trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -316,249 4,145,953 -225,557 165,097 211 42,057,900 0.099

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,231,101 2,231,101 -2,343,694 248,983
1 1,914,852 1,914,852 2,118,137 -83,886

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 46 -66,502 -143,564 -59,303 227,062 0.69 0.063 13,520
CN 112 -227,982 -1,529,121 -72,683 3,273,413 1.27 0.134 87,338
HK 20 -69,557 -86,856 -38,419 157,264 1.30 0.134 13,403
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 10 -35,914 -43,041 -41,517 64,149 0.90 0.149 11,749

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 35 -146,782 -143,564 -94,065 146,782 0.72 -0.009 6,464
1 11 80,280 0 34,762 80,280 0.59 0.087 7,056
CN -1 58 -1,750,698 -1,529,121 -1,982,079 1,750,698 1.28 -0.134 238,640
1 54 1,522,716 0 1,909,396 1,522,716 1.27 -0.019 -151,302
HK -1 13 -113,410 -86,856 -102,931 113,410 1.06 -0.069 5,637
1 7 43,853 0 64,512 43,853 1.73 0.169 7,765
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 9 -50,031 -43,041 -53,651 50,031 0.90 -0.098 7,064
1 1 14,118 0 12,135 14,118 0.86 0.332 4,684