trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,455,697 3,071,078 -1,732,730 123,183 167 54,677,819 0.056

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,263,388 2,263,388 -2,530,265 99,520
1 807,691 807,691 797,535 23,662

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 20,612 -10,765 -3,721 69,941 0.66 0.091 -30
CN 43 -798,624 -1,055,956 -762,810 1,552,961 1.20 0.105 117,446
HK 24 -572,995 -742,182 -901,557 1,039,074 1.52 0.105 -3,028
ID 1 -470 0 60 470 -0.13 0.112 -52
JP 62 -101,258 -103,270 -59,572 347,595 0.64 0.073 6,661
MY 2 -9,166 0 -5,296 9,166 0.56 0.091 -557
NZ 1 2,340 0 890 2,340 0.38 0.204 -479
SG 1 2,228 0 451 2,228 0.20 0.011 24
TH 7 1,635 0 -1,175 47,304 0.59 0.236 3,197

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 9 -24,664 -10,765 -21,845 24,664 0.85 -0.062 1,127
1 17 45,277 0 18,124 45,277 0.56 -0.045 -1,158
CN -1 25 -1,175,793 -1,055,956 -1,295,091 1,175,793 1.11 -0.041 122,193
1 18 377,168 0 532,281 377,168 1.34 -0.016 -4,747
HK -1 14 -806,034 -742,182 -1,050,022 806,034 1.73 0.058 -18,017
1 10 233,039 0 148,465 233,039 1.19 0.088 14,989
ID -1 1 -470 0 60 470 -0.13 0.112 -52
JP -1 40 -224,426 -103,270 -144,474 224,426 0.64 -0.010 -386
1 22 123,168 0 84,902 123,168 0.63 0.027 7,047
MY -1 2 -9,166 0 -5,296 9,166 0.56 0.088 -557
NZ 1 1 2,340 0 890 2,340 0.38 -0.204 -479
SG 1 1 2,228 0 451 2,228 0.20 0.011 24
TH -1 4 -22,835 0 -13,597 22,835 0.53 0.194 -4,788
1 3 24,469 0 12,422 24,469 0.66 0.292 7,985