trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,502,226 4,646,525 -1,168,169 196,109 260 53,402,783 0.087

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,074,375 3,074,375 -2,607,862 146,905
1 1,572,150 1,572,150 1,439,692 49,204

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 63 -434,746 -375,578 -169,518 436,982 0.53 0.074 26,545
CN 77 -780,878 -1,483,818 -323,070 2,569,942 1.16 0.115 126,091
HK 22 -610,857 -698,108 -871,138 930,587 1.23 0.090 -4,389
JP 86 278,697 -138,692 168,973 634,591 0.73 0.087 38,100
MY 2 11,555 0 6,033 11,850 0.40 0.219 2,926
NZ 1 7,246 0 2,765 7,246 0.38 0.195 -1,411
PH 1 3,920 0 1,317 3,920 0.34 0.250 979
SG 2 -5,771 -5,771 -3,865 5,771 0.70 0.093 609
TH 4 -8,514 0 -6,229 8,514 0.64 0.236 -1,805
TW 2 37,123 0 26,563 37,123 0.72 0.233 8,464

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 59 -435,864 -375,578 -170,614 435,864 0.52 -0.063 26,658
1 4 1,118 0 1,096 1,118 0.71 -0.066 -113
CN -1 40 -1,675,410 -1,483,818 -1,356,823 1,675,410 1.17 -0.061 132,918
1 37 894,532 0 1,033,754 894,532 1.15 -0.022 -6,828
HK -1 19 -770,722 -698,108 -935,881 770,722 1.28 0.024 -9,817
1 3 159,865 0 64,744 159,865 0.76 0.171 5,428
JP -1 36 -177,947 -138,692 -134,408 177,947 0.75 0.007 -1,631
1 50 456,644 0 303,381 456,644 0.72 0.061 39,732
MY -1 1 -147 0 -40 147 0.27 0.186 -27
1 1 11,703 0 6,073 11,703 0.52 0.252 2,953
NZ 1 1 7,246 0 2,765 7,246 0.38 -0.195 -1,411
PH 1 1 3,920 0 1,317 3,920 0.34 0.250 979
SG -1 2 -5,771 -5,771 -3,865 5,771 0.70 -0.071 609
TH -1 4 -8,514 0 -6,229 8,514 0.64 0.236 -1,805
TW 1 2 37,123 0 26,563 37,123 0.72 0.233 8,464