trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -2,407,517 16,814,960 -468,704 929,499 349 209,721,737 0.080

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -9,611,239 9,611,239 -6,982,925 408,111
1.0 7,203,721 7,203,721 6,514,221 521,389

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 -117,340 -40,813 70,163 909,091 0.46 0.088 -23,643
CN 129 -2,116,942 -4,501,838 -469,572 10,301,322 1.52 0.100 702,671
HK 38 279,641 -160,549 58,436 889,502 1.57 0.098 93,595
IN 7 -468,001 0 -70,675 585,813 0.17 0.065 -3,760
JP 116 -296,936 -795,286 -177,017 3,340,373 0.55 0.069 64,486
MY 1 -1,284 0 -632 1,284 0.49 0.044 56
NZ 1 -39,411 -39,411 1,488 39,411 -0.04 0.156 6,147
SG 7 318,027 0 57,144 318,027 0.25 0.069 24,388
TH 12 -189,063 -197,704 -31,411 206,345 0.20 0.155 31,656
TW 3 223,792 0 93,372 223,792 0.34 0.089 33,904

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 7 -513,216 -40,813 -57,407 513,216 0.37 -0.104 360
1.0 28 395,875 0 127,571 395,875 0.48 -0.063 -24,003
CN -1.0 67 -6,209,132 -4,501,838 -5,317,974 6,209,132 1.57 -0.027 287,179
1.0 62 4,092,190 0 4,848,401 4,092,190 1.46 0.096 415,492
HK -1.0 26 -304,930 -160,549 -568,391 304,930 1.85 0.043 -17,977
1.0 12 584,571 0 626,827 584,571 0.96 0.156 111,571
IN -1.0 5 -526,907 0 -77,206 526,907 0.18 0.039 -10,880
1.0 2 58,906 0 6,531 58,906 0.16 0.127 7,121
JP -1.0 57 -1,818,655 -795,286 -930,480 1,818,655 0.55 -0.055 111,041
1.0 59 1,521,719 0 753,463 1,521,719 0.55 -0.038 -46,555
MY -1.0 1 -1,284 0 -632 1,284 0.49 -0.044 56
NZ -1.0 1 -39,411 -39,411 1,488 39,411 -0.04 -0.156 6,147
SG 1.0 7 318,027 0 57,144 318,027 0.25 0.034 24,388
TH -1.0 11 -197,704 -197,704 -32,323 197,704 0.21 -0.163 32,186
1.0 1 8,641 0 912 8,641 0.11 -0.061 -530
TW 1.0 3 223,792 0 93,372 223,792 0.34 0.089 33,904