trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -560,710 3,231,474 -656,440 -14,232 206 50,147,993 0.064

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,896,092 1,896,092 -2,117,300 21,589
1 1,335,382 1,335,382 1,460,860 -35,821

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 23 2,888 -8,528 1,656 38,154 0.77 0.089 51
CN 67 -136,574 -954,005 71,239 1,842,499 1.22 0.084 15,808
HK 25 -432,832 -651,056 -700,544 909,822 1.09 0.147 -51,695
JP 82 -10,170 -120,910 -31,996 405,515 0.67 0.067 19,144
KR 1 2,264 0 164 2,264 0.07 0.234 531
MY 1 1,068 0 330 1,068 0.31 0.221 236
NZ 1 7,816 0 3,348 7,816 0.43 0.141 -1,106
SG 4 -4,276 -9,752 -3,062 15,229 0.55 0.094 435
TH 2 9,106 0 2,424 9,106 0.31 0.248 2,364

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 13 -17,633 -8,528 -12,303 17,633 0.66 -0.078 1,250
1 10 20,521 0 13,960 20,521 0.92 -0.079 -1,199
CN -1 38 -989,537 -954,005 -1,113,077 989,537 1.22 -0.058 92,449
1 29 852,962 0 1,184,317 852,962 1.21 -0.027 -76,641
HK -1 10 -671,327 -651,056 -848,592 671,327 1.21 0.062 -84,498
1 15 238,495 0 148,048 238,495 1.00 0.190 32,804
JP -1 47 -207,842 -120,910 -136,635 207,842 0.69 -0.052 11,115
1 35 197,672 0 104,639 197,672 0.65 0.027 8,029
KR 1 1 2,264 0 164 2,264 0.07 0.234 531
MY 1 1 1,068 0 330 1,068 0.31 0.221 236
NZ 1 1 7,816 0 3,348 7,816 0.43 -0.141 -1,106
SG -1 1 -9,752 -9,752 -6,693 9,752 0.69 -0.131 1,273
1 3 5,476 0 3,632 5,476 0.50 -0.071 -839
TH 1 2 9,106 0 2,424 9,106 0.31 0.248 2,364