trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -150,244 2,750,252 -26,123 50,045 214 46,539,128 0.059

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,450,248 1,450,248 -1,578,308 118,062
1 1,300,004 1,300,004 1,552,185 -68,017

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 -30,810 -35,372 -26,058 61,199 0.72 0.096 5,461
CN 58 -249,168 -871,482 23,932 1,983,972 1.38 0.084 2,227
HK 23 93,570 -62,613 29,012 281,466 1.27 0.150 35,716
JP 71 68,312 -61,186 -18,484 338,049 0.72 0.075 -1,695
KR 16 -41,660 -42,789 -33,853 43,918 0.73 0.165 6,914
MY 1 -758 0 18 758 -0.02 0.076 -57
NZ 4 2,917 -12,141 -3,170 27,200 0.30 0.071 -119
PH 1 -1,506 0 -890 1,506 0.59 0.142 214
SG 1 -347 -347 -227 347 0.65 0.103 36
TH 6 7,341 0 2,757 9,973 0.47 0.128 1,136
TW 1 1,864 0 840 1,864 0.45 0.114 213

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 21 -46,005 -35,372 -32,401 46,005 0.68 -0.106 5,627
1 11 15,194 0 6,343 15,194 0.81 -0.049 -166
CN -1 39 -1,116,570 -871,482 -1,259,562 1,116,570 1.34 -0.027 100,384
1 19 867,402 0 1,283,494 867,402 1.47 -0.091 -98,157
HK -1 12 -93,948 -62,613 -122,458 93,948 1.29 -0.017 1,017
1 11 187,518 0 151,470 187,518 1.25 0.186 34,699
JP -1 32 -134,868 -61,186 -121,912 134,868 0.86 -0.045 3,362
1 39 203,180 0 103,428 203,180 0.61 -0.018 -5,057
KR -1 13 -42,789 -42,789 -34,232 42,789 0.83 -0.157 6,705
1 3 1,129 0 378 1,129 0.29 0.196 209
MY -1 1 -758 0 18 758 -0.02 0.076 -57
NZ -1 3 -12,141 -12,141 -5,706 12,141 0.34 -0.072 908
1 1 15,059 0 2,536 15,059 0.17 -0.068 -1,027
PH -1 1 -1,506 0 -890 1,506 0.59 -0.142 214
SG -1 1 -347 -347 -227 347 0.65 -0.103 36
TH -1 3 -1,316 0 -937 1,316 0.56 0.110 -134
1 3 8,657 0 3,694 8,657 0.38 0.146 1,270
TW 1 1 1,864 0 840 1,864 0.45 0.114 213