trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,086,928 8,379,882 -4,126,721 558,693 346 200,489,376 0.042

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -5,233,405 5,233,405 -6,445,568 276,956
1 3,146,477 3,146,477 2,318,847 281,738

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 -11,495 -36,528 14,638 671,804 0.32 0.090 -4,265
CN 183 -1,716,461 -2,533,570 -4,037,724 4,875,410 1.56 0.089 505,911
HK 16 -105,349 -97,640 9,353 255,364 1.50 0.153 17,279
IN 6 -76,531 0 -19,509 139,082 0.22 0.045 876
JP 98 -55,012 -769,629 -67,368 2,200,030 0.52 0.074 16,771
MY 2 -26,220 0 -3,170 26,220 0.18 0.054 1,189
NZ 1 6,238 0 57 6,238 0.01 0.094 -585
SG 1 868 0 157 868 0.18 0.034 30
TH 9 -23,829 -74,778 2,581 125,728 0.25 0.100 7,778
TW 4 -79,137 -79,137 -25,736 79,137 0.41 0.161 13,710

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -341,650 -36,528 -28,202 341,650 0.29 -0.092 14,172
1 14 330,155 0 42,840 330,155 0.34 -0.080 -18,437
CN -1 126 -3,295,936 -2,533,570 -5,617,666 3,295,936 1.63 -0.032 174,673
1 57 1,579,475 0 1,579,942 1,579,475 1.41 0.113 331,238
HK -1 6 -180,357 -97,640 -137,240 180,357 0.74 -0.077 4,225
1 10 75,007 0 146,592 75,007 1.97 0.187 13,054
IN -1 3 -107,807 0 -24,247 107,807 0.29 0.028 -1,088
1 3 31,275 0 4,738 31,275 0.14 0.062 1,965
JP -1 51 -1,127,521 -769,629 -601,387 1,127,521 0.50 -0.068 59,187
1 47 1,072,509 0 534,020 1,072,509 0.54 -0.041 -42,416
MY -1 2 -26,220 0 -3,170 26,220 0.18 -0.054 1,189
NZ 1 1 6,238 0 57 6,238 0.01 -0.094 -585
SG 1 1 868 0 157 868 0.18 0.034 30
TH -1 5 -74,778 -74,778 -7,920 74,778 0.22 -0.142 10,888
1 4 50,950 0 10,500 50,950 0.28 -0.043 -3,110
TW -1 4 -79,137 -79,137 -25,736 79,137 0.41 -0.161 13,710