trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 319,116 22,622,690 1,303,062 1,344,286 417 248,729,148 0.091

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -11,151,787 11,151,787 -12,218,121 368,075
1 11,470,903 11,470,903 13,521,183 976,211

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 19 25,029 -23,789 -6,358 508,278 0.39 0.109 711
CN 216 1,291,244 -3,917,079 1,675,204 12,961,513 1.55 0.108 1,392,248
HK 9 -38,523 -10,736 -4,037 250,455 1.51 0.098 -4,522
ID 2 15,987 0 -1,095 15,987 -0.01 0.101 1,758
IN 8 -494,431 0 -111,293 749,997 0.21 0.101 -45,106
JP 131 95,909 -499,152 -19,242 6,705,606 0.52 0.067 -121,276
MY 1 -10,191 0 -1,043 10,191 0.10 0.059 599
SG 8 -378,003 -286,553 -124,993 378,003 0.36 0.092 37,453
TH 16 10,520 -381,159 3,048 772,839 0.18 0.123 68,554
TW 7 -198,425 -149,737 -107,129 269,820 0.47 0.185 13,867

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 6 -241,624 -23,789 -53,370 241,624 0.60 -0.096 12,227
1 13 266,653 0 47,012 266,653 0.30 -0.104 -11,516
CN -1 91 -5,835,135 -3,917,079 -9,491,830 5,835,135 1.81 -0.048 282,108
1 125 7,126,379 0 11,167,034 7,126,379 1.36 0.132 1,110,140
HK -1 4 -144,489 -10,736 -111,346 144,489 1.29 0.003 -6,338
1 5 105,966 0 107,309 105,966 1.68 0.070 1,816
ID 1 2 15,987 0 -1,095 15,987 -0.01 0.101 1,758
IN -1 6 -622,214 0 -119,970 622,214 0.25 0.062 -68,716
1 2 127,783 0 8,677 127,783 0.08 0.165 23,610
JP -1 61 -3,304,848 -499,152 -2,152,093 3,304,848 0.52 -0.047 13,841
1 70 3,400,757 0 2,132,852 3,400,757 0.53 -0.037 -135,117
MY -1 1 -10,191 0 -1,043 10,191 0.10 -0.059 599
SG -1 8 -378,003 -286,553 -124,993 378,003 0.36 -0.092 37,453
TH -1 6 -381,159 -381,159 -49,832 381,159 0.14 -0.165 75,003
1 10 391,680 0 52,880 391,680 0.20 -0.052 -6,450
TW -1 6 -234,123 -149,737 -113,643 234,123 0.51 -0.163 21,897
1 1 35,698 0 6,514 35,698 0.18 -0.225 -8,030