trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -3,082,907 10,491,420 -4,862,606 501,235 385 200,368,808 0.052

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -6,787,163 6,787,163 -7,349,029 472,208
1 3,704,256 3,704,256 2,486,424 29,028

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 -49,806 -181,804 -10,641 359,605 0.36 0.105 12,117
CN 190 -2,845,809 -2,662,121 -4,856,469 4,664,841 1.52 0.082 117,162
HK 14 -83,133 -58,802 -27,329 171,908 1.60 0.140 12,404
IN 8 -34,748 0 -12,414 148,757 0.18 0.038 2,447
JP 110 519,746 -1,817,499 223,976 4,477,483 0.54 0.073 252,709
MY 3 -35,715 0 -7,993 35,715 0.31 0.059 2,231
NZ 1 1,412 0 13 1,412 0.01 0.106 -150
TH 13 -198,848 -237,270 -37,778 275,693 0.25 0.118 37,566
TW 21 -356,005 -356,005 -133,970 356,005 0.43 0.167 64,750

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -204,706 -181,804 -33,903 204,706 0.39 -0.120 20,598
1 6 154,900 0 23,262 154,900 0.26 -0.039 -8,481
CN -1 129 -3,755,325 -2,662,121 -6,152,209 3,755,325 1.55 -0.007 108,515
1 61 909,516 0 1,295,740 909,516 1.46 0.071 8,647
HK -1 5 -127,521 -58,802 -125,826 127,521 0.99 -0.089 4,052
1 9 44,387 0 98,497 44,387 1.94 0.158 8,352
IN -1 3 -91,753 0 -20,462 91,753 0.29 0.016 -845
1 5 57,004 0 8,047 57,004 0.11 0.051 3,292
JP -1 59 -1,978,869 -1,817,499 -836,403 1,978,869 0.50 -0.092 237,165
1 51 2,498,615 0 1,060,379 2,498,615 0.59 0.014 15,544
MY -1 3 -35,715 0 -7,993 35,715 0.31 -0.059 2,231
NZ 1 1 1,412 0 13 1,412 0.01 -0.106 -150
TH -1 9 -237,270 -237,270 -38,263 237,270 0.22 -0.147 35,743
1 4 38,422 0 485 38,422 0.32 -0.014 1,823
TW -1 21 -356,005 -356,005 -133,970 356,005 0.43 -0.167 64,750