trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,193,632 2,351,364 -1,519,819 97,921 130 53,238,764 0.044

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,772,498 1,772,498 -1,893,999 60,198
1 578,866 578,866 374,181 37,723

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 33 -37,362 -64,992 -23,754 97,522 0.76 0.082 7,058
CN 9 -685,036 -780,666 -754,225 877,207 1.00 0.085 81,741
HK 4 -509,174 -672,690 -787,713 836,782 1.15 0.063 -22,620
JP 63 -15,224 -102,335 7,377 398,953 0.70 0.070 22,311
MY 3 5,905 0 1,988 6,826 0.41 0.166 1,468
NZ 1 1,509 0 574 1,509 0.38 0.231 -348
PH 3 11,587 0 3,721 11,587 0.33 0.305 3,355
SG 1 4,702 0 3,391 4,702 0.72 0.075 -354
TH 7 8,296 0 18,754 82,067 0.58 0.288 4,408
TW 6 21,164 0 10,069 34,209 0.62 0.145 902

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 17 -67,442 -64,992 -43,073 67,442 0.66 -0.111 8,052
1 16 30,080 0 19,319 30,080 0.87 -0.025 -994
CN -1 6 -781,121 -780,666 -843,992 781,121 1.07 -0.061 79,206
1 3 96,085 0 89,767 96,085 0.87 0.023 2,535
HK -1 2 -672,978 -672,690 -853,471 672,978 1.31 0.071 -26,401
1 2 163,804 0 65,758 163,804 0.81 0.046 3,782
JP -1 32 -207,088 -102,335 -133,181 207,088 0.63 -0.031 8,696
1 31 191,865 0 140,558 191,865 0.76 0.056 13,615
MY -1 1 -460 0 -230 460 0.50 0.013 -6
1 2 6,366 0 2,218 6,366 0.37 0.242 1,474
NZ 1 1 1,509 0 574 1,509 0.38 -0.231 -348
PH 1 3 11,587 0 3,721 11,587 0.33 0.305 3,355
SG 1 1 4,702 0 3,391 4,702 0.72 -0.075 -354
TH -1 4 -36,886 0 -15,189 36,886 0.57 0.263 -8,304
1 3 45,181 0 33,943 45,181 0.59 0.322 12,712
TW -1 1 -6,522 0 -4,864 6,522 0.75 0.160 -1,045
1 5 27,686 0 14,933 27,686 0.59 0.054 1,947