trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,112,329 9,418,711 -1,764,879 303,310 358 200,813,242 0.047

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -5,265,520 5,265,520 -5,245,738 241,348
1.0 4,153,191 4,153,191 3,480,859 61,962

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 51,672 -351,175 58,377 853,254 0.43 0.121 4,222
CN 161 -857,502 -1,266,425 -1,219,208 3,991,593 1.62 0.084 103,424
HK 9 -88,678 -52,330 -197,558 213,576 1.40 0.117 1,197
ID 1 4,621 0 -946 4,621 -0.20 0.095 437
JP 118 -87,700 -931,369 -301,232 3,518,858 0.57 0.075 155,808
MY 1 -926 0 -482 926 0.52 0.060 56
SG 2 67,144 -5,992 12,102 79,128 0.46 0.065 -606
TH 14 -226,719 -255,893 -34,837 310,847 0.26 0.106 39,580
TW 20 25,759 -180,968 -81,093 445,907 0.50 0.143 -808

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 25 -400,791 -351,175 -62,923 400,791 0.38 -0.125 54,040
1.0 7 452,463 0 121,300 452,463 0.58 -0.092 -49,818
CN -1.0 113 -2,424,548 -1,266,425 -3,592,264 2,424,548 1.70 -0.009 -7,263
1.0 48 1,567,046 0 2,373,056 1,567,046 1.42 0.088 110,687
HK -1.0 6 -151,127 -52,330 -244,621 151,127 1.59 -0.062 -1,073
1.0 3 62,449 0 47,063 62,449 1.04 -0.044 2,270
ID 1.0 1 4,621 0 -946 4,621 -0.20 0.095 437
JP -1.0 67 -1,803,279 -931,369 -1,185,957 1,803,279 0.64 -0.074 121,343
1.0 51 1,715,579 0 884,724 1,715,579 0.48 -0.007 34,465
MY -1.0 1 -926 0 -482 926 0.52 -0.060 56
SG -1.0 1 -5,992 -5,992 -4,134 5,992 0.69 -0.112 671
1.0 1 73,136 0 16,236 73,136 0.22 -0.017 -1,277
TH -1.0 13 -268,783 -255,893 -38,879 268,783 0.27 -0.106 41,132
1.0 1 42,064 0 4,041 42,064 0.10 -0.037 -1,552
TW -1.0 19 -210,074 -180,968 -116,477 210,074 0.52 -0.143 32,443
1.0 1 235,833 0 35,385 235,833 0.15 -0.141 -33,250