trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,518,672 3,215,680 -1,725,618 148,464 166 54,605,579 0.059

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,367,176 2,367,176 -2,599,479 108,053
1 848,504 848,504 873,861 40,410

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 19 11,154 -7,401 -5,720 68,820 0.66 0.084 3,520
CN 41 -997,347 -1,197,778 -963,636 1,601,519 1.24 0.091 123,149
HK 15 -565,338 -768,929 -892,469 981,802 1.33 0.130 468
ID 1 -116 0 -132 116 1.13 0.109 -13
JP 80 16,042 -79,825 129,159 521,349 0.90 0.085 16,488
MY 1 4,971 0 1,066 4,971 0.21 0.199 990
NZ 1 3,198 0 1,217 3,198 0.38 0.171 -547
SG 1 -5,136 -5,136 -3,545 5,136 0.69 0.018 -91
TH 6 14,975 0 8,964 27,694 0.68 0.234 4,465
TW 1 -1,074 -1,074 -521 1,074 0.49 0.032 35

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 8 -28,833 -7,401 -21,545 28,833 0.69 -0.058 563
1 11 39,987 0 15,825 39,987 0.64 0.002 2,957
CN -1 24 -1,299,433 -1,197,778 -1,358,539 1,299,433 1.21 -0.066 126,191
1 17 302,086 0 394,903 302,086 1.29 -0.012 -3,042
HK -1 4 -773,570 -768,929 -1,017,696 773,570 1.72 -0.002 -9,687
1 11 208,232 0 125,227 208,232 1.18 0.090 10,154
ID -1 1 -116 0 -132 116 1.13 0.109 -13
JP -1 39 -252,654 -79,825 -193,215 252,654 0.82 0.020 -7,829
1 41 268,696 0 322,374 268,696 0.98 0.066 24,317
MY 1 1 4,971 0 1,066 4,971 0.21 0.199 990
NZ 1 1 3,198 0 1,217 3,198 0.38 -0.171 -547
SG -1 1 -5,136 -5,136 -3,545 5,136 0.69 0.018 -91
TH -1 2 -6,359 0 -4,285 6,359 0.65 0.190 -1,116
1 4 21,335 0 13,249 21,335 0.69 0.256 5,581
TW -1 1 -1,074 -1,074 -521 1,074 0.49 -0.032 35