trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,692,103 3,900,147 -1,767,101 116,994 182 54,729,093 0.071

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,796,125 2,796,125 -2,985,445 158,861
1 1,104,022 1,104,022 1,218,345 -41,866

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 26 -20,398 -58,980 21,282 141,989 0.85 0.101 -7,154
CN 66 -1,140,059 -1,413,960 -1,025,896 2,422,469 1.27 0.111 155,543
HK 11 -611,825 -710,990 -898,247 896,006 1.23 0.104 -41,379
JP 67 72,740 -70,553 117,295 405,143 0.79 0.078 7,595
MY 1 -1,830 0 -1,068 1,830 0.58 0.169 -309
NZ 1 -3,320 -3,320 -891 3,320 0.27 0.096 320
SG 2 -1,761 -1,761 -1,224 1,761 0.70 0.133 195
TH 5 -3,745 0 -480 9,533 0.67 0.198 -894
TW 3 18,095 0 22,129 18,095 1.27 0.170 3,078

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 20 -81,194 -58,980 -48,186 81,194 0.83 -0.076 4,222
1 6 60,795 0 69,468 60,795 0.93 -0.036 -11,376
CN -1 35 -1,781,264 -1,413,960 -1,856,567 1,781,264 1.30 -0.100 205,787
1 31 641,205 0 830,672 641,205 1.23 -0.033 -50,244
HK -1 5 -753,915 -710,990 -956,720 753,915 1.22 0.055 -54,297
1 6 142,091 0 58,473 142,091 1.24 0.096 12,918
JP -1 32 -166,201 -70,553 -117,867 166,201 0.74 -0.032 4,412
1 35 238,941 0 235,162 238,941 0.84 0.003 3,183
MY -1 1 -1,830 0 -1,068 1,830 0.58 0.169 -309
NZ -1 1 -3,320 -3,320 -891 3,320 0.27 -0.096 320
SG -1 2 -1,761 -1,761 -1,224 1,761 0.70 -0.133 195
TH -1 2 -6,639 0 -2,922 6,639 0.54 0.215 -1,468
1 3 2,894 0 2,442 2,894 0.75 0.187 575
TW 1 3 18,095 0 22,129 18,095 1.27 0.170 3,078