trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,881,281 4,458,850 -1,989,196 174,775 213 55,029,633 0.081

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,170,065 3,170,065 -3,619,154 170,238
1 1,288,784 1,288,784 1,629,958 4,536

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 -8,379 -28,186 -14,060 67,171 0.84 0.084 2,959
CN 80 -1,110,929 -1,480,762 -938,041 2,665,075 1.31 0.106 149,126
HK 21 -590,214 -796,558 -843,809 1,111,445 1.38 0.099 -8,180
JP 72 -198,880 -229,861 -237,041 563,540 0.83 0.079 23,372
MY 1 -144 0 -45 144 0.31 0.105 -15
NZ 1 -736 -736 -315 736 0.43 0.151 111
SG 2 -6,881 -6,881 -4,982 6,881 0.74 0.093 1,024
TH 4 2,023 0 2,515 11,000 0.66 0.180 194
TW 2 32,859 0 46,581 32,859 1.37 0.179 6,184

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 15 -37,775 -28,186 -35,315 37,775 0.90 -0.066 3,242
1 15 29,396 0 21,255 29,396 0.78 -0.011 -282
CN -1 47 -1,888,002 -1,480,762 -2,158,372 1,888,002 1.29 -0.086 175,637
1 33 777,073 0 1,220,330 777,073 1.34 -0.019 -26,511
HK -1 13 -850,829 -796,558 -1,056,963 850,829 1.34 0.023 -27,057
1 8 260,615 0 213,154 260,615 1.45 0.093 18,876
JP -1 43 -381,210 -229,861 -361,518 381,210 0.91 -0.030 18,218
1 29 182,330 0 124,477 182,330 0.71 0.016 5,154
MY -1 1 -144 0 -45 144 0.31 0.105 -15
NZ -1 1 -736 -736 -315 736 0.43 -0.151 111
SG -1 2 -6,881 -6,881 -4,982 6,881 0.74 -0.079 1,024
TH -1 1 -4,488 0 -1,645 4,488 0.37 0.205 -922
1 3 6,511 0 4,160 6,511 0.75 0.172 1,115
TW 1 2 32,859 0 46,581 32,859 1.37 0.179 6,184