trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,577,022 4,095,005 -1,832,240 166,686 211 54,575,189 0.075

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,836,014 2,836,014 -3,044,414 131,456
1 1,258,992 1,258,992 1,212,174 35,230

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 -18,175 -79,029 -20,585 181,544 0.71 0.085 13,760
CN 56 -961,990 -1,428,698 -1,065,757 2,215,420 1.18 0.100 122,610
HK 16 -560,174 -778,865 -822,612 1,007,445 1.11 0.117 3,621
ID 3 -31,360 0 -48 31,360 0.03 0.057 -1,926
JP 93 -7,564 -154,678 74,226 652,765 0.84 0.087 28,540
MY 2 -1,155 0 -620 1,155 0.55 0.046 58
NZ 1 1,718 0 654 1,718 0.38 0.177 -304
TH 4 1,679 0 2,502 3,598 0.61 0.210 326

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 15 -99,860 -79,029 -60,065 99,860 0.75 -0.103 9,828
1 21 81,684 0 39,480 81,684 0.68 0.018 3,932
CN -1 28 -1,588,705 -1,428,698 -1,768,641 1,588,705 1.12 -0.064 143,999
1 28 626,715 0 702,885 626,715 1.23 0.001 -21,389
HK -1 7 -783,810 -778,865 -973,316 783,810 1.02 -0.014 -17,017
1 9 223,635 0 150,704 223,635 1.18 0.142 20,638
ID -1 3 -31,360 0 -48 31,360 0.03 0.057 -1,926
JP -1 44 -330,165 -154,678 -241,530 330,165 0.65 -0.029 -3,285
1 49 322,600 0 315,756 322,600 1.00 0.090 31,825
MY -1 2 -1,155 0 -620 1,155 0.55 -0.046 58
NZ 1 1 1,718 0 654 1,718 0.38 -0.177 -304
TH -1 2 -960 0 -194 960 0.20 0.219 -203
1 2 2,639 0 2,696 2,639 1.01 0.200 528