trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,960,420 14,192,051 -1,655,416 919,484 380 248,722,530 0.057

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -8,076,236 8,076,236 -6,296,864 661,120
1 6,115,816 6,115,816 4,641,447 258,364

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 42 -172,383 -570,954 77,722 1,840,904 0.31 0.122 100,172
CN 153 -1,057,355 -2,246,884 -2,128,946 4,412,611 1.60 0.089 371,638
HK 15 45,277 -24,418 215,809 270,105 1.58 0.067 10,004
ID 2 16,873 0 1,235 16,873 0.15 0.107 1,929
JP 141 -1,203,622 -2,689,053 176,348 6,710,222 0.57 0.082 369,203
MY 1 -3,539 0 -362 3,539 0.10 0.070 249
NZ 1 -27,715 -27,715 700 27,715 -0.03 0.158 4,375
SG 4 -60,244 -83,681 -5,890 107,118 0.36 0.166 10,768
TH 20 591,502 -57,307 49,932 713,748 0.22 0.083 50,407
TW 1 -89,215 0 -41,963 89,215 0.47 0.008 739

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -1,006,644 -570,954 -121,524 1,006,644 0.33 -0.159 134,722
1 23 834,261 0 199,245 834,261 0.30 -0.076 -34,550
CN -1 106 -2,734,983 -2,246,884 -4,163,918 2,734,983 1.59 -0.025 82,790
1 47 1,677,628 0 2,034,973 1,677,628 1.64 0.116 288,848
HK -1 6 -112,414 -24,418 -115,234 112,414 0.63 -0.034 889
1 9 157,691 0 331,042 157,691 2.21 0.046 9,115
ID 1 2 16,873 0 1,235 16,873 0.15 0.107 1,929
JP -1 77 -3,956,922 -2,689,053 -1,818,384 3,956,922 0.47 -0.092 412,971
1 64 2,753,300 0 1,994,732 2,753,300 0.70 -0.039 -43,768
MY -1 1 -3,539 0 -362 3,539 0.10 -0.070 249
NZ -1 1 -27,715 -27,715 700 27,715 -0.03 -0.158 4,375
SG -1 3 -83,681 -83,681 -21,588 83,681 0.26 -0.167 14,593
1 1 23,437 0 15,698 23,437 0.67 -0.163 -3,825
TH -1 7 -61,123 -57,307 -14,590 61,123 0.24 -0.124 9,792
1 13 652,625 0 64,522 652,625 0.22 0.018 40,615
TW -1 1 -89,215 0 -41,963 89,215 0.47 -0.008 739