CN 84 -1,140,871 -1,967,089 -1,534,016 3,073,388 1.15 0.113 150,383
HK 17 -577,589 -802,365 -819,027 1,037,495 1.14 0.105 -10,644
ID 1 -550 0 -321 550 0.58 0.099 -55
JP 143 -27,667 -674,073 172,113 1,374,133 0.70 0.079 97,224
MY 4 10,151 0 3,215 10,151 0.32 0.204 2,198
NZ 1 -3,199 -3,199 -1,384 3,199 0.43 0.176 562
PH 2 7,413 0 3,722 7,413 0.44 0.325 2,603
SG 2 3,842 0 4,239 3,842 0.76 0.036 -131
TH 29 -883,191 0 -348,743 967,081 0.50 0.169 -150,977
TW 1 17,012 0 14,032 17,012 0.82 0.263 4,471

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 17 -67,693 -60,768 -35,737 67,693 0.52 -0.051 3,488
1 16 139,639 0 101,918 139,639 0.84 0.059 13,597
CN -1 42 -2,107,129 -1,967,089 -2,439,062 2,107,129 1.18 -0.081 217,290
1 42 966,259 0 905,047 966,259 1.13 -0.022 -66,907
HK -1 12 -807,542 -802,365 -1,025,819 807,542 1.00 -0.027 -26,054
1 5 229,953 0 206,792 229,953 1.58 -0.001 15,410
ID -1 1 -550 0 -321 550 0.58 0.099 -55
JP -1 71 -700,900 -674,073 -376,449 700,900 0.58 -0.031 22,894
1 72 673,233 0 548,562 673,233 0.81 0.103 74,330
MY 1 4 10,151 0 3,215 10,151 0.32 0.204 2,198
NZ -1 1 -3,199 -3,199 -1,384 3,199 0.43 -0.176 562
PH 1 2 7,413 0 3,722 7,413 0.44 0.325 2,603
SG 1 2 3,842 0 4,239 3,842 0.76 -0.036 -131
TH -1 28 -925,136 0 -391,589 925,136 0.49 0.171 -156,248
1 1 41,945 0 42,846 41,945 1.02 0.126 5,271
TW 1 1 17,012 0 14,032 17,012 0.82 0.263 4,471