trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,071,462 3,781,368 -1,659,268 77,948 213 54,129,844 0.070

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,426,415 2,426,415 -2,687,606 75,744
1 1,354,953 1,354,953 1,028,338 2,204

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 42 80,312 -23,087 88,599 215,306 0.74 0.085 -3,290
CN 64 -587,261 -1,131,153 -876,286 1,938,889 1.21 0.108 110,439
HK 23 -561,595 -713,075 -871,289 1,027,021 1.24 0.099 -24,037
JP 66 40,744 -44,452 22,187 463,976 0.75 0.067 3,035
MY 4 -22,799 0 -10,653 22,799 0.48 0.133 -2,515
NZ 1 3,497 0 1,330 3,497 0.38 0.228 -796
SG 2 9,542 0 6,691 9,542 0.88 0.018 118
TH 9 -4,153 0 2,183 62,035 0.56 0.269 952
TW 2 -29,748 0 -22,030 38,304 0.76 0.106 -5,956

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -67,497 -23,087 -43,582 67,497 0.49 -0.110 5,632
1 30 147,809 0 132,182 147,809 0.85 -0.055 -8,922
CN -1 39 -1,263,075 -1,131,153 -1,389,816 1,263,075 1.15 -0.052 124,552
1 25 675,814 0 513,530 675,814 1.30 -0.072 -14,114
HK -1 15 -794,308 -713,075 -1,018,752 794,308 1.30 0.077 -32,677
1 8 232,713 0 147,462 232,713 1.12 0.039 8,640
JP -1 29 -211,616 -44,452 -184,017 211,616 0.83 0.016 -5,581
1 37 252,360 0 206,204 252,360 0.69 -0.002 8,615
MY -1 4 -22,799 0 -10,653 22,799 0.48 0.126 -2,515
NZ 1 1 3,497 0 1,330 3,497 0.38 -0.228 -796
SG 1 2 9,542 0 6,691 9,542 0.88 0.018 118
TH -1 5 -33,094 0 -15,412 33,094 0.52 0.252 -7,892
1 4 28,941 0 17,596 28,941 0.62 0.291 8,844
TW -1 1 -34,026 0 -25,372 34,026 0.75 0.170 -5,775
1 1 4,278 0 3,342 4,278 0.78 -0.042 -181