trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,903,431 4,062,776 -2,035,068 158,317 193 54,630,759 0.074

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,983,104 2,983,104 -3,239,685 168,133
1 1,079,672 1,079,672 1,204,616 -9,816

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 24 462 -28,634 -9,797 57,731 0.92 0.091 5,276
CN 64 -1,354,923 -1,427,115 -1,276,353 2,420,430 1.25 0.118 151,026
HK 23 -602,216 -762,297 -807,342 1,077,900 1.25 0.126 -13,925
JP 73 65,478 -115,373 55,081 458,670 0.74 0.085 15,076
SG 3 -12,909 -12,909 -9,117 12,909 0.72 0.094 974
TH 3 -17,230 0 -10,266 17,230 0.72 0.189 -3,406
TW 3 17,906 0 22,726 17,906 1.24 0.190 3,296

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -28,634 -28,634 -23,294 28,634 1.08 -0.130 4,244
1 11 29,096 0 13,497 29,096 0.73 0.006 1,032
CN -1 31 -1,887,677 -1,427,115 -2,024,809 1,887,677 1.30 -0.094 205,601
1 33 532,754 0 748,456 532,754 1.21 -0.021 -54,575
HK -1 13 -840,058 -762,297 -1,029,671 840,058 1.00 0.022 -48,933
1 10 237,842 0 222,329 237,842 1.60 0.192 35,007
JP -1 40 -196,596 -115,373 -142,528 196,596 0.74 -0.052 9,651
1 33 262,074 0 197,609 262,074 0.74 0.013 5,425
SG -1 3 -12,909 -12,909 -9,117 12,909 0.72 -0.094 974
TH -1 3 -17,230 0 -10,266 17,230 0.72 0.189 -3,406
TW 1 3 17,906 0 22,726 17,906 1.24 0.190 3,296