trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -149,248 1,916,830 -324,703 114,770 241 41,684,471 0.046

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,033,039 1,033,039 -1,388,121 142,214
1 883,791 883,791 1,063,419 -27,444

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 -3,263 -30,566 5,310 57,870 0.78 0.100 2,110
CN 58 -140,814 -455,526 -212,851 863,403 1.61 0.209 45,814
HK 16 -117,436 -55,171 -127,525 126,629 1.02 0.110 5,396
JP 101 -23,751 -159,459 -186,071 579,555 0.70 0.081 8,382
KR 25 1,405 -60,222 2,695 127,212 1.49 0.209 24,508
MY 1 -45 0 -8 45 0.18 0.006 -0
NZ 1 -3,626 -3,626 -900 3,626 0.25 0.060 216
SG 1 3,868 0 3,957 3,868 1.02 0.050 -195
TH 4 -10,105 0 -4,104 10,105 0.30 0.123 -1,134
TW 9 144,518 0 194,795 144,518 1.29 0.218 29,672

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -30,566 -30,566 -9,199 30,566 0.96 -0.131 3,758
1 14 27,304 0 14,509 27,304 0.63 -0.031 -1,648
CN -1 34 -502,109 -455,526 -823,127 502,109 1.65 -0.221 112,356
1 24 361,294 0 610,276 361,294 1.56 -0.161 -66,542
HK -1 14 -122,032 -55,171 -130,676 122,032 1.07 -0.010 5,749
1 2 4,596 0 3,151 4,596 0.65 -0.098 -353
JP -1 46 -301,653 -159,459 -310,590 301,653 1.02 -0.035 12,431
1 55 277,902 0 124,519 277,902 0.43 -0.016 -4,049
KR -1 14 -62,903 -60,222 -109,518 62,903 1.54 -0.117 8,839
1 11 64,308 0 112,213 64,308 1.43 0.259 15,669
MY -1 1 -45 0 -8 45 0.18 0.006 -0
NZ -1 1 -3,626 -3,626 -900 3,626 0.25 -0.060 216
SG 1 1 3,868 0 3,957 3,868 1.02 -0.050 -195
TH -1 4 -10,105 0 -4,104 10,105 0.30 0.123 -1,134
TW 1 9 144,518 0 194,795 144,518 1.29 0.218 29,672