trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -431,342 28,609,085 -1,716,027 2,133,986 461 349,590,425 0.082

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -14,520,214 14,520,214 -11,430,993 1,387,704
1 14,088,871 14,088,871 9,714,965 746,282

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
CN 166 -694,720 -4,349,231 -37,448 10,888,045 1.52 0.091 849,543
HK 24 758,112 -614,164 754,279 2,178,194 1.26 0.112 45,699
ID 1 221,762 0 -20,608 221,762 -0.09 0.177 39,359
IN 5 22,384 0 12,704 527,979 0.13 0.058 6,946
JP 202 -263,530 -3,938,926 -1,987,589 10,831,518 0.53 0.084 633,035
KR 27 -1,035,848 -1,155,446 -613,713 1,275,043 0.53 0.279 313,496
SG 6 -69,937 -69,937 -33,898 69,937 0.41 0.123 9,193
TH 17 -309,568 -519,474 -36,546 1,484,152 0.18 0.088 131,618
TW 13 940,003 -96,226 246,793 1,132,455 0.39 0.113 105,097

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
CN -1 97 -5,791,382 -4,349,231 -6,160,604 5,791,382 1.59 -0.017 242,367
1 69 5,096,662 0 6,123,156 5,096,662 1.43 0.103 607,176
HK -1 13 -710,041 -614,164 -628,376 710,041 1.24 -0.031 29,054
1 11 1,468,153 0 1,382,655 1,468,153 1.29 0.134 16,645
ID 1 1 221,762 0 -20,608 221,762 -0.09 0.177 39,359
IN -1 2 -252,798 0 -16,106 252,798 0.11 0.040 -14,301
1 3 275,182 0 28,809 275,182 0.15 0.070 21,247
JP -1 117 -5,547,524 -3,938,926 -3,791,130 5,547,524 0.63 -0.116 672,714
1 85 5,283,994 0 1,803,541 5,283,994 0.40 -0.022 -39,680
KR -1 26 -1,155,446 -1,155,446 -695,783 1,155,446 0.53 -0.283 334,655
1 1 119,598 0 82,070 119,598 0.69 -0.177 -21,158
SG -1 6 -69,937 -69,937 -33,898 69,937 0.41 -0.123 9,193
TH -1 9 -896,860 -519,474 -38,278 896,860 0.16 -0.127 91,994
1 8 587,292 0 1,731 587,292 0.21 0.014 39,624
TW -1 4 -96,226 -96,226 -66,819 96,226 0.72 -0.221 22,029
1 9 1,036,229 0 313,612 1,036,229 0.24 0.051 83,068