trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -3,627,388 19,070,692 -5,838,853 1,208,656 341 250,700,278 0.076

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0 -11,349,040 11,349,040 -11,283,577 636,603
1.0 7,721,652 7,721,652 5,444,724 572,053

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 36 61,174 -287,459 -176,673 1,248,763 0.39 0.122 45,501
CN 146 -3,306,698 -5,184,471 -5,192,106 10,337,474 1.58 0.098 700,647
HK 13 103,885 -288,517 257,099 680,919 1.62 0.137 112,512
ID 1 546 0 119 546 0.22 0.136 74
JP 122 -702,523 -1,502,839 -822,037 5,529,124 0.52 0.086 221,283
NZ 1 -16,401 -16,401 538 16,401 -0.03 0.154 2,520
SG 3 93,550 0 33,273 93,550 0.37 0.069 -6,897
TH 16 170,343 -466,388 79,842 1,132,651 0.14 0.102 127,277
TW 3 -31,264 -31,264 -18,909 31,264 0.67 0.183 5,740

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0 18 -593,795 -287,459 -253,877 593,795 0.54 -0.148 71,253
1.0 18 654,968 0 77,204 654,968 0.24 -0.073 -25,753
CN -1.0 97 -6,822,086 -5,184,471 -9,021,172 6,822,086 1.60 -0.004 173,144
1.0 49 3,515,388 0 3,829,066 3,515,388 1.54 0.099 527,503
HK -1.0 4 -288,517 -288,517 -207,772 288,517 1.69 -0.087 29,687
1.0 9 392,402 0 464,871 392,402 1.58 0.160 82,825
ID 1.0 1 546 0 119 546 0.22 0.136 74
JP -1.0 69 -3,115,823 -1,502,839 -1,757,782 3,115,823 0.56 -0.086 279,719
1.0 53 2,413,300 0 935,745 2,413,300 0.47 -0.057 -58,435
NZ -1.0 1 -16,401 -16,401 538 16,401 -0.03 -0.154 2,520
SG 1.0 3 93,550 0 33,273 93,550 0.37 -0.069 -6,897
TH -1.0 6 -481,154 -466,388 -24,604 481,154 0.08 -0.123 74,540
1.0 10 651,497 0 104,445 651,497 0.18 -0.011 52,736
TW -1.0 3 -31,264 -31,264 -18,909 31,264 0.67 -0.183 5,740