trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 182,398 11,540,788 -1,151,016 624,796 339 200,467,887 0.058

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -5,679,195 5,679,195 -4,590,903 372,294
1 5,861,593 5,861,593 3,439,887 252,502

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 -58,932 -202,888 190,082 1,297,661 0.43 0.075 16,947
CN 122 -553,762 -1,227,143 -1,271,528 2,637,203 1.55 0.094 251,153
HK 17 321,280 -113,507 382,563 561,207 1.40 0.097 97,606
IN 3 300,077 0 56,078 355,985 0.13 0.074 51,073
JP 142 -643,180 -1,985,536 -464,528 5,211,841 0.54 0.069 277,616
MY 1 -12,999 0 -6,396 12,999 0.49 0.066 859
NZ 1 3,136 0 -118 3,136 -0.04 0.119 -372
SG 2 -9,752 -10,826 -7,429 11,900 0.51 0.111 1,175
TH 16 764,291 -306,163 -81,651 1,376,617 0.16 0.121 -76,268
TW 4 72,238 0 51,912 72,238 0.67 0.095 5,006

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -678,296 -202,888 -38,138 678,296 0.31 -0.100 40,571
1 18 619,365 0 228,220 619,365 0.51 -0.029 -23,624
CN -1 88 -1,595,482 -1,227,143 -2,771,666 1,595,482 1.58 -0.029 84,215
1 34 1,041,721 0 1,500,138 1,041,721 1.45 0.110 166,937
HK -1 11 -119,963 -113,507 -192,329 119,963 1.56 0.012 -1,289
1 6 441,243 0 574,893 441,243 1.12 0.203 98,895
IN -1 2 -27,954 0 -2,062 27,954 0.10 0.033 -391
1 1 328,031 0 58,139 328,031 0.18 0.157 51,464
JP -1 91 -2,927,511 -1,985,536 -1,523,005 2,927,511 0.54 -0.074 204,766
1 51 2,284,330 0 1,058,476 2,284,330 0.55 0.003 72,850
MY -1 1 -12,999 0 -6,396 12,999 0.49 -0.066 859
NZ 1 1 3,136 0 -118 3,136 -0.04 -0.119 -372
SG -1 1 -10,826 -10,826 -7,757 10,826 0.72 -0.119 1,286
1 1 1,074 0 328 1,074 0.31 -0.103 -111
TH -1 13 -306,163 -306,163 -49,550 306,163 0.19 -0.126 42,277
1 3 1,070,454 0 -32,101 1,070,454 0.04 -0.060 -118,545
TW 1 4 72,238 0 51,912 72,238 0.67 0.053 5,006