trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,937,378 4,107,697 -2,086,188 123,750 189 54,877,236 0.075

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,022,537 3,022,537 -3,190,995 153,791
1 1,085,160 1,085,160 1,104,807 -30,041

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 23 -23,239 -10,710 -12,051 45,727 0.84 0.077 92
CN 62 -1,256,403 -1,557,965 -1,236,781 2,537,322 1.25 0.129 138,281
HK 14 -544,029 -718,088 -786,699 944,154 1.17 0.099 -26,360
ID 2 441 0 276 2,524 0.31 0.160 200
JP 76 -160,352 -115,007 -124,359 505,821 0.83 0.074 1,771
MY 1 -1,086 0 -634 1,086 0.58 0.180 -195
NZ 2 -2,846 -2,846 -950 2,846 0.35 0.112 310
SG 1 -914 -914 -657 914 0.72 0.185 169
TH 4 6,781 0 10,251 23,033 0.75 0.209 1,127
TW 4 44,269 0 65,416 44,269 1.46 0.187 8,354

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -34,483 -10,710 -17,838 34,483 0.73 -0.043 -451
1 10 11,244 0 5,786 11,244 1.00 -0.020 544
CN -1 32 -1,896,863 -1,557,965 -1,953,001 1,896,863 1.31 -0.112 205,053
1 30 640,460 0 716,220 640,460 1.18 -0.088 -66,772
HK -1 7 -744,092 -718,088 -936,833 744,092 1.19 0.049 -49,794
1 7 200,063 0 150,134 200,063 1.16 0.090 23,434
ID -1 1 -1,042 0 -267 1,042 0.26 0.108 -113
1 1 1,483 0 543 1,483 0.37 0.211 313
JP -1 41 -333,086 -115,007 -276,563 333,086 0.81 -0.018 556
1 35 172,735 0 152,204 172,735 0.85 -0.000 1,215
MY -1 1 -1,086 0 -634 1,086 0.58 0.180 -195
NZ -1 2 -2,846 -2,846 -950 2,846 0.35 -0.112 310
SG -1 1 -914 -914 -657 914 0.72 -0.185 169
TH -1 2 -8,126 0 -4,252 8,126 0.54 0.214 -1,744
1 2 14,907 0 14,503 14,907 0.97 0.203 2,871
TW 1 4 44,269 0 65,416 44,269 1.46 0.187 8,354