trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 186,780 3,197,191 448,196 -2,782 235 42,068,839 0.076

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,505,206 1,505,206 -1,642,106 116,695
1 1,691,985 1,691,985 2,090,302 -119,477

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 23 -45,894 -30,167 -24,887 74,836 0.59 0.065 1,503
CN 99 285,404 -748,479 538,046 2,117,077 1.34 0.138 -37,747
HK 11 -16,091 -30,916 -39,551 103,861 1.39 0.183 16,021
JP 85 -12,482 -204,285 9,157 796,609 0.71 0.090 20,446
MY 3 13,992 0 5,210 13,992 0.37 0.240 3,305
NZ 1 3,601 0 1,678 3,601 0.47 0.044 -159
SG 3 -14,111 -11,291 -11,441 14,111 0.78 0.092 -1,540
TH 9 -24,762 0 -27,752 70,226 0.44 0.179 -4,210
TW 1 -2,878 0 -2,264 2,878 0.79 0.139 -401

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 17 -60,365 -30,167 -34,071 60,365 0.59 0.021 -257
1 6 14,471 0 9,185 14,471 0.59 0.034 1,759
CN -1 59 -915,837 -748,479 -1,206,549 915,837 1.34 -0.097 134,227
1 40 1,201,241 0 1,744,595 1,201,241 1.35 -0.120 -171,975
HK -1 8 -59,976 -30,916 -89,306 59,976 1.50 -0.090 5,416
1 3 43,885 0 49,755 43,885 1.09 0.232 10,605
JP -1 49 -404,545 -204,285 -267,574 404,545 0.71 0.028 -14,095
1 36 392,064 0 276,731 392,064 0.70 0.077 34,541
MY 1 3 13,992 0 5,210 13,992 0.37 0.240 3,305
NZ 1 1 3,601 0 1,678 3,601 0.47 -0.044 -159
SG -1 3 -14,111 -11,291 -11,441 14,111 0.78 0.092 -1,540
TH -1 5 -47,494 0 -30,901 47,494 0.63 0.191 -6,656
1 4 22,732 0 3,148 22,732 0.20 0.164 2,446
TW -1 1 -2,878 0 -2,264 2,878 0.79 0.139 -401