trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,305,364 3,109,983 -1,604,156 56,298 179 54,673,335 0.057

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,207,674 2,207,674 -2,417,383 39,678
1 902,310 902,310 813,227 16,620

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 5,021 -14,276 2,273 48,887 0.78 0.091 3,255
CN 56 -607,047 -1,071,824 -686,367 1,661,508 1.23 0.117 99,586
HK 10 -551,008 -708,521 -837,107 892,919 1.10 0.124 -43,095
JP 78 -132,887 -147,728 -69,646 477,977 0.68 0.070 -4,973
MY 2 -9,403 0 -5,441 9,403 0.44 0.101 597
NZ 1 -2,665 -2,665 -1,014 2,665 0.38 0.132 353
SG 3 -9,388 -9,388 -7,135 9,388 0.86 0.049 -33
TH 2 120 0 -177 801 0.51 0.244 78
TW 2 1,894 -2,269 459 6,433 0.72 0.079 530

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 10 -21,933 -14,276 -14,377 21,933 0.85 -0.099 1,585
1 15 26,954 0 16,651 26,954 0.74 -0.012 1,670
CN -1 26 -1,134,278 -1,071,824 -1,272,619 1,134,278 1.28 -0.095 101,239
1 30 527,231 0 586,252 527,231 1.18 0.042 -1,653
HK -1 4 -721,964 -708,521 -922,838 721,964 1.30 0.092 -58,634
1 6 170,956 0 85,731 170,956 0.94 0.149 15,539
JP -1 50 -305,432 -147,728 -191,734 305,432 0.69 0.007 -5,517
1 28 172,545 0 122,088 172,545 0.65 0.046 544
MY -1 2 -9,403 0 -5,441 9,403 0.44 0.019 597
NZ -1 1 -2,665 -2,665 -1,014 2,665 0.38 -0.132 353
SG -1 3 -9,388 -9,388 -7,135 9,388 0.86 -0.017 -33
TH -1 1 -341 0 -274 341 0.80 0.183 -62
1 1 460 0 97 460 0.21 0.305 140
TW -1 1 -2,269 -2,269 -1,949 2,269 0.86 -0.066 150
1 1 4,164 0 2,408 4,164 0.58 0.091 380