trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 23,109 2,692,608 1,817 11,167 185 46,587,001 0.058

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,334,749 1,334,749 -1,307,998 86,642
1 1,357,859 1,357,859 1,309,815 -75,475

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 -6,617 -102,046 28,307 198,167 0.61 0.103 4,180
CN 55 94,066 -730,689 25,845 1,845,139 1.15 0.075 -36,062
HK 14 19,703 -54,090 -17,355 180,248 1.23 0.124 14,726
JP 69 -70,712 -141,929 -30,784 385,642 0.68 0.074 19,833
KR 9 -9 -14,076 1,108 28,144 0.41 0.223 5,432
MY 1 -7,796 0 -1,468 7,796 0.19 0.039 301
NZ 1 -1,843 -1,843 -1,078 1,843 0.58 0.085 157
PH 1 -247 0 -50 247 0.20 0.015 4
SG 2 -7,022 -13,873 -7,919 20,724 0.41 0.067 1,316
TH 6 3,585 0 5,211 24,659 0.45 0.146 1,281

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 15 -102,392 -102,046 -30,345 102,392 0.38 -0.136 14,563
1 12 95,775 0 58,652 95,775 0.89 -0.045 -10,384
CN -1 33 -875,537 -730,689 -999,954 875,537 1.10 -0.019 49,466
1 22 969,602 0 1,025,799 969,602 1.23 -0.066 -85,528
HK -1 9 -80,272 -54,090 -101,939 80,272 1.09 -0.031 3,912
1 5 99,975 0 84,584 99,975 1.56 0.196 10,814
JP -1 34 -228,177 -141,929 -155,312 228,177 0.61 -0.075 15,141
1 35 157,465 0 124,528 157,465 0.74 0.010 4,692
KR -1 6 -14,076 -14,076 -6,641 14,076 0.38 -0.231 2,581
1 3 14,067 0 7,750 14,067 0.46 0.207 2,851
MY -1 1 -7,796 0 -1,468 7,796 0.19 -0.039 301
NZ -1 1 -1,843 -1,843 -1,078 1,843 0.58 -0.085 157
PH -1 1 -247 0 -50 247 0.20 -0.015 4
SG -1 1 -13,873 -13,873 -9,069 13,873 0.65 -0.108 1,493
1 1 6,851 0 1,150 6,851 0.17 -0.026 -177
TH -1 2 -10,537 0 -2,142 10,537 0.19 0.103 -976
1 4 14,122 0 7,352 14,122 0.58 0.168 2,257