trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -327,143 5,571,893 -524,322 332,518 398 42,098,812 0.132

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,949,518 2,949,518 -2,919,288 217,881
1 2,622,375 2,622,375 2,394,966 114,637

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 57 -5,388 -197,531 -103,300 523,853 0.64 0.087 27,113
CN 85 -389,432 -1,194,870 -176,055 2,394,252 1.30 0.117 156,073
HK 26 154,595 -55,765 94,632 413,095 1.48 0.219 65,793
JP 194 -52,173 -499,757 -233,559 1,840,791 0.67 0.064 66,688
MY 1 518 0 144 518 0.28 0.209 108
NZ 2 1,278 0 459 1,278 0.39 0.124 -167
SG 2 26,591 0 10,960 26,591 0.36 0.061 1,162
TH 20 29,938 -26,030 -22,081 185,485 0.36 0.111 5,221
TW 11 -93,070 -56,733 -95,522 186,029 0.87 0.064 10,526

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 35 -264,621 -197,531 -199,682 264,621 0.75 -0.085 31,001
1 22 259,232 0 96,381 259,232 0.47 -0.036 -3,887
CN -1 36 -1,391,842 -1,194,870 -1,557,862 1,391,842 1.34 -0.058 174,906
1 49 1,002,410 0 1,381,808 1,002,410 1.28 -0.000 -18,833
HK -1 11 -129,250 -55,765 -206,634 129,250 1.80 0.052 -11,763
1 15 283,845 0 301,266 283,845 1.24 0.290 77,556
JP -1 92 -946,482 -499,757 -795,345 946,482 0.80 -0.024 20,253
1 102 894,309 0 561,786 894,309 0.55 0.045 46,435
MY 1 1 518 0 144 518 0.28 0.209 108
NZ 1 2 1,278 0 459 1,278 0.39 -0.124 -167
SG 1 2 26,591 0 10,960 26,591 0.36 0.061 1,162
TH -1 12 -77,774 -26,030 -32,681 77,774 0.46 0.079 -1,537
1 8 107,712 0 10,600 107,712 0.22 0.128 6,758
TW -1 8 -139,549 -56,733 -127,083 139,549 0.88 -0.050 5,021
1 3 46,480 0 31,561 46,480 0.87 0.047 5,505