trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -472,179 2,789,133 -307,938 54,003 206 46,427,755 0.060

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,630,656 1,630,656 -1,687,982 128,724
1 1,158,477 1,158,477 1,380,043 -74,721

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 29 9,087 -32,698 -17,804 99,297 0.71 0.109 -1,172
CN 49 -427,301 -841,748 -186,485 2,075,591 1.13 0.066 24,030
HK 13 60,961 -24,482 34,494 126,315 1.37 0.123 10,276
JP 80 -82,971 -164,221 -98,674 395,701 0.80 0.091 11,633
KR 19 -34,272 -42,724 -38,040 51,176 0.85 0.156 7,599
MY 3 -1,696 0 -311 1,696 0.32 0.047 -21
NZ 1 1,348 0 371 1,348 0.27 0.056 -75
SG 2 958 0 780 958 0.96 0.008 6
TH 5 -17,672 0 -15,034 17,672 0.64 0.105 -1,572
TW 5 19,379 0 12,766 19,379 0.68 0.163 3,300

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -45,105 -32,698 -39,868 45,105 0.77 -0.102 5,064
1 10 54,192 0 22,064 54,192 0.60 -0.108 -6,236
CN -1 33 -1,251,446 -841,748 -1,331,870 1,251,446 1.06 -0.010 108,323
1 16 824,145 0 1,145,385 824,145 1.28 -0.071 -84,294
HK -1 8 -32,677 -24,482 -52,401 32,677 1.35 0.010 -566
1 5 93,638 0 86,895 93,638 1.42 0.198 10,842
JP -1 46 -239,336 -164,221 -207,107 239,336 0.88 -0.059 11,214
1 34 156,365 0 108,432 156,365 0.69 -0.018 419
KR -1 16 -42,724 -42,724 -41,391 42,724 0.95 -0.150 6,282
1 3 8,452 0 3,351 8,452 0.29 0.187 1,317
MY -1 3 -1,696 0 -311 1,696 0.32 0.030 -21
NZ 1 1 1,348 0 371 1,348 0.27 -0.056 -75
SG 1 2 958 0 780 958 0.96 -0.000 6
TH -1 5 -17,672 0 -15,034 17,672 0.64 0.105 -1,572
TW 1 5 19,379 0 12,766 19,379 0.68 0.163 3,300