trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,196,099 7,336,761 -1,351,350 287,086 231 54,066,556 0.136

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,266,430 4,266,430 -4,468,741 282,261
1 3,070,331 3,070,331 3,117,391 4,826

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 50 -107,842 -333,868 -51,732 696,504 0.69 0.063 38,479
CN 122 -1,030,557 -2,396,135 -888,048 4,532,144 1.25 0.130 139,680
HK 24 -613,532 -771,367 -706,829 983,338 1.23 0.125 18,316
JP 1 572,301 0 390,325 572,301 0.68 0.073 41,836
MY 3 -551 0 532 10,196 0.37 0.239 223
NZ 1 -4,103 -4,103 -1,775 4,103 0.43 0.102 419
SG 4 -130,475 -130,475 -85,507 130,475 0.65 0.054 -2,793
TH 15 218,834 -11,624 73,114 279,291 0.49 0.182 41,238
TW 11 -100,173 -88,261 -81,431 128,408 0.87 0.138 9,687

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 36 -402,173 -333,868 -231,169 402,173 0.72 -0.008 19,191
1 14 294,331 0 179,437 294,331 0.63 0.073 19,288
CN -1 65 -2,781,351 -2,396,135 -3,075,122 2,781,351 1.25 -0.125 282,146
1 57 1,750,794 0 2,187,074 1,750,794 1.25 -0.017 -142,466
HK -1 16 -798,435 -771,367 -957,916 798,435 1.04 -0.046 -15,256
1 8 184,903 0 251,087 184,903 1.61 0.166 33,572
JP 1 1 572,301 0 390,325 572,301 0.68 0.073 41,836
MY -1 1 -5,374 0 -1,473 5,374 0.27 0.193 -1,035
1 2 4,823 0 2,006 4,823 0.42 0.262 1,257
NZ -1 1 -4,103 -4,103 -1,775 4,103 0.43 -0.102 419
SG -1 4 -130,475 -130,475 -85,507 130,475 0.65 0.023 -2,793
TH -1 3 -30,228 -11,624 -22,213 30,228 0.72 0.172 -5,416
1 12 249,063 0 95,327 249,063 0.43 0.185 46,654
TW -1 10 -114,291 -88,261 -93,566 114,291 0.87 -0.085 5,003
1 1 14,118 0 12,135 14,118 0.86 0.332 4,684