trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 67,950 8,940,960 636,800 651,871 180 251,034,306 0.036

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,436,505 4,436,505 -3,531,106 310,674
1 4,504,455 4,504,455 4,167,906 341,196

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 34 109,642 -1,054,640 166,231 2,221,893 0.37 0.102 139,164
CN 103 -286,646 -1,760,854 306,228 5,220,400 1.54 0.093 349,407
HK 8 138,617 0 253,145 140,404 1.86 0.083 14,019
ID 5 303,847 0 -8,598 303,847 0.04 0.121 42,401
IN 5 279,745 0 21,414 545,781 0.17 0.161 42,619
NZ 1 -9,497 -9,497 240 9,497 -0.03 0.182 1,733
SG 3 -98,189 -54,710 -20,648 98,189 0.22 0.161 14,907
TH 16 -347,227 -319,998 -73,837 370,173 0.15 0.127 44,887
TW 5 -22,344 -16,301 -7,376 30,776 0.28 0.157 2,735

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 9 -1,056,125 -1,054,640 -82,817 1,056,125 0.23 -0.136 154,084
1 25 1,165,768 0 249,048 1,165,768 0.42 -0.081 -14,921
CN -1 48 -2,753,523 -1,760,854 -3,329,625 2,753,523 1.54 0.026 109,354
1 55 2,466,877 0 3,635,853 2,466,877 1.55 0.066 240,054
HK -1 1 -893 0 -471 893 0.53 0.111 -99
1 7 139,511 0 253,617 139,511 2.05 0.076 14,118
ID 1 5 303,847 0 -8,598 303,847 0.04 0.121 42,401
IN -1 2 -133,018 0 -11,583 133,018 0.13 0.191 -18,742
1 3 412,763 0 32,997 412,763 0.20 0.140 61,361
NZ -1 1 -9,497 -9,497 240 9,497 -0.03 -0.182 1,733
SG -1 3 -98,189 -54,710 -20,648 98,189 0.22 -0.161 14,907
TH -1 14 -358,700 -319,998 -77,908 358,700 0.14 -0.124 45,961
1 2 11,473 0 4,071 11,473 0.25 -0.111 -1,074
TW -1 4 -26,560 -16,301 -8,295 26,560 0.30 -0.152 3,477
1 1 4,216 0 918 4,216 0.22 -0.176 -742