trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,504,684 3,545,115 -1,825,998 122,262 198 54,666,210 0.065

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,524,899 2,524,899 -2,771,451 88,501
1 1,020,216 1,020,216 945,453 33,761

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 -2,087 -69,703 5,054 212,078 0.65 0.116 3,619
CN 56 -983,242 -1,193,245 -1,021,746 1,699,299 1.18 0.091 100,775
HK 12 -600,520 -733,143 -912,802 939,173 1.09 0.118 -13,063
JP 87 80,254 -129,419 114,727 567,736 0.83 0.083 25,175
MY 3 -1,532 0 -1,031 3,086 0.44 0.098 275
NZ 1 603 0 229 603 0.38 0.180 -109
SG 1 2,183 0 442 2,183 0.20 0.017 36
TH 8 1,439 0 13,474 61,277 0.57 0.209 2,122
TW 3 -1,782 0 -24,344 59,681 0.98 0.050 3,430

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -107,082 -69,703 -75,058 107,082 0.65 -0.090 11,101
1 8 104,996 0 80,111 104,996 0.65 -0.035 -7,483
CN -1 33 -1,341,271 -1,193,245 -1,478,662 1,341,271 1.07 -0.053 110,833
1 23 358,029 0 456,915 358,029 1.33 -0.011 -10,058
HK -1 8 -769,847 -733,143 -989,867 769,847 1.17 0.045 -26,748
1 4 169,326 0 77,065 169,326 0.88 0.164 13,685
JP -1 34 -243,741 -129,419 -177,867 243,741 0.83 -0.007 -2,017
1 53 323,995 0 292,594 323,995 0.84 0.058 27,193
MY -1 2 -2,309 0 -1,198 2,309 0.55 -0.036 104
1 1 777 0 167 777 0.21 0.221 172
NZ 1 1 603 0 229 603 0.38 -0.180 -109
SG 1 1 2,183 0 442 2,183 0.20 0.017 36
TH -1 5 -29,919 0 -11,127 29,919 0.40 0.192 -5,377
1 3 31,358 0 24,600 31,358 0.85 0.237 7,500
TW -1 2 -30,731 0 -37,673 30,731 1.23 -0.019 606
1 1 28,950 0 13,329 28,950 0.46 0.098 2,825