trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 92,090 4,159,474 31,258 262,310 354 42,134,551 0.099

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,033,692 2,033,692 -2,030,391 154,071
1 2,125,782 2,125,782 2,061,649 108,239

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 52 -24,494 -127,470 8,145 526,469 0.52 0.064 20,161
CN 76 -10,782 -620,870 -301,983 1,468,022 1.43 0.146 134,373
HK 32 121,246 -20,720 207,989 321,900 1.54 0.200 38,660
JP 182 8,457 -414,015 105,518 1,719,321 0.67 0.066 58,875
MY 4 13,732 0 9,085 25,421 0.38 0.131 3,946
NZ 2 -802 -1,615 -131 2,428 0.44 0.053 126
SG 2 -2,337 -2,337 -1,364 2,337 0.52 0.021 56
TW 4 -12,928 0 3,999 93,578 0.70 0.142 6,112

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 23 -275,482 -127,470 -143,393 275,482 0.45 -0.006 3,008
1 29 250,988 0 151,538 250,988 0.57 -0.009 17,153
CN -1 39 -739,402 -620,870 -1,213,676 739,402 1.62 -0.109 133,469
1 37 728,620 0 911,694 728,620 1.24 -0.002 903
HK -1 7 -100,327 -20,720 -100,142 100,327 0.75 0.001 -8,243
1 25 221,573 0 308,131 221,573 1.75 0.233 46,903
JP -1 93 -855,432 -414,015 -545,298 855,432 0.65 -0.034 27,217
1 89 863,889 0 650,816 863,889 0.69 0.019 31,658
MY -1 2 -5,845 0 -1,574 5,845 0.27 0.040 -340
1 2 19,576 0 10,660 19,576 0.50 0.217 4,286
NZ -1 1 -1,615 -1,615 -562 1,615 0.35 -0.087 141
1 1 813 0 431 813 0.53 -0.018 -15
SG -1 2 -2,337 -2,337 -1,364 2,337 0.52 -0.021 56
TW -1 1 -53,253 0 -24,381 53,253 0.46 0.023 -1,238
1 3 40,325 0 28,380 40,325 0.79 0.182 7,351