trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,347,168 3,772,041 -1,778,093 64,247 215 54,803,267 0.069

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,559,604 2,559,604 -2,906,409 68,509
1 1,212,436 1,212,436 1,128,315 -4,262

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 10,817 -25,325 4,142 80,610 0.73 0.076 2,749
CN 76 -817,862 -1,230,210 -1,110,661 2,040,851 1.31 0.112 92,004
HK 15 -574,251 -739,781 -828,173 913,517 1.33 0.090 -31,151
JP 85 30,408 -84,011 134,643 637,913 0.85 0.081 402
MY 2 -8,137 0 -3,920 8,137 0.45 0.086 -26
NZ 1 21,892 0 9,376 21,892 0.43 0.140 -3,071
SG 3 -17,982 -17,982 -12,536 17,982 0.68 0.058 678
TH 3 -13,900 0 -2,754 29,290 0.22 0.113 -1,392
TW 2 21,848 0 31,789 21,848 1.52 0.189 4,054

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 8 -34,897 -25,325 -20,122 34,897 0.77 -0.095 3,632
1 20 45,713 0 24,264 45,713 0.72 -0.038 -884
CN -1 41 -1,429,357 -1,230,210 -1,737,379 1,429,357 1.38 -0.087 132,904
1 35 611,495 0 626,719 611,495 1.23 -0.037 -40,901
HK -1 9 -743,884 -739,781 -933,305 743,884 1.18 0.012 -48,031
1 6 169,633 0 105,132 169,633 1.58 0.116 16,880
JP -1 31 -303,752 -84,011 -193,907 303,752 0.62 0.030 -18,133
1 54 334,160 0 328,550 334,160 0.98 0.033 18,534
MY -1 2 -8,137 0 -3,920 8,137 0.45 0.026 -26
NZ 1 1 21,892 0 9,376 21,892 0.43 -0.140 -3,071
SG -1 3 -17,982 -17,982 -12,536 17,982 0.68 -0.058 678
TH -1 2 -21,595 0 -5,240 21,595 0.17 0.097 -2,516
1 1 7,695 0 2,486 7,695 0.32 0.146 1,125
TW 1 2 21,848 0 31,789 21,848 1.52 0.189 4,054