trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -45,216 3,649,015 33,674 71,371 280 42,188,217 0.086

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,847,116 1,847,116 -1,918,287 190,158
1 1,801,899 1,801,899 1,951,961 -118,786

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 24 -59,109 -26,040 -45,697 81,641 0.66 0.074 -676
CN 134 -60,349 -1,338,895 -9,425 2,723,483 1.30 0.127 23,043
HK 11 8,767 -1,822 12,674 121,726 1.53 0.180 7,091
JP 93 29,622 -199,053 47,371 582,601 0.69 0.094 31,421
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 9 -14,259 0 -10,012 73,393 0.41 0.141 -168
TW 5 21,653 -277 25,551 33,782 1.06 0.082 2,139

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -70,375 -26,040 -52,528 70,375 0.66 0.024 -1,370
1 5 11,266 0 6,831 11,266 0.65 0.031 694
CN -1 80 -1,391,916 -1,338,895 -1,597,921 1,391,916 1.34 -0.113 204,900
1 54 1,331,567 0 1,588,496 1,331,567 1.24 -0.075 -181,857
HK -1 6 -56,480 -1,822 -75,378 56,480 1.54 0.087 -7,591
1 5 65,246 0 88,051 65,246 1.52 0.181 14,682
JP -1 51 -276,490 -199,053 -167,507 276,490 0.64 -0.004 -655
1 42 306,112 0 214,879 306,112 0.76 0.086 32,076
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 4 29,567 0 6,966 29,567 0.27 0.147 4,574
TW -1 3 -6,065 -277 -7,069 6,065 1.02 0.035 -537
1 2 27,717 0 32,620 27,717 1.13 0.097 2,676