trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,247,586 3,812,086 -1,453,383 81,754 209 54,245,820 0.070

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,529,836 2,529,836 -2,964,770 125,488
1 1,282,250 1,282,250 1,511,387 -43,734

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 23 20,055 -2,592 16,733 53,518 0.80 0.070 -2,106
CN 75 -704,955 -1,315,158 -689,371 2,185,036 1.27 0.106 77,334
HK 24 -499,873 -725,132 -764,446 1,043,370 1.33 0.145 -11,669
ID 8 -18,696 0 -5,721 18,696 0.36 0.074 -1,523
JP 71 -10,286 -133,363 20,429 471,219 0.80 0.075 18,629
MY 1 -698 0 -425 698 0.61 0.027 19
NZ 1 -443 -443 -168 443 0.38 0.169 75
SG 3 2,756 -452 2,083 3,659 0.61 0.067 124
TW 3 -35,446 -9,730 -32,497 35,446 0.73 0.058 872

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 6 -16,732 -2,592 -15,500 16,732 0.87 -0.078 120
1 17 36,786 0 32,234 36,786 0.78 -0.047 -2,226
CN -1 44 -1,444,996 -1,315,158 -1,744,118 1,444,996 1.25 -0.040 155,077
1 31 740,041 0 1,054,747 740,041 1.30 -0.033 -77,743
HK -1 12 -771,621 -725,132 -981,181 771,621 1.33 0.091 -37,318
1 12 271,749 0 216,735 271,749 1.34 0.111 25,649
ID -1 8 -18,696 0 -5,721 18,696 0.36 0.074 -1,523
JP -1 39 -240,753 -133,363 -184,879 240,753 0.80 -0.022 8,088
1 32 230,467 0 205,309 230,467 0.80 0.056 10,541
MY -1 1 -698 0 -425 698 0.61 -0.027 19
NZ -1 1 -443 -443 -168 443 0.38 -0.169 75
SG -1 1 -452 -452 -279 452 0.62 -0.177 80
1 2 3,208 0 2,363 3,208 0.61 0.012 45
TW -1 3 -35,446 -9,730 -32,497 35,446 0.73 -0.005 872