trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,516,695 4,149,626 -1,658,484 218,888 238 54,425,874 0.076

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,833,160 2,833,160 -2,942,001 158,100
1 1,316,465 1,316,465 1,283,517 60,787

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 -34,894 -48,553 -29,044 115,737 0.74 0.101 8,186
CN 77 -927,816 -1,417,823 -915,178 2,258,204 1.13 0.108 180,991
HK 13 -553,356 -778,757 -772,593 1,007,541 1.16 0.129 8,893
ID 2 -1,726 0 37 1,726 -0.01 0.074 -131
JP 102 16,321 -185,224 65,430 723,569 0.80 0.073 19,892
MY 3 -3,476 0 -1,843 3,476 0.54 0.059 241
NZ 1 -724 -724 -275 724 0.38 0.146 105
SG 3 -7,836 -7,836 -6,410 7,836 0.94 0.051 -123
TH 4 6,821 0 11,170 18,713 0.73 0.224 664
TW 2 -10,009 0 -9,777 12,099 0.71 0.011 169

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 12 -75,316 -48,553 -46,969 75,316 0.91 -0.134 7,445
1 19 40,422 0 17,926 40,422 0.63 -0.009 741
CN -1 41 -1,593,010 -1,417,823 -1,689,182 1,593,010 1.08 -0.077 181,141
1 36 665,194 0 774,004 665,194 1.19 0.015 -149
HK -1 7 -780,448 -778,757 -944,471 780,448 1.06 -0.031 -17,571
1 6 227,093 0 171,878 227,093 1.29 0.211 26,463
ID -1 2 -1,726 0 37 1,726 -0.01 0.074 -131
JP -1 50 -353,624 -185,224 -241,345 353,624 0.73 0.010 -11,308
1 52 369,945 0 306,776 369,945 0.86 0.072 31,200
MY -1 3 -3,476 0 -1,843 3,476 0.54 -0.059 241
NZ -1 1 -724 -724 -275 724 0.38 -0.146 105
SG -1 3 -7,836 -7,836 -6,410 7,836 0.94 -0.015 -123
TH -1 1 -5,946 0 -1,257 5,946 0.21 0.313 -1,861
1 3 12,767 0 12,427 12,767 0.91 0.194 2,525
TW -1 1 -11,054 0 -10,284 11,054 0.93 -0.015 161
1 1 1,045 0 507 1,045 0.49 0.007 7