trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,625,973 17,266,587 -1,925,843 1,087,207 363 399,757,771 0.043

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -9,446,280 9,446,280 -8,704,173 527,149
1 7,820,307 7,820,307 6,778,330 560,058

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 41 40,715 -392,746 16,508 1,143,662 0.57 0.083 43,988
CN 106 -1,431,335 -2,786,942 -2,136,454 5,814,600 1.36 0.122 462,256
HK 21 1,003,036 -56,079 1,201,933 1,394,684 1.34 0.166 241,107
JP 172 -657,835 -2,391,787 -597,800 7,619,969 0.75 0.057 289,525
KR 9 75,851 -100,565 69,447 276,981 0.43 0.142 21,459
MY 1 28,054 0 12,319 28,054 0.44 0.153 4,286
NZ 1 -24,781 -24,781 -6,707 24,781 0.27 0.156 3,854
SG 2 -11,341 0 -3,597 17,001 0.43 0.040 -71
TW 10 -648,336 -2,177 -481,493 946,856 0.85 0.114 20,804

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 22 -551,474 -392,746 -220,379 551,474 0.59 -0.081 60,912
1 19 592,188 0 236,888 592,188 0.55 -0.034 -16,924
CN -1 74 -3,622,968 -2,786,942 -4,393,156 3,622,968 1.45 -0.076 316,204
1 32 2,191,632 0 2,256,702 2,191,632 1.16 0.059 146,051
HK -1 6 -195,824 -56,079 -248,491 195,824 1.34 -0.019 -10,156
1 15 1,198,860 0 1,450,423 1,198,860 1.35 0.196 251,263
JP -1 100 -4,138,902 -2,391,787 -3,171,779 4,138,902 0.75 -0.041 121,867
1 72 3,481,067 0 2,573,979 3,481,067 0.75 0.028 167,658
KR -1 5 -100,565 -100,565 -27,605 100,565 0.38 -0.235 24,661
1 4 176,416 0 97,052 176,416 0.48 0.014 -3,202
MY 1 1 28,054 0 12,319 28,054 0.44 0.153 4,286
NZ -1 1 -24,781 -24,781 -6,707 24,781 0.27 -0.156 3,854
SG -1 1 -14,171 0 -5,021 14,171 0.35 0.018 -249
1 1 2,830 0 1,425 2,830 0.50 0.063 178
TW -1 3 -797,596 -2,177 -631,035 797,596 0.65 -0.006 10,056
1 7 149,260 0 149,542 149,260 0.94 0.060 10,748