trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,308,239 3,238,511 -1,682,069 82,490 198 54,021,009 0.060

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,273,375 2,273,375 -2,544,653 39,437
1 965,136 965,136 862,584 43,053

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 1,853 -51,824 21,750 146,900 0.69 0.076 8,754
CN 62 -746,397 -1,074,586 -817,535 1,655,433 1.22 0.098 101,590
HK 15 -582,218 -688,575 -883,870 924,724 1.31 0.115 -36,825
ID 2 -929 0 -874 929 0.98 0.165 -156
JP 61 79,368 -55,401 33,024 361,289 0.76 0.079 17,617
MY 4 -6,367 0 -2,789 6,367 0.48 0.109 -1,061
NZ 1 5,143 0 1,957 5,143 0.38 0.239 -1,227
PH 1 -9,408 0 -3,097 9,408 0.33 0.207 -1,949
SG 4 5,979 0 3,211 5,979 0.74 0.014 14
TH 9 -11,523 0 -6,208 78,602 0.55 0.253 -1,340
TW 3 -43,739 -3,844 -27,638 43,739 0.45 0.198 -2,927

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 9 -72,523 -51,824 -26,191 72,523 0.57 -0.125 9,948
1 27 74,376 0 47,941 74,376 0.73 -0.033 -1,194
CN -1 33 -1,200,915 -1,074,586 -1,367,486 1,200,915 1.26 -0.043 88,355
1 29 454,518 0 549,952 454,518 1.17 0.033 13,235
HK -1 10 -753,471 -688,575 -956,378 753,471 1.37 0.086 -46,173
1 5 171,253 0 72,508 171,253 1.14 0.140 9,349
ID -1 2 -929 0 -874 929 0.98 0.165 -156
JP -1 26 -140,961 -55,401 -132,963 140,961 0.80 -0.020 3,106
1 35 220,328 0 165,987 220,328 0.73 0.043 14,511
MY -1 4 -6,367 0 -2,789 6,367 0.48 0.109 -1,061
NZ 1 1 5,143 0 1,957 5,143 0.38 -0.239 -1,227
PH -1 1 -9,408 0 -3,097 9,408 0.33 0.207 -1,949
SG 1 4 5,979 0 3,211 5,979 0.74 -0.002 14
TH -1 5 -45,062 0 -27,237 45,062 0.45 0.250 -9,706
1 4 33,539 0 21,029 33,539 0.69 0.257 8,366
TW -1 3 -43,739 -3,844 -27,638 43,739 0.45 -0.039 -2,927