trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -120,159 2,411,989 -53,599 -10,407 211 42,166,120 0.057

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,266,074 1,266,074 -1,540,928 41,960
1 1,145,915 1,145,915 1,487,329 -52,367

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 70 -73,898 -521,393 -31,511 1,456,181 1.40 0.108 -1,822
HK 18 41,438 -38,411 83,710 142,973 1.55 0.088 14,542
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 41 -765,039 -521,393 -1,126,185 765,039 1.35 -0.062 62,787
1 29 691,142 0 1,094,674 691,142 1.47 -0.051 -64,609
HK -1 8 -50,767 -38,411 -71,853 50,767 1.27 0.002 1,926
1 10 92,205 0 155,563 92,205 1.79 0.077 12,617
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