trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -120,291 2,511,467 134,330 25,866 201 46,985,197 0.053

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,315,879 1,315,879 -1,295,235 84,157
1 1,195,588 1,195,588 1,429,565 -58,290

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 -9,657 -65,796 40,087 150,302 0.67 0.089 3,496
CN 49 -197,587 -852,734 68,048 1,711,347 1.24 0.076 -11,232
HK 19 74,447 -34,075 1,964 208,256 1.42 0.125 20,530
JP 79 14,774 -90,159 27,230 380,263 0.73 0.069 7,448
KR 8 5,258 -8,152 -524 21,562 0.29 0.214 4,723
NZ 2 -2,166 -2,166 -1,058 2,166 0.38 0.074 156
SG 4 -1,478 -8,838 -3,447 16,197 0.68 0.034 770
TH 6 -3,882 0 2,030 21,375 0.59 0.147 -26

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -79,979 -65,796 -14,859 79,979 0.42 -0.108 9,459
1 15 70,322 0 54,947 70,322 1.00 -0.034 -5,963
CN -1 31 -954,467 -852,734 -1,032,475 954,467 1.17 -0.015 68,500
1 18 756,880 0 1,100,522 756,880 1.37 -0.078 -79,731
HK -1 14 -66,904 -34,075 -96,645 66,904 1.48 0.034 -1,872
1 5 141,351 0 98,608 141,351 1.19 0.221 22,402
JP -1 37 -182,745 -90,159 -136,188 182,745 0.71 -0.062 6,975
1 42 197,518 0 163,418 197,518 0.74 0.002 473
KR -1 5 -8,152 -8,152 -3,056 8,152 0.30 -0.226 1,711
1 3 13,410 0 2,532 13,410 0.29 0.193 3,012
NZ -1 2 -2,166 -2,166 -1,058 2,166 0.38 -0.074 156
SG -1 1 -8,838 -8,838 -5,777 8,838 0.65 -0.100 883
1 3 7,360 0 2,330 7,360 0.69 -0.002 -113
TH -1 4 -12,628 0 -5,178 12,628 0.52 0.131 -1,656
1 2 8,746 0 7,208 8,746 0.74 0.178 1,630