trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 109,170 10,597,491 -2,753,466 957,577 227 213,641,453 0.050

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -5,244,160 5,244,160 -7,550,045 293,062
1.0 5,353,331 5,353,331 4,796,579 664,515

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 -42,955 -279,725 -54,873 648,583 0.37 0.086 45,152
CN 138 327,644 -2,797,046 -2,241,434 7,801,828 1.50 0.094 740,729
HK 38 -585,196 -851,178 -631,875 1,131,476 1.57 0.053 54,892
IN 13 353,734 0 140,975 866,634 0.28 0.128 90,626
MY 1 -15,070 0 -1,040 15,070 0.07 0.012 174
NZ 1 -12,580 -12,580 475 12,580 -0.04 0.150 1,883
SG 2 19,981 0 6,664 19,981 0.32 0.074 805
TW 2 63,612 -18,864 27,641 101,340 0.51 0.224 23,318

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 20 -345,769 -279,725 -97,515 345,769 0.37 -0.106 32,046
1.0 12 302,814 0 42,642 302,814 0.37 0.007 13,106
CN -1.0 70 -3,737,092 -2,797,046 -6,349,879 3,737,092 1.58 -0.040 255,556
1.0 68 4,064,736 0 4,108,445 4,064,736 1.42 0.098 485,172
HK -1.0 33 -858,336 -851,178 -1,053,311 858,336 1.57 -0.000 4,520
1.0 5 273,140 0 421,435 273,140 1.52 0.173 50,371
IN -1.0 1 -256,450 0 -38,324 256,450 0.15 0.020 -5,184
1.0 12 610,184 0 179,299 610,184 0.30 0.137 95,810
MY -1.0 1 -15,070 0 -1,040 15,070 0.07 -0.012 174
NZ -1.0 1 -12,580 -12,580 475 12,580 -0.04 -0.150 1,883
SG 1.0 2 19,981 0 6,664 19,981 0.32 -0.024 805
TW -1.0 1 -18,864 -18,864 -10,451 18,864 0.55 -0.216 4,067
1.0 1 82,476 0 38,092 82,476 0.46 0.233 19,251