trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -47,146 2,058,206 -140,361 10,215 166 42,055,373 0.049

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,052,676 1,052,676 -960,407 54,259
1.0000 1,005,530 1,005,530 820,046 -44,043

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 22 13,873 -10,515 -6,395 59,696 0.68 0.086 1,739
CN 45 16,814 -646,274 -145,935 1,490,666 1.17 0.094 -9,501
HK 7 -22,685 -23,417 -49,053 39,402 1.64 0.104 2,525
JP 78 -55,433 -124,890 58,475 430,764 0.83 0.084 13,186
MY 2 699 0 124 1,556 0.24 0.147 140
NZ 1 -2,417 -2,417 -920 2,417 0.38 0.175 423
SG 2 -2,528 -2,528 -1,867 2,528 0.70 0.112 66
TH 7 8,593 0 7,640 27,113 0.64 0.217 1,635
TW 2 -4,063 -4,063 -2,431 4,063 0.58 0.065 3

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 7 -22,912 -10,515 -23,919 22,912 0.99 -0.065 1,238
1.0000 15 36,785 0 17,524 36,785 0.53 -0.036 501
CN -1.0000 25 -736,926 -646,274 -698,929 736,926 1.25 -0.045 51,855
1.0000 20 753,740 0 552,994 753,740 1.06 -0.021 -61,356
HK -1.0000 4 -31,043 -23,417 -60,377 31,043 1.81 -0.008 2,167
1.0000 3 8,358 0 11,324 8,358 1.41 0.119 358
JP -1.0000 46 -243,098 -124,890 -166,702 243,098 0.66 -0.020 563
1.0000 32 187,666 0 225,177 187,666 1.06 0.064 12,623
MY -1.0000 1 -429 0 -118 429 0.27 0.123 -53
1.0000 1 1,127 0 242 1,127 0.21 0.171 193
NZ -1.0000 1 -2,417 -2,417 -920 2,417 0.38 -0.175 423
SG -1.0000 2 -2,528 -2,528 -1,867 2,528 0.70 -0.080 66
TH -1.0000 3 -9,260 0 -5,146 9,260 0.50 0.239 -2,003
1.0000 4 17,853 0 12,786 17,853 0.74 0.200 3,638
TW -1.0000 2 -4,063 -4,063 -2,431 4,063 0.58 0.011 3