trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,135,082 5,586,911 -1,012,595 55,397 248 53,980,799 0.103

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,360,997 3,360,997 -3,573,845 129,273
1 2,225,914 2,225,914 2,561,251 -73,877

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 30 32,410 -4,282 30,133 88,753 0.68 0.086 -2,389
CN 85 -767,301 -1,846,339 -400,025 3,826,609 1.22 0.099 71,999
HK 23 -436,836 -663,934 -639,055 949,067 1.15 0.126 -39,054
ID 6 29,274 0 8,634 29,274 0.36 0.172 4,756
JP 96 739 -169,810 -11,565 675,388 0.72 0.064 19,483
MY 1 -962 0 -562 962 0.58 0.135 -130
NZ 1 6,610 0 1,774 6,610 0.27 0.087 -578
SG 3 -2,319 -2,319 -1,706 2,319 0.92 0.058 242
TH 3 3,303 0 -223 7,928 0.34 0.220 1,069

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 9 -28,172 -4,282 -11,040 28,172 0.52 -0.081 -427
1 21 60,581 0 41,172 60,581 0.75 -0.065 -1,962
CN -1 50 -2,296,955 -1,846,339 -2,448,123 2,296,955 1.18 -0.055 196,746
1 35 1,529,654 0 2,048,098 1,529,654 1.28 -0.047 -124,747
HK -1 14 -692,952 -663,934 -861,920 692,952 1.12 0.046 -79,516
1 9 256,115 0 222,865 256,115 1.21 0.205 40,461
ID 1 6 29,274 0 8,634 29,274 0.36 0.172 4,756
JP -1 43 -337,324 -169,810 -249,162 337,324 0.77 -0.034 12,740
1 53 338,064 0 237,596 338,064 0.68 -0.007 6,743
MY -1 1 -962 0 -562 962 0.58 0.135 -130
NZ 1 1 6,610 0 1,774 6,610 0.27 -0.087 -578
SG -1 3 -2,319 -2,319 -1,706 2,319 0.92 -0.058 242
TH -1 1 -2,313 0 -1,333 2,313 0.58 0.165 -382
1 2 5,616 0 1,110 5,616 0.22 0.248 1,451