trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,342,005 4,137,133 -1,582,593 21,083 223 55,155,200 0.075

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,739,569 2,739,569 -3,214,551 59,998
1 1,397,564 1,397,564 1,631,958 -38,915

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 34,036 -18,983 -1,776 84,454 0.75 0.077 1,697
CN 78 -714,121 -1,266,073 -687,461 2,305,920 1.35 0.104 54,974
HK 22 -540,184 -766,613 -789,334 1,018,379 1.49 0.091 -10,764
JP 84 -127,728 -55,824 -108,458 701,559 0.79 0.076 -23,344
MY 2 -6,414 0 -2,388 6,414 0.45 0.082 -416
NZ 1 8,575 0 3,672 8,575 0.43 0.151 -1,298
SG 3 3,531 -844 707 5,220 0.52 0.078 253
TH 5 -1,277 0 463 5,035 0.40 0.136 -240
TW 1 1,579 0 1,981 1,579 1.26 0.140 221

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 9 -25,209 -18,983 -23,892 25,209 0.95 -0.089 2,596
1 18 59,245 0 22,116 59,245 0.66 -0.042 -898
CN -1 46 -1,510,020 -1,266,073 -1,872,794 1,510,020 1.31 -0.060 119,219
1 32 795,899 0 1,185,333 795,899 1.41 -0.048 -64,245
HK -1 10 -779,282 -766,613 -998,867 779,282 1.27 0.017 -36,468
1 12 239,097 0 209,533 239,097 1.69 0.085 25,704
JP -1 40 -414,643 -55,824 -314,999 414,643 0.82 0.037 -24,587
1 44 286,915 0 206,541 286,915 0.75 0.001 1,243
MY -1 2 -6,414 0 -2,388 6,414 0.45 0.021 -416
NZ 1 1 8,575 0 3,672 8,575 0.43 -0.151 -1,298
SG -1 1 -844 -844 -607 844 0.72 -0.182 154
1 2 4,375 0 1,315 4,375 0.42 0.026 99
TH -1 3 -3,156 0 -1,004 3,156 0.23 0.133 -500
1 2 1,879 0 1,467 1,879 0.65 0.142 260
TW 1 1 1,579 0 1,981 1,579 1.26 0.140 221