trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,113,141 4,173,825 -1,555,301 100,112 232 54,156,481 0.077

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,643,483 2,643,483 -3,070,200 81,888
1 1,530,342 1,530,342 1,514,899 18,224

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 13,811 -37,497 -2,768 141,069 0.66 0.087 8,090
CN 61 -576,362 -1,222,672 -519,954 2,158,817 1.22 0.105 76,796
HK 24 -597,859 -721,723 -924,582 1,113,096 1.35 0.114 -25,807
ID 3 -6,097 0 -7,912 6,097 1.08 0.099 -527
JP 94 85,624 -139,598 -80,539 695,247 0.81 0.074 40,890
MY 4 -13,220 0 -7,117 13,220 0.48 0.080 -1,395
NZ 1 1,802 0 686 1,802 0.38 0.208 -374
SG 4 981 -10,837 4,370 22,655 0.64 0.061 1,817
TW 4 -21,821 -16,277 -17,486 21,821 0.75 0.048 621

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -63,629 -37,497 -33,071 63,629 0.62 -0.121 8,294
1 24 77,440 0 30,303 77,440 0.69 -0.028 -204
CN -1 34 -1,367,589 -1,222,672 -1,519,183 1,367,589 1.27 -0.047 119,036
1 27 791,227 0 999,230 791,227 1.16 -0.003 -42,240
HK -1 15 -855,477 -721,723 -1,134,631 855,477 1.36 0.069 -53,371
1 9 257,619 0 210,050 257,619 1.31 0.180 27,564
ID -1 3 -6,097 0 -7,912 6,097 1.08 0.099 -527
JP -1 38 -304,812 -139,598 -344,096 304,812 0.97 -0.013 7,417
1 56 390,436 0 263,558 390,436 0.69 0.073 33,473
MY -1 4 -13,220 0 -7,117 13,220 0.48 0.076 -1,395
NZ 1 1 1,802 0 686 1,802 0.38 -0.208 -374
SG -1 1 -10,837 -10,837 -6,704 10,837 0.62 -0.167 1,812
1 3 11,818 0 11,074 11,818 0.64 -0.019 6
TW -1 4 -21,821 -16,277 -17,486 21,821 0.75 -0.003 621