trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -216,609 7,928,939 392,501 134,355 301 54,571,083 0.145

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,072,774 4,072,774 -4,334,574 133,053
1 3,856,165 3,856,165 4,727,074 1,302

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 54,487 -103,331 20,888 490,350 0.67 0.074 12,031
CN 142 -290,365 -1,884,085 625 3,946,041 1.28 0.124 8,797
HK 16 -540,914 -707,176 -655,109 983,818 1.40 0.140 15,404
JP 96 572,978 -694,060 1,028,893 2,290,431 0.72 0.094 84,903
MY 2 30,425 0 14,117 30,425 0.42 0.280 8,369
NZ 1 -1,843 -1,843 -797 1,843 0.43 0.090 166
SG 1 -122 -122 -109 122 0.89 0.112 -14
TH 10 784 0 -1,998 88,436 0.42 0.145 2,534
TW 5 -42,038 -47,456 -14,010 97,473 1.06 0.082 2,165

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 20 -217,931 -103,331 -164,834 217,931 0.66 0.023 -146
1 8 272,419 0 185,722 272,419 0.70 0.018 12,177
CN -1 85 -2,118,203 -1,884,085 -2,248,738 2,118,203 1.31 -0.108 207,630
1 57 1,827,838 0 2,249,363 1,827,838 1.23 -0.073 -198,834
HK -1 9 -762,366 -707,176 -956,208 762,366 1.35 0.065 -14,274
1 7 221,452 0 301,099 221,452 1.46 0.158 29,679
JP -1 53 -858,726 -694,060 -900,281 858,726 0.66 -0.000 -55,056
1 43 1,431,705 0 1,929,174 1,431,705 0.80 0.087 139,959
MY 1 2 30,425 0 14,117 30,425 0.42 0.280 8,369
NZ -1 1 -1,843 -1,843 -797 1,843 0.43 -0.090 166
SG -1 1 -122 -122 -109 122 0.89 0.112 -14
TH -1 5 -43,826 0 -16,977 43,826 0.52 0.137 -4,742
1 5 44,610 0 14,979 44,610 0.32 0.153 7,276
TW -1 3 -69,756 -47,456 -46,630 69,756 1.02 0.035 -511
1 2 27,717 0 32,620 27,717 1.13 0.097 2,676