trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -74,353 2,139,418 -121,513 125,347 266 41,795,305 0.051

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,106,885 1,106,885 -1,337,826 118,655
1 1,032,532 1,032,532 1,216,314 6,691

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 24 -26,776 -51,564 -81,275 108,060 0.85 0.076 7,831
CN 72 -111,791 -433,455 -178,275 944,703 1.53 0.168 73,047
HK 23 -84,048 -81,231 -114,398 149,239 0.93 0.109 11,824
JP 89 -18,099 -57,088 120,859 635,598 0.62 0.073 -14,088
KR 39 4,695 -45,248 24,737 112,587 1.48 0.212 20,939
MY 1 -45 0 -8 45 0.18 0.049 -2
NZ 1 4,962 0 883 4,962 0.18 0.048 237
SG 5 65,044 0 32,458 65,044 0.60 0.039 3,824
TH 6 -965 0 -8,151 26,511 0.43 0.140 1,704
TW 6 92,670 0 81,658 92,670 0.58 0.193 20,030

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -67,418 -51,564 -95,393 67,418 1.14 -0.091 6,644
1 11 40,642 0 14,118 40,642 0.51 0.024 1,187
CN -1 39 -528,247 -433,455 -850,737 528,247 1.59 -0.183 95,815
1 33 416,456 0 672,462 416,456 1.46 -0.035 -22,767
HK -1 16 -116,643 -81,231 -133,465 116,643 0.84 -0.078 9,372
1 7 32,595 0 19,067 32,595 1.13 0.047 2,452
JP -1 41 -326,849 -57,088 -172,514 326,849 0.47 -0.012 1,556
1 48 308,750 0 293,373 308,750 0.74 -0.051 -15,643
KR -1 22 -53,946 -45,248 -75,481 53,946 1.43 -0.116 6,290
1 17 58,641 0 100,219 58,641 1.54 0.219 14,649
MY -1 1 -45 0 -8 45 0.18 0.049 -2
NZ 1 1 4,962 0 883 4,962 0.18 0.048 237
SG 1 5 65,044 0 32,458 65,044 0.60 0.027 3,824
TH -1 4 -13,738 0 -10,227 13,738 0.52 0.116 -1,019
1 2 12,773 0 2,077 12,773 0.26 0.189 2,723
TW 1 6 92,670 0 81,658 92,670 0.58 0.171 20,030