trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -829,943 12,288,194 -1,450,423 1,274,883 192 404,164,995 0.030

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -6,559,069 6,559,069 -5,957,966 786,842
1 5,729,125 5,729,125 4,507,543 488,041

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 49 254,614 -1,512,698 -4,041 3,936,451 0.43 0.099 292,553
CN 97 -1,882,935 -2,928,462 -2,056,857 5,449,610 1.33 0.109 482,913
HK 13 1,038,395 -131,937 742,956 1,302,269 1.25 0.151 277,527
KR 14 -91,970 -324,377 -91,145 627,761 0.60 0.188 99,190
MY 2 141,750 0 39,793 141,750 0.31 0.167 31,711
NZ 1 -310,719 -310,719 -90,774 310,719 0.29 0.133 41,410
SG 4 36,796 -23,442 217 83,679 0.42 0.096 7,918
TW 12 -15,874 -161,382 9,427 435,957 0.90 0.109 41,660

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 25 -1,840,919 -1,512,698 -588,409 1,840,919 0.53 -0.130 207,463
1 24 2,095,532 0 584,368 2,095,532 0.33 -0.045 85,090
CN -1 65 -3,666,272 -2,928,462 -4,582,532 3,666,272 1.37 -0.041 433,517
1 32 1,783,338 0 2,525,675 1,783,338 1.25 0.006 49,396
HK -1 3 -131,937 -131,937 -300,283 131,937 2.01 -0.035 2,404
1 10 1,170,332 0 1,043,240 1,170,332 1.02 0.186 275,124
KR -1 12 -359,865 -324,377 -204,628 359,865 0.62 -0.213 82,626
1 2 267,896 0 113,483 267,896 0.48 0.041 16,564
MY 1 2 141,750 0 39,793 141,750 0.31 0.167 31,711
NZ -1 1 -310,719 -310,719 -90,774 310,719 0.29 -0.133 41,410
SG -1 1 -23,442 -23,442 -15,567 23,442 0.66 -0.133 3,113
1 3 60,237 0 15,784 60,237 0.34 0.084 4,804
TW -1 7 -225,915 -161,382 -175,773 225,915 0.89 -0.080 16,309
1 5 210,041 0 185,200 210,041 0.92 0.109 25,352