trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 470,227 2,807,477 516,143 -56,176 200 45,466,946 0.062

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,168,625 1,168,625 -1,344,906 5,692
1 1,638,852 1,638,852 1,861,049 -61,868

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 30,056 -16,556 -1,679 93,428 0.68 0.068 -2,828
CN 67 514,414 -640,525 717,058 2,137,807 1.26 0.069 -74,865
HK 14 6,608 -46,481 4,375 113,542 1.26 0.134 6,710
JP 69 -72,933 -151,223 -162,523 326,917 0.69 0.082 8,267
KR 9 50,357 -514 14,000 51,386 0.55 0.198 11,388
NZ 1 3,669 0 710 3,669 0.19 0.060 -219
SG 1 -2,776 -2,776 -1,557 2,776 0.56 0.097 269
TH 3 3,487 0 1,090 4,011 0.54 0.106 400
TW 5 -62,655 -10,392 -55,330 73,941 0.90 0.057 -5,297

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -31,686 -16,556 -26,256 31,686 0.97 -0.044 694
1 18 61,742 0 24,577 61,742 0.47 -0.049 -3,522
CN -1 44 -811,696 -640,525 -957,352 811,696 1.22 -0.011 2,850
1 23 1,326,110 0 1,674,411 1,326,110 1.33 -0.056 -77,715
HK -1 10 -53,467 -46,481 -69,415 53,467 1.31 -0.005 750
1 4 60,075 0 73,790 60,075 1.15 0.081 5,960
JP -1 40 -199,925 -151,223 -227,665 199,925 0.83 -0.063 6,366
1 29 126,992 0 65,142 126,992 0.50 0.021 1,901
KR -1 3 -514 -514 -362 514 0.85 -0.164 84
1 6 50,872 0 14,362 50,872 0.40 0.215 11,304
NZ 1 1 3,669 0 710 3,669 0.19 -0.060 -219
SG -1 1 -2,776 -2,776 -1,557 2,776 0.56 -0.097 269
TH -1 1 -262 0 -202 262 0.77 0.083 -22
1 2 3,749 0 1,291 3,749 0.42 0.118 421
TW -1 4 -68,298 -10,392 -62,096 68,298 0.83 0.072 -5,299
1 1 5,643 0 6,765 5,643 1.20 0.000 1