trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,018,873 4,568,359 -729,659 10,512 227 54,067,494 0.084

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,793,616 2,793,616 -2,877,506 88,918
1 1,774,743 1,774,743 2,147,847 -78,406

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 22 18,075 -12,870 15,763 70,203 0.71 0.071 -282
CN 67 -560,280 -1,311,718 104,727 2,799,095 1.29 0.112 32,120
HK 17 -534,192 -695,340 -791,332 888,244 1.12 0.125 -46,095
ID 1 1,621 0 416 1,621 0.26 0.143 232
JP 113 19,033 -155,455 -70,467 767,196 0.82 0.067 19,569
MY 1 -367 0 -214 367 0.58 0.136 -50
NZ 1 1,910 0 818 1,910 0.43 0.094 -180
SG 1 -1,149 -1,149 -826 1,149 0.72 0.171 196
TH 2 -112 0 -548 1,986 0.32 0.228 120
TW 2 36,588 0 12,004 36,588 0.62 0.109 4,881

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 8 -26,064 -12,870 -11,218 26,064 0.59 -0.080 1,481
1 14 44,139 0 26,981 44,139 0.78 -0.032 -1,762
CN -1 41 -1,679,688 -1,311,718 -1,600,678 1,679,688 1.17 -0.064 152,505
1 26 1,119,408 0 1,705,406 1,119,408 1.48 -0.091 -120,385
HK -1 9 -711,218 -695,340 -895,396 711,218 1.12 0.047 -66,377
1 8 177,026 0 104,064 177,026 1.12 0.143 20,282
ID 1 1 1,621 0 416 1,621 0.26 0.143 232
JP -1 66 -374,081 -155,455 -368,569 374,081 0.89 -0.020 1,325
1 47 393,115 0 298,102 393,115 0.72 0.007 18,244
MY -1 1 -367 0 -214 367 0.58 0.136 -50
NZ 1 1 1,910 0 818 1,910 0.43 -0.094 -180
SG -1 1 -1,149 -1,149 -826 1,149 0.72 -0.171 196
TH -1 1 -1,049 0 -605 1,049 0.58 0.154 -162
1 1 937 0 57 937 0.06 0.301 282
TW 1 2 36,588 0 12,004 36,588 0.62 0.109 4,881