trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,509,928 5,604,777 -2,196,050 173,136 261 54,461,784 0.103

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,557,352 3,557,352 -3,811,634 216,991
1 2,047,424 2,047,424 1,615,583 -43,855

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 -23,836 -81,202 -26,536 171,338 0.64 0.069 10,211
CN 101 -947,693 -2,044,426 -1,158,760 3,643,911 1.19 0.113 123,680
HK 14 -616,136 -769,087 -971,598 933,918 1.31 0.173 -21,641
ID 11 68,170 0 14,157 68,170 0.29 0.229 14,991
JP 83 44,817 -205,354 7,642 650,437 0.65 0.071 42,252
KR 1 -7,695 0 416 7,695 -0.05 0.184 1,416
MY 3 -923 0 -895 7,285 0.47 0.251 19
NZ 1 3,141 0 1,359 3,141 0.43 0.164 -514
PH 1 7,140 0 4,454 7,140 0.62 0.344 2,454
TH 9 9,504 0 -9,254 65,326 0.41 0.206 677
TW 5 -46,416 -10,327 -57,035 46,416 1.00 0.017 -410

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 23 -97,587 -81,202 -58,107 97,587 0.67 -0.069 7,174
1 9 73,751 0 31,571 73,751 0.57 0.070 3,037
CN -1 59 -2,295,802 -2,044,426 -2,436,581 2,295,802 1.15 -0.056 239,869
1 42 1,348,109 0 1,277,820 1,348,109 1.25 -0.058 -116,189
HK -1 8 -775,027 -769,087 -1,046,385 775,027 1.38 -0.037 -40,096
1 6 158,891 0 74,787 158,891 1.19 0.245 18,455
ID 1 11 68,170 0 14,157 68,170 0.29 0.229 14,991
JP -1 41 -302,810 -205,354 -192,429 302,810 0.62 -0.041 17,142
1 42 347,627 0 200,071 347,627 0.67 0.039 25,110
KR -1 1 -7,695 0 416 7,695 -0.05 -0.184 1,416
MY -1 1 -4,104 0 -1,961 4,104 0.48 0.223 -914
1 2 3,181 0 1,066 3,181 0.47 0.264 934
NZ 1 1 3,141 0 1,359 3,141 0.43 -0.164 -514
PH 1 1 7,140 0 4,454 7,140 0.62 0.344 2,454
TH -1 2 -27,911 0 -19,552 27,911 0.64 0.266 -7,190
1 7 37,415 0 10,298 37,415 0.35 0.189 7,867
TW -1 5 -46,416 -10,327 -57,035 46,416 1.00 -0.001 -410