trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,489,059 4,438,323 -1,659,833 46,900 259 54,221,511 0.082

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,963,691 2,963,691 -3,229,925 59,483
1 1,474,632 1,474,632 1,570,092 -12,583

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 44,076 -6,006 33,801 119,300 0.72 0.088 -6,441
CN 88 -697,588 -1,351,930 -637,740 2,412,193 1.28 0.094 109,696
HK 25 -451,597 -689,345 -767,434 998,225 1.29 0.169 -30,313
ID 1 3,432 0 -437 3,432 -0.13 0.250 857
JP 92 -409,596 -103,314 -306,251 828,164 0.70 0.072 -27,954
MY 2 -9,798 0 -5,213 9,798 0.56 0.122 -1,855
NZ 1 -3,968 -3,968 -1,510 3,968 0.38 0.191 759
SG 4 13,043 -1,079 4,936 15,201 0.58 0.091 -877
TH 6 -2,908 0 -2,655 22,197 0.52 0.241 480
TW 3 25,844 0 22,670 25,844 0.95 0.158 2,548

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -37,612 -6,006 -23,707 37,612 0.61 -0.076 788
1 25 81,688 0 57,508 81,688 0.77 -0.080 -7,229
CN -1 57 -1,554,890 -1,351,930 -1,813,311 1,554,890 1.35 -0.031 131,987
1 31 857,303 0 1,175,572 857,303 1.16 -0.022 -22,291
HK -1 9 -724,911 -689,345 -945,791 724,911 1.72 0.165 -51,917
1 16 273,314 0 178,356 273,314 1.03 0.097 21,604
ID 1 1 3,432 0 -437 3,432 -0.13 0.250 857
JP -1 58 -618,880 -103,314 -433,013 618,880 0.76 0.016 -17,942
1 34 209,284 0 126,763 209,284 0.60 -0.036 -10,012
MY -1 2 -9,798 0 -5,213 9,798 0.56 0.122 -1,855
NZ -1 1 -3,968 -3,968 -1,510 3,968 0.38 -0.191 759
SG -1 1 -1,079 -1,079 -667 1,079 0.62 -0.212 229
1 3 14,122 0 5,603 14,122 0.56 -0.051 -1,106
TH -1 4 -12,553 0 -6,712 12,553 0.53 0.219 -2,566
1 2 9,645 0 4,057 9,645 0.51 0.287 3,046
TW 1 3 25,844 0 22,670 25,844 0.95 0.028 2,548