trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,115,483 3,914,372 -1,408,454 130,815 213 53,370,760 0.073

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,514,927 2,514,927 -2,669,617 97,621
1 1,399,444 1,399,444 1,261,163 33,193

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 12,704 -30,171 22,925 86,925 0.79 0.084 2,355
CN 98 -631,131 -1,207,614 -671,307 2,545,474 1.14 0.109 136,192
HK 20 -513,429 -690,871 -785,823 962,288 1.29 0.148 -20,222
JP 57 16,249 -80,022 31,418 263,717 0.71 0.075 11,236
MY 3 70 0 -2,216 12,768 0.44 0.077 1,068
NZ 1 1,243 0 473 1,243 0.38 0.241 -300
PH 1 644 0 161 644 0.25 0.186 120
TH 3 -216 0 -2,878 39,694 0.76 0.256 624
TW 1 -1,618 0 -1,206 1,618 0.75 0.159 -257

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -37,110 -30,171 -20,213 37,110 0.64 -0.100 4,519
1 16 49,814 0 43,138 49,814 0.92 -0.058 -2,165
CN -1 36 -1,588,302 -1,207,614 -1,638,163 1,588,302 1.16 -0.077 120,336
1 62 957,172 0 966,856 957,172 1.13 0.006 15,856
HK -1 11 -737,859 -690,871 -907,342 737,859 1.39 0.035 -26,856
1 9 224,430 0 121,519 224,430 1.15 0.054 6,634
JP -1 28 -123,734 -80,022 -80,338 123,734 0.70 -0.046 4,922
1 29 139,983 0 111,756 139,983 0.73 0.046 6,313
MY -1 2 -6,349 0 -3,593 6,349 0.55 0.021 -143
1 1 6,419 0 1,377 6,419 0.21 0.189 1,211
NZ 1 1 1,243 0 473 1,243 0.38 -0.241 -300
PH 1 1 644 0 161 644 0.25 0.186 120
TH -1 2 -19,955 0 -18,761 19,955 0.73 0.244 -4,900
1 1 19,739 0 15,883 19,739 0.80 0.280 5,523
TW -1 1 -1,618 0 -1,206 1,618 0.75 0.159 -257