trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,649,217 4,039,594 -1,875,510 64,871 241 54,707,148 0.074

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,844,406 2,844,406 -3,031,003 47,228
1 1,195,189 1,195,189 1,155,493 17,644

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 20,874 -20,916 -1,472 114,665 0.76 0.069 1,693
CN 74 -1,119,560 -1,419,676 -960,682 2,282,910 1.22 0.108 126,763
HK 16 -574,907 -694,093 -869,044 916,151 1.33 0.121 -64,152
JP 108 21,062 -53,896 -46,545 705,058 0.73 0.068 -318
NZ 1 181 0 69 181 0.38 0.137 -25
SG 1 2,080 0 421 2,080 0.20 0.029 60
TH 4 -8,748 0 -7,475 8,748 0.67 0.133 -1,285
TW 1 9,801 0 9,218 9,801 0.94 0.218 2,135

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -46,895 -20,916 -29,271 46,895 0.96 -0.080 498
1 24 67,770 0 27,798 67,770 0.67 0.007 1,196
CN -1 46 -1,701,235 -1,419,676 -1,765,911 1,701,235 1.16 -0.064 145,948
1 28 581,675 0 805,229 581,675 1.30 -0.027 -19,185
HK -1 10 -745,529 -694,093 -957,241 745,529 1.48 0.103 -82,790
1 6 170,622 0 88,197 170,622 1.03 0.138 18,637
JP -1 45 -341,998 -53,896 -271,105 341,998 0.80 0.032 -15,144
1 63 363,060 0 224,560 363,060 0.67 0.026 14,826
NZ 1 1 181 0 69 181 0.38 -0.137 -25
SG 1 1 2,080 0 421 2,080 0.20 0.029 60
TH -1 4 -8,748 0 -7,475 8,748 0.67 0.133 -1,285
TW 1 1 9,801 0 9,218 9,801 0.94 0.218 2,135