trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -684,695 3,690,033 -785,693 -24,031 209 50,083,626 0.074

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,187,364 2,187,364 -2,451,091 43,024
1 1,502,669 1,502,669 1,665,397 -67,054

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 9,465 -41,175 -5,084 117,009 0.61 0.090 -2,291
CN 59 -140,568 -972,591 74,894 2,158,794 1.18 0.092 31,896
HK 21 -495,273 -710,329 -746,063 941,167 1.05 0.104 -67,472
ID 11 67,248 0 24,353 67,248 0.38 0.214 14,480
JP 77 -70,021 -92,072 -65,312 340,543 0.63 0.064 5,405
KR 2 1,898 0 -968 4,739 0.48 0.181 550
NZ 1 -260 -260 -72 260 0.27 0.055 14
SG 1 288 0 239 288 0.83 0.110 -32
TH 6 -15,151 0 -9,022 17,665 0.32 0.202 -3,426
TW 2 -42,320 -2,529 -58,658 42,320 1.07 0.047 -3,156

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 14 -53,772 -41,175 -41,219 53,772 0.74 -0.082 3,493
1 15 63,237 0 36,136 63,237 0.49 -0.076 -5,784
CN -1 33 -1,149,681 -972,591 -1,267,118 1,149,681 1.13 -0.052 119,478
1 26 1,009,113 0 1,342,012 1,009,113 1.23 -0.045 -87,582
HK -1 12 -718,220 -710,329 -926,482 718,220 0.90 0.033 -77,671
1 9 222,947 0 180,419 222,947 1.27 0.149 10,199
ID 1 11 67,248 0 24,353 67,248 0.38 0.214 14,480
JP -1 46 -205,282 -92,072 -146,654 205,282 0.65 -0.024 4,722
1 31 135,261 0 81,342 135,261 0.60 0.008 684
KR -1 1 -1,420 0 -1,253 1,420 0.88 0.137 -195
1 1 3,319 0 285 3,319 0.09 0.224 745
NZ -1 1 -260 -260 -72 260 0.27 -0.055 14
SG 1 1 288 0 239 288 0.83 -0.110 -32
TH -1 4 -16,408 0 -9,634 16,408 0.28 0.200 -3,663
1 2 1,257 0 612 1,257 0.42 0.207 237
TW -1 2 -42,320 -2,529 -58,658 42,320 1.07 0.047 -3,156