trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -127,600 3,966,404 -632,970 96,843 301 42,170,096 0.094

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,047,002 2,047,002 -2,715,331 133,719
1 1,919,402 1,919,402 2,082,361 -36,876

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 -6,145 -32,231 -5,368 173,575 0.62 0.067 -604
CN 95 57,867 -835,184 -299,113 2,442,887 1.38 0.137 67,300
HK 27 -116,819 -33,416 -180,522 244,862 1.41 0.150 5,345
JP 118 -133,791 -101,474 -148,460 922,658 0.78 0.064 34
MY 4 47,303 0 13,738 47,647 0.45 0.261 13,511
NZ 2 2,957 -4,358 -1,493 11,673 0.24 0.104 -90
PH 1 1,635 0 1,020 1,635 0.62 0.298 487
SG 2 -5,339 -5,339 -4,100 5,339 0.82 0.074 -305
TH 11 22,784 0 -7,466 92,667 0.50 0.187 7,591
TW 5 1,947 -10,757 -1,206 23,461 0.73 0.183 3,575

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 20 -89,860 -32,231 -45,935 89,860 0.53 -0.019 -2,025
1 16 83,715 0 40,567 83,715 0.72 0.020 1,421
CN -1 49 -1,192,510 -835,184 -1,898,630 1,192,510 1.43 -0.102 162,043
1 46 1,250,377 0 1,599,516 1,250,377 1.32 -0.057 -94,743
HK -1 21 -180,841 -33,416 -258,966 180,841 1.40 0.046 -11,245
1 6 64,022 0 78,444 64,022 1.45 0.096 16,590
JP -1 62 -528,225 -101,474 -471,000 528,225 0.80 0.024 -13,758
1 56 394,433 0 322,540 394,433 0.77 0.026 13,792
MY -1 1 -172 0 -82 172 0.48 0.283 -49
1 3 47,475 0 13,820 47,475 0.43 0.254 13,560
NZ -1 1 -4,358 -4,358 -1,885 4,358 0.43 -0.123 534
1 1 7,315 0 393 7,315 0.05 -0.085 -625
PH 1 1 1,635 0 1,020 1,635 0.62 0.298 487
SG -1 2 -5,339 -5,339 -4,100 5,339 0.82 0.074 -305
TH -1 5 -34,941 0 -26,480 34,941 0.80 0.166 -2,981
1 6 57,726 0 19,014 57,726 0.26 0.205 10,572
TW -1 3 -10,757 -10,757 -8,253 10,757 0.76 -0.149 1,506
1 2 12,704 0 7,047 12,704 0.68 0.232 2,069