trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,345,536 21,385,193 -4,237,913 2,003,575 397 204,218,872 0.105

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -11,865,364 11,865,364 -14,525,081 686,381
1 9,519,829 9,519,829 10,287,168 1,317,194

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 39 -7,844 -347,989 -241,097 1,575,928 0.45 0.082 54,882
CN 284 -824,729 -5,541,458 -486,012 14,555,720 1.55 0.101 1,524,410
HK 20 -1,878,688 -542,189 -3,184,038 2,182,386 1.72 0.100 -63,848
IN 7 1,362,871 0 150,708 1,406,353 0.17 0.132 269,320
MY 3 -52,830 0 -6,271 52,830 0.14 0.035 2,586
NZ 1 3,003 0 27 3,003 0.01 0.083 -250
SG 3 121,421 0 27,297 121,421 0.28 0.034 3,926
TH 13 -18,185 -175,740 -37,684 333,296 0.20 0.122 18,607
TW 27 -1,050,556 -910,456 -460,843 1,154,257 0.46 0.162 193,941

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 30 -791,886 -347,989 -372,745 791,886 0.51 -0.084 49,723
1 9 784,042 0 131,648 784,042 0.27 -0.034 5,159
CN -1 126 -7,690,224 -5,541,458 -10,256,823 7,690,224 1.50 -0.035 506,920
1 158 6,865,496 0 9,770,810 6,865,496 1.58 0.115 1,017,490
HK -1 17 -2,030,537 -542,189 -3,377,119 2,030,537 1.85 0.024 -86,506
1 3 151,849 0 193,081 151,849 0.99 0.164 22,658
IN -1 2 -21,741 0 -3,249 21,741 0.14 0.074 -1,713
1 5 1,384,612 0 153,957 1,384,612 0.19 0.156 271,033
MY -1 3 -52,830 0 -6,271 52,830 0.14 -0.035 2,586
NZ 1 1 3,003 0 27 3,003 0.01 -0.083 -250
SG 1 3 121,421 0 27,297 121,421 0.28 -0.003 3,926
TH -1 9 -175,740 -175,740 -48,257 175,740 0.25 -0.156 27,706
1 4 157,555 0 10,573 157,555 0.08 -0.019 -9,099
TW -1 26 -1,102,406 -910,456 -460,617 1,102,406 0.48 -0.164 187,663
1 1 51,850 0 -227 51,850 -0.00 0.121 6,278