trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -536,676 2,229,780 -447,793 67,657 177 41,941,940 0.053

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,383,228 1,383,228 -1,412,147 111,648
1 846,552 846,552 964,354 -43,991

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 54 -435,307 -633,421 -455,353 1,508,900 1.30 0.135 47,759
HK 10 35,577 -3,845 70,269 94,659 1.20 0.093 8,068
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 27 -972,104 -633,421 -1,083,361 972,104 1.38 -0.121 115,149
1 27 536,797 0 628,007 536,797 1.22 -0.096 -67,390
HK -1 5 -29,541 -3,845 -27,625 29,541 1.15 0.031 -2,033
1 5 65,118 0 97,894 65,118 1.25 0.072 10,101
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