trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,224,497 3,659,271 -1,622,014 95,546 199 54,401,746 0.067

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,441,884 2,441,884 -2,809,361 73,613
1 1,217,387 1,217,387 1,187,348 21,934

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 28,016 -3,166 18,280 44,880 0.65 0.074 -1,119
CN 59 -705,038 -1,189,413 -985,633 1,874,643 1.15 0.101 124,739
HK 24 -433,491 -723,617 -616,506 1,156,287 1.44 0.129 -33,099
ID 1 -1,763 0 224 1,763 -0.13 0.083 -147
JP 75 -94,780 -116,727 -24,798 534,174 0.68 0.072 6,565
MY 3 -3,556 0 -2,266 4,696 0.45 0.120 -168
NZ 1 1,546 0 588 1,546 0.38 0.193 -298
SG 2 3,997 0 892 3,997 0.67 0.010 -27
TH 5 -3,906 0 1,776 21,762 0.52 0.238 -1,131
TW 2 -15,524 -2,521 -14,571 15,524 0.75 0.053 230

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 7 -8,432 -3,166 -5,188 8,432 0.59 -0.044 264
1 20 36,448 0 23,467 36,448 0.67 -0.038 -1,383
CN -1 38 -1,289,840 -1,189,413 -1,547,409 1,289,840 1.18 -0.035 121,021
1 21 584,802 0 561,776 584,802 1.10 -0.005 3,718
HK -1 12 -794,889 -723,617 -1,039,993 794,889 1.58 0.064 -38,990
1 12 361,398 0 423,487 361,398 1.28 0.080 5,890
ID -1 1 -1,763 0 224 1,763 -0.13 0.083 -147
JP -1 48 -314,477 -116,727 -194,686 314,477 0.67 0.005 -5,433
1 27 219,697 0 169,888 219,697 0.71 0.006 11,999
MY -1 2 -4,126 0 -2,388 4,126 0.56 0.095 -251
1 1 570 0 122 570 0.21 0.146 83
NZ 1 1 1,546 0 588 1,546 0.38 -0.193 -298
SG 1 2 3,997 0 892 3,997 0.67 0.003 -27
TH -1 3 -12,834 0 -5,351 12,834 0.36 0.272 -3,082
1 2 8,928 0 7,127 8,928 0.77 0.188 1,951
TW -1 2 -15,524 -2,521 -14,571 15,524 0.75 0.021 230