trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -264,144 4,124,309 -416,022 248,238 403 42,047,196 0.098

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,194,226 2,194,226 -2,136,686 128,899
1 1,930,082 1,930,082 1,720,663 119,339

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 51 -7,108 -71,262 -36,160 238,941 0.57 0.082 13,705
CN 83 -214,312 -649,611 -576,146 1,514,586 1.28 0.121 125,129
HK 25 1,488 -48,591 -12,133 267,455 1.42 0.168 10,544
JP 205 25,628 -562,269 238,753 1,714,464 0.67 0.070 82,737
MY 2 2,267 0 644 3,820 0.27 0.184 675
NZ 2 -1,640 -1,640 -419 1,640 0.27 0.135 248
SG 1 -1,291 0 -655 1,291 0.51 0.066 -86
TH 25 -68,765 -27,340 -34,693 237,206 0.39 0.116 1,777
TW 9 -411 -26,518 4,785 144,907 0.76 0.081 13,509

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -123,025 -71,262 -91,853 123,025 0.59 -0.058 12,472
1 32 115,917 0 55,692 115,917 0.56 0.001 1,233
CN -1 34 -864,449 -649,611 -1,315,424 864,449 1.45 -0.070 106,311
1 49 650,137 0 739,278 650,137 1.16 0.014 18,818
HK -1 10 -132,984 -48,591 -176,980 132,984 1.57 0.074 -14,450
1 15 134,472 0 164,847 134,472 1.33 0.210 24,994
JP -1 91 -844,418 -562,269 -443,702 844,418 0.58 -0.031 26,333
1 114 870,046 0 682,456 870,046 0.74 0.066 56,403
MY -1 1 -777 0 -203 777 0.26 0.116 -90
1 1 3,043 0 847 3,043 0.28 0.251 765
NZ -1 2 -1,640 -1,640 -419 1,640 0.27 -0.135 248
SG -1 1 -1,291 0 -655 1,291 0.51 0.066 -86
TH -1 14 -152,985 -27,340 -50,388 152,985 0.47 0.063 -6,779
1 11 84,220 0 15,695 84,220 0.30 0.151 8,556
TW -1 5 -72,659 -26,518 -57,063 72,659 0.59 -0.044 4,940
1 4 72,248 0 61,848 72,248 0.97 0.099 8,570