trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -699,658 5,105,234 -766,099 77,904 244 53,888,034 0.095

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,902,446 2,902,446 -3,044,628 120,169
1 2,202,788 2,202,788 2,278,529 -42,266

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 -33,185 -62,144 -14,037 102,924 0.72 0.072 10,045
CN 74 -220,699 -1,456,363 -52,282 3,367,373 1.21 0.102 76,119
HK 20 -516,863 -701,773 -722,742 961,574 1.05 0.105 -40,268
ID 3 6,386 0 1,723 6,386 0.37 0.165 922
JP 113 76,730 -209,873 29,689 654,015 0.75 0.067 31,739
MY 1 -6,305 0 -3,681 6,305 0.58 0.145 -915
NZ 1 -188 -188 -50 188 0.27 0.065 12
SG 2 -4,663 -4,663 -4,086 4,663 0.81 0.082 314
TH 3 -872 0 -634 1,807 0.24 0.200 -67

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 18 -68,054 -62,144 -30,678 68,054 0.76 -0.072 8,490
1 9 34,869 0 16,642 34,869 0.64 -0.003 1,556
CN -1 41 -1,794,036 -1,456,363 -1,872,743 1,794,036 1.10 -0.064 172,625
1 33 1,573,337 0 1,820,462 1,573,337 1.35 -0.039 -96,506
HK -1 14 -739,218 -701,773 -907,779 739,218 0.96 0.022 -69,266
1 6 222,355 0 185,038 222,355 1.29 0.172 28,999
ID 1 3 6,386 0 1,723 6,386 0.37 0.165 922
JP -1 59 -288,643 -209,873 -224,947 288,643 0.79 -0.039 9,113
1 54 365,373 0 254,636 365,373 0.71 0.040 22,626
MY -1 1 -6,305 0 -3,681 6,305 0.58 0.145 -915
NZ -1 1 -188 -188 -50 188 0.27 -0.065 12
SG -1 2 -4,663 -4,663 -4,086 4,663 0.81 -0.082 314
TH -1 2 -1,339 0 -662 1,339 0.32 0.153 -204
1 1 468 0 28 468 0.06 0.293 137