trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,579,438 3,842,727 -2,011,755 112,974 206 55,049,109 0.070

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,711,082 2,711,082 -3,035,732 127,431
1 1,131,645 1,131,645 1,023,978 -14,456

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 54,724 -444 45,603 73,668 0.73 0.068 -1,872
CN 72 -1,088,052 -1,375,631 -1,193,888 2,334,692 1.30 0.117 136,712
HK 16 -584,822 -736,754 -868,306 900,959 1.10 0.086 -28,118
ID 1 570 0 209 570 0.37 0.245 139
JP 78 -1,412 -116,254 -33,549 454,271 0.78 0.075 -2,217
NZ 1 7,415 0 3,175 7,415 0.43 0.143 -1,059
SG 2 -7,469 -7,469 -5,611 7,469 0.74 0.101 274
TH 6 1,533 0 633 25,607 0.59 0.193 -11
TW 4 38,076 0 39,979 38,076 0.77 0.252 9,125

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 3 -9,472 -444 -1,917 9,472 0.59 0.034 -999
1 23 64,196 0 47,520 64,196 0.75 -0.023 -874
CN -1 46 -1,711,372 -1,375,631 -1,869,826 1,711,372 1.36 -0.103 170,111
1 26 623,320 0 675,938 623,320 1.19 -0.030 -33,398
HK -1 6 -742,890 -736,754 -941,428 742,890 1.02 0.050 -40,676
1 10 158,068 0 73,121 158,068 1.16 0.003 12,558
ID 1 1 570 0 209 570 0.37 0.245 139
JP -1 36 -227,841 -116,254 -211,065 227,841 0.94 -0.004 1,259
1 42 226,429 0 177,516 226,429 0.64 -0.020 -3,475
NZ 1 1 7,415 0 3,175 7,415 0.43 -0.143 -1,059
SG -1 2 -7,469 -7,469 -5,611 7,469 0.74 -0.099 274
TH -1 2 -12,037 0 -5,885 12,037 0.54 0.212 -2,538
1 4 13,570 0 6,519 13,570 0.62 0.183 2,528
TW 1 4 38,076 0 39,979 38,076 0.77 0.100 9,125