trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,408,929 3,941,193 -1,867,901 110,776 179 54,455,645 0.072

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,675,061 2,675,061 -2,848,533 137,767
1 1,266,132 1,266,132 980,632 -26,990

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 54 -784,596 -1,545,714 -1,024,317 2,489,104 1.14 0.093 97,849
HK 11 -583,057 -745,566 -898,210 923,951 1.49 0.097 -4,265
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 7 -22,912 -10,515 -23,919 22,912 0.99 -0.065 1,238
1 15 36,785 0 17,524 36,785 0.53 -0.036 501
CN -1 31 -1,636,850 -1,545,714 -1,671,416 1,636,850 1.22 -0.047 151,877
1 23 852,254 0 647,099 852,254 1.03 -0.015 -54,028
HK -1 6 -753,504 -745,566 -976,015 753,504 1.65 0.014 -14,347
1 5 170,447 0 77,805 170,447 1.26 0.119 10,083
JP -1 46 -243,098 -124,890 -166,702 243,098 0.66 -0.020 563
1 32 187,666 0 225,177 187,666 1.06 0.064 12,623
MY -1 1 -429 0 -118 429 0.27 0.123 -53
1 1 1,127 0 242 1,127 0.21 0.171 193
NZ -1 1 -2,417 -2,417 -920 2,417 0.38 -0.175 423
SG -1 2 -2,528 -2,528 -1,867 2,528 0.70 -0.080 66
TH -1 3 -9,260 0 -5,146 9,260 0.50 0.239 -2,003
1 4 17,853 0 12,786 17,853 0.74 0.200 3,638
TW -1 2 -4,063 -4,063 -2,431 4,063 0.58 0.011 3