trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -375,196 2,711,884 -243,538 108,931 202 42,039,571 0.065

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,543,540 1,543,540 -1,836,598 121,791
1 1,168,344 1,168,344 1,593,061 -12,860

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 -8,379 -28,186 -14,060 67,171 0.84 0.084 2,959
CN 73 -213,320 -602,755 -92,465 1,806,238 1.35 0.107 73,833
HK 17 18,262 -48,578 56,273 223,316 1.43 0.097 1,269
JP 72 -198,880 -229,861 -237,041 563,540 0.83 0.079 23,372
MY 1 -144 0 -45 144 0.31 0.105 -15
NZ 1 -736 -736 -315 736 0.43 0.151 111
SG 2 -6,881 -6,881 -4,982 6,881 0.74 0.093 1,024
TH 4 2,023 0 2,515 11,000 0.66 0.180 194
TW 2 32,859 0 46,581 32,859 1.37 0.179 6,184

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 15 -37,775 -28,186 -35,315 37,775 0.90 -0.066 3,242
1 15 29,396 0 21,255 29,396 0.78 -0.011 -282
CN -1 42 -1,009,779 -602,755 -1,327,849 1,009,779 1.33 -0.091 103,262
1 31 796,459 0 1,235,384 796,459 1.37 -0.021 -29,429
HK -1 11 -102,527 -48,578 -104,930 102,527 1.35 0.014 -3,129
1 6 120,789 0 161,204 120,789 1.58 0.076 4,398
JP -1 43 -381,210 -229,861 -361,518 381,210 0.91 -0.030 18,218
1 29 182,330 0 124,477 182,330 0.71 0.016 5,154
MY -1 1 -144 0 -45 144 0.31 0.105 -15
NZ -1 1 -736 -736 -315 736 0.43 -0.151 111
SG -1 2 -6,881 -6,881 -4,982 6,881 0.74 -0.079 1,024
TH -1 1 -4,488 0 -1,645 4,488 0.37 0.205 -922
1 3 6,511 0 4,160 6,511 0.75 0.172 1,115
TW 1 2 32,859 0 46,581 32,859 1.37 0.179 6,184