trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -445,553 4,824,360 -676,055 336,330 385 42,080,059 0.115

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,634,957 2,634,957 -2,649,332 183,829
1 2,189,404 2,189,404 1,973,277 152,502

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 69 -592 -118,658 12,721 625,727 0.59 0.082 26,742
CN 76 -510,285 -726,476 -1,061,420 1,737,613 1.43 0.127 151,764
HK 23 90,200 -16,614 210,796 301,836 1.68 0.242 31,969
JP 181 -73,683 -499,452 75,146 1,868,004 0.71 0.072 95,219
MY 4 -9,520 0 -193 26,421 0.38 0.132 753
NZ 3 -452 -3,044 -272 5,635 0.36 0.074 137
SG 4 9,233 -1,821 8,350 12,875 1.01 0.052 1,041
TH 19 15 -53,674 42,165 185,986 0.48 0.126 19,983
TW 6 49,532 0 36,653 60,264 0.90 0.145 8,721

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 28 -313,160 -118,658 -145,003 313,160 0.61 -0.063 12,138
1 41 312,567 0 157,724 312,567 0.57 0.010 14,604
CN -1 48 -1,123,949 -726,476 -1,785,586 1,123,949 1.56 -0.072 140,750
1 28 613,664 0 724,167 613,664 1.22 0.010 11,014
HK -1 5 -105,818 -16,614 -115,423 105,818 1.09 0.037 -15,050
1 18 196,018 0 326,219 196,018 1.85 0.277 47,019
JP -1 97 -970,844 -499,452 -563,607 970,844 0.66 -0.042 45,189
1 84 897,161 0 638,752 897,161 0.77 0.020 50,031
MY -1 2 -17,970 0 -4,839 17,970 0.27 0.037 -993
1 2 8,450 0 4,645 8,450 0.50 0.204 1,746
NZ -1 1 -3,044 -3,044 -1,059 3,044 0.35 -0.103 314
1 2 2,592 0 786 2,592 0.37 -0.059 -176
SG -1 1 -1,821 -1,821 -434 1,821 0.24 -0.006 10
1 3 11,054 0 8,784 11,054 1.27 0.068 1,031
TH -1 10 -92,985 -53,674 -27,623 92,985 0.29 0.025 1,796
1 9 93,000 0 69,788 93,000 0.69 0.140 18,187
TW -1 2 -5,366 0 -5,757 5,366 1.12 0.054 -325
1 4 54,898 0 42,409 54,898 0.79 0.191 9,046