trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 195,348 5,078,028 147,815 254,132 301 41,814,659 0.121

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -2,441,340 2,441,340 -2,710,150 291,966
1.0000 2,636,688 2,636,688 2,857,965 -37,834

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 32,170 -51,886 46,893 160,408 0.70 0.079 11,240
CN 99 -24,222 -1,318,303 171,972 2,807,549 1.37 0.162 47,746
HK 23 -127,414 -150,680 -212,552 253,874 1.43 0.123 30,981
JP 133 260,410 -592,170 134,119 1,698,205 0.72 0.095 146,905
MY 3 26,159 0 11,065 26,159 0.47 0.212 6,097
NZ 2 -3,965 -4,201 -1,708 4,436 0.45 0.059 323
SG 1 -1,759 -1,759 -1,561 1,759 0.89 0.135 -238
TH 11 12,362 0 -13,161 104,029 0.48 0.171 4,402
TW 1 21,608 0 12,747 21,608 0.59 0.309 6,675

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 19 -64,119 -51,886 -36,606 64,119 0.64 -0.042 1,641
1.0000 9 96,289 0 83,499 96,289 0.84 0.043 9,598
CN -1.0000 56 -1,415,886 -1,318,303 -1,821,277 1,415,886 1.41 -0.151 241,623
1.0000 43 1,391,664 0 1,993,249 1,391,664 1.30 -0.074 -193,877
HK -1.0000 17 -190,644 -150,680 -285,269 190,644 1.50 -0.040 18,965
1.0000 6 63,230 0 72,718 63,230 1.21 0.161 12,016
JP -1.0000 69 -718,898 -592,170 -533,868 718,898 0.73 -0.036 36,141
1.0000 64 979,308 0 667,987 979,308 0.71 0.113 110,764
MY 1.0000 3 26,159 0 11,065 26,159 0.47 0.212 6,097
NZ -1.0000 1 -4,201 -4,201 -1,817 4,201 0.43 -0.079 332
1.0000 1 235 0 110 235 0.47 -0.038 -9
SG -1.0000 1 -1,759 -1,759 -1,561 1,759 0.89 0.135 -238
TH -1.0000 2 -45,833 0 -29,751 45,833 0.56 0.096 -6,499
1.0000 9 58,196 0 16,590 58,196 0.47 0.187 10,901
TW 1.0000 1 21,608 0 12,747 21,608 0.59 0.309 6,675