trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,218,437 1,896,825 -1,524,524 22,156 63 54,677,301 0.035

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,557,631 1,557,631 -1,731,431 1,638
1 339,194 339,194 206,907 20,518

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 -1,996 -16,415 -18,054 90,148 0.73 0.072 1,633
CN 9 -636,923 -689,218 -651,721 849,698 0.92 0.058 64,889
HK 14 -564,121 -689,113 -841,737 880,650 1.26 0.099 -45,083
MY 3 -7,044 0 -3,521 7,044 0.46 0.066 176
NZ 1 1,495 0 640 1,495 0.43 0.141 -211
SG 5 -22,885 -22,885 -17,219 22,885 0.79 0.040 337
TH 4 -5,732 0 -3,248 26,137 0.52 0.189 -1,822
TW 2 18,768 0 10,335 18,768 0.83 0.116 2,237

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 14 -46,072 -16,415 -29,823 46,072 0.87 -0.058 1,340
1 11 44,076 0 11,769 44,076 0.56 -0.028 293
CN -1 6 -743,310 -689,218 -744,982 743,310 0.97 -0.045 64,169
1 3 106,387 0 93,261 106,387 0.83 -0.003 720
HK -1 9 -722,385 -689,113 -927,402 722,385 1.19 0.056 -61,112
1 5 158,265 0 85,665 158,265 1.43 0.122 16,029
MY -1 3 -7,044 0 -3,521 7,044 0.46 0.015 176
NZ 1 1 1,495 0 640 1,495 0.43 -0.141 -211
SG -1 5 -22,885 -22,885 -17,219 22,885 0.79 -0.033 337
TH -1 2 -15,935 0 -8,483 15,935 0.38 0.238 -3,272
1 2 10,202 0 5,235 10,202 0.65 0.141 1,450
TW 1 2 18,768 0 10,335 18,768 0.83 0.116 2,237