trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,359,421 3,676,147 -1,788,988 167,356 215 54,053,397 0.068

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,517,784 2,517,784 -2,899,170 101,947
1 1,158,363 1,158,363 1,110,181 65,409

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 24 -22,200 -34,381 -13,755 54,449 0.59 0.097 5,595
CN 68 -890,120 -1,191,291 -1,106,554 1,969,673 1.19 0.101 169,899
HK 21 -499,079 -729,833 -707,334 1,051,470 1.38 0.148 -33,798
ID 5 -7,342 0 -3,151 7,342 0.54 0.113 -873
JP 85 114,083 -100,769 77,457 505,724 0.78 0.074 25,453
MY 1 -1,385 0 -844 1,385 0.61 0.012 17
NZ 1 -542 -542 -206 542 0.38 0.185 100
SG 4 315 -11,480 3,526 23,276 0.74 0.066 2,435
TW 6 -53,150 -16,700 -38,128 62,287 0.70 0.054 -1,473

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 14 -38,324 -34,381 -23,400 38,324 0.63 -0.106 5,896
1 10 16,125 0 9,645 16,125 0.55 -0.010 -301
CN -1 39 -1,429,896 -1,191,291 -1,698,123 1,429,896 1.17 -0.062 156,449
1 29 539,776 0 591,569 539,776 1.21 0.027 13,449
HK -1 8 -775,274 -729,833 -956,976 775,274 1.23 0.113 -62,311
1 13 276,196 0 249,642 276,196 1.48 0.170 28,513
ID -1 5 -7,342 0 -3,151 7,342 0.54 0.113 -873
JP -1 37 -195,821 -100,769 -167,670 195,821 0.82 -0.017 1,654
1 48 309,903 0 245,128 309,903 0.75 0.069 23,800
MY -1 1 -1,385 0 -844 1,385 0.61 -0.012 17
NZ -1 1 -542 -542 -206 542 0.38 -0.185 100
SG -1 1 -11,480 -11,480 -7,102 11,480 0.62 -0.195 2,240
1 3 11,795 0 10,628 11,795 0.78 0.019 196
TW -1 5 -57,718 -16,700 -41,697 57,718 0.69 0.001 -1,225
1 1 4,568 0 3,569 4,568 0.78 -0.054 -248