trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -382,532 2,431,066 -254,415 60,083 219 47,502,471 0.051

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,406,799 1,406,799 -1,438,670 95,069
1 1,024,267 1,024,267 1,184,255 -34,986

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 38 51,408 -17,014 54,658 120,771 0.74 0.095 -4,974
CN 39 -189,910 -578,569 14,823 1,250,180 1.14 0.085 2,770
HK 21 124,308 -3,189 57,182 235,983 1.54 0.167 20,584
JP 83 -76,527 -77,164 -69,847 443,724 0.74 0.063 -5,436
KR 25 -324,312 -325,938 -333,618 327,564 0.89 0.138 42,981
MY 1 -316 0 -212 316 0.67 0.005 1
NZ 1 272 0 45 272 0.16 0.081 -22
SG 4 16,821 0 9,628 16,821 0.66 0.028 681
TH 7 15,726 0 12,926 35,433 0.42 0.173 3,498

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -34,682 -17,014 -14,827 34,682 0.55 -0.087 3,499
1 25 86,090 0 69,485 86,090 0.83 -0.094 -8,474
CN -1 23 -720,045 -578,569 -764,745 720,045 1.02 -0.012 57,179
1 16 530,135 0 779,568 530,135 1.31 -0.081 -54,409
HK -1 8 -55,838 -3,189 -115,779 55,838 1.76 0.089 -7,402
1 13 180,145 0 172,961 180,145 1.39 0.205 27,986
JP -1 46 -260,126 -77,164 -207,330 260,126 0.70 -0.017 300
1 37 183,599 0 137,484 183,599 0.80 -0.034 -5,736
KR -1 24 -325,938 -325,938 -333,758 325,938 0.93 -0.135 42,654
1 1 1,626 0 140 1,626 0.09 0.201 327
MY -1 1 -316 0 -212 316 0.67 -0.005 1
NZ 1 1 272 0 45 272 0.16 -0.081 -22
SG 1 4 16,821 0 9,628 16,821 0.66 0.018 681
TH -1 2 -9,854 0 -2,020 9,854 0.19 0.131 -1,162
1 5 25,579 0 14,945 25,579 0.51 0.189 4,660