trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,186,571 7,517,592 -1,077,803 221,566 279 54,178,749 0.139

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,352,082 4,352,082 -5,039,544 141,860
1 3,165,511 3,165,511 3,961,741 79,706

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 -22,100 -203,215 53,663 523,989 0.52 0.069 25,826
CN 108 -1,041,337 -1,712,266 -1,345,079 3,592,284 1.25 0.131 133,716
HK 18 -560,904 -700,680 -725,799 957,096 1.22 0.149 9,879
ID 2 7,844 0 4,460 7,844 0.53 0.233 1,669
JP 95 468,052 -632,717 974,291 2,173,351 0.80 0.086 34,875
MY 2 18,096 0 10,535 18,096 0.57 0.229 4,110
NZ 1 1,427 0 77 1,427 0.05 0.084 -119
SG 3 -6,071 -6,071 -4,440 6,071 0.77 0.066 -314
TH 13 53,625 -2,696 26,432 132,231 0.48 0.180 10,573
TW 4 -105,204 -72,460 -71,943 105,204 0.87 0.129 1,352

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 26 -273,044 -203,215 -115,972 273,044 0.47 0.017 10,112
1 7 250,944 0 169,635 250,944 0.74 0.026 15,714
CN -1 68 -2,316,811 -1,712,266 -2,973,694 2,316,811 1.24 -0.116 220,887
1 40 1,275,474 0 1,628,615 1,275,474 1.28 -0.061 -87,171
HK -1 10 -759,000 -700,680 -970,185 759,000 1.24 0.089 -19,632
1 8 198,096 0 244,385 198,096 1.19 0.197 29,511
ID 1 2 7,844 0 4,460 7,844 0.53 0.233 1,669
JP -1 52 -852,650 -632,717 -899,073 852,650 0.68 0.033 -66,083
1 43 1,320,702 0 1,873,364 1,320,702 0.94 0.061 100,958
MY 1 2 18,096 0 10,535 18,096 0.57 0.229 4,110
NZ 1 1 1,427 0 77 1,427 0.05 -0.084 -119
SG -1 3 -6,071 -6,071 -4,440 6,071 0.77 0.066 -314
TH -1 4 -39,303 -2,696 -4,238 39,303 0.69 0.178 -4,461
1 9 92,928 0 30,670 92,928 0.39 0.181 15,035
TW -1 4 -105,204 -72,460 -71,943 105,204 0.87 0.070 1,352