trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 40,982 2,226,151 175,891 38,581 189 46,484,378 0.048

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,092,584 1,092,584 -998,070 76,837
1 1,133,566 1,133,566 1,173,960 -38,256

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 -34,163 -64,610 -5,753 117,563 0.59 0.092 5,630
CN 46 -30,290 -682,029 132,790 1,511,587 1.12 0.069 -14,116
HK 17 58,645 -38,412 16,124 167,547 1.18 0.107 17,167
JP 74 31,964 -148,394 28,183 372,647 0.63 0.085 22,372
KR 8 657 -10,505 -1,658 21,667 0.25 0.210 3,446
NZ 1 -807 -807 -472 807 0.58 0.063 51
SG 2 -5,210 -5,705 -3,646 6,199 0.41 0.055 503
TH 5 17,334 0 8,116 25,280 0.50 0.138 3,062
TW 1 2,853 0 2,206 2,853 0.77 0.164 467

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 25 -75,863 -64,610 -32,513 75,863 0.50 -0.097 8,082
1 10 41,700 0 26,760 41,700 0.82 -0.051 -2,452
CN -1 29 -770,939 -682,029 -791,961 770,939 1.07 0.000 47,680
1 17 740,649 0 924,750 740,649 1.20 -0.075 -61,796
HK -1 13 -54,451 -38,412 -64,054 54,451 1.16 -0.011 1,932
1 4 113,096 0 80,178 113,096 1.27 0.216 15,235
JP -1 35 -170,341 -148,394 -98,701 170,341 0.64 -0.092 16,781
1 39 202,305 0 126,884 202,305 0.62 0.022 5,590
KR -1 4 -10,505 -10,505 -4,102 10,505 0.33 -0.226 2,233
1 4 11,162 0 2,444 11,162 0.17 0.090 1,213
NZ -1 1 -807 -807 -472 807 0.58 -0.063 51
SG -1 1 -5,705 -5,705 -3,729 5,705 0.65 -0.090 513
1 1 495 0 83 495 0.17 -0.019 -10
TH -1 2 -3,973 0 -2,538 3,973 0.58 0.108 -434
1 3 21,307 0 10,655 21,307 0.45 0.157 3,497
TW 1 1 2,853 0 2,206 2,853 0.77 0.164 467