trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 1,279,230 9,427,431 -713,105 824,549 227 212,471,393 0.044

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,074,100 4,074,100 -5,509,683 160,034
1 5,353,331 5,353,331 4,796,579 664,515

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 -42,955 -279,725 -54,873 648,583 0.37 0.086 45,152
CN 138 1,497,704 -1,626,986 -201,073 6,631,768 1.50 0.094 607,700
HK 38 -585,196 -851,178 -631,875 1,131,476 1.57 0.053 54,892
IN 13 353,734 0 140,975 866,634 0.28 0.128 90,626
MY 1 -15,070 0 -1,040 15,070 0.07 0.012 174
NZ 1 -12,580 -12,580 475 12,580 -0.04 0.150 1,883
SG 2 19,981 0 6,664 19,981 0.32 0.074 805
TW 2 63,612 -18,864 27,641 101,340 0.51 0.224 23,318

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 20 -345,769 -279,725 -97,515 345,769 0.37 -0.106 32,046
1 12 302,814 0 42,642 302,814 0.37 0.007 13,106
CN -1 70 -2,567,032 -1,626,986 -4,309,518 2,567,032 1.58 -0.040 122,528
1 68 4,064,736 0 4,108,445 4,064,736 1.42 0.098 485,172
HK -1 33 -858,336 -851,178 -1,053,311 858,336 1.57 -0.000 4,520
1 5 273,140 0 421,435 273,140 1.52 0.173 50,371
IN -1 1 -256,450 0 -38,324 256,450 0.15 0.020 -5,184
1 12 610,184 0 179,299 610,184 0.30 0.137 95,810
MY -1 1 -15,070 0 -1,040 15,070 0.07 -0.012 174
NZ -1 1 -12,580 -12,580 475 12,580 -0.04 -0.150 1,883
SG 1 2 19,981 0 6,664 19,981 0.32 -0.024 805
TW -1 1 -18,864 -18,864 -10,451 18,864 0.55 -0.216 4,067
1 1 82,476 0 38,092 82,476 0.46 0.233 19,251