trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 105,660 2,225,926 60,124 -19,172 193 40,081,999 0.056

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,060,133 1,060,133 -1,240,348 9,463
1 1,165,793 1,165,793 1,300,472 -28,636

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 60 207,518 -512,099 342,681 1,573,565 1.28 0.071 -32,176
HK 13 -30,883 -46,481 -41,230 76,051 1.27 0.131 455
JP 70 -93,114 -171,405 -198,559 347,098 0.71 0.081 8,837
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 42 -683,024 -512,099 -816,758 683,024 1.23 -0.013 6,052
1 18 890,542 0 1,159,439 890,542 1.41 -0.055 -38,228
HK -1 10 -53,467 -46,481 -69,415 53,467 1.31 -0.005 750
1 3 22,584 0 28,185 22,584 1.13 0.052 -294
JP -1 41 -220,106 -171,405 -263,702 220,106 0.85 -0.062 6,935
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