trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -5,300,628 22,757,111 -8,635,267 2,025,038 389 400,415,093 0.057

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -14,028,870 14,028,870 -14,782,634 1,396,038
1 8,728,241 8,728,241 6,147,366 629,000

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 47 218,522 -1,201,642 811,111 4,675,373 0.48 0.073 266,863
CN 152 -6,260,045 -7,355,233 -8,828,069 8,956,245 1.41 0.128 1,194,459
HK 17 -28,608 -471,905 -270,697 920,515 1.54 0.145 77,823
ID 1 15,956 0 1,807 15,956 0.11 0.226 3,607
JP 136 -605,787 -1,079,027 -616,873 5,832,733 0.76 0.057 182,218
KR 11 -139,007 -139,007 -123,394 139,007 0.71 0.212 33,853
SG 4 152,298 0 104,992 152,298 0.60 0.101 11,954
TH 19 1,312,899 0 249,108 1,919,719 0.39 0.108 247,396
TW 2 33,143 -56,061 36,748 145,266 0.87 0.041 6,865

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 26 -2,228,425 -1,201,642 -487,531 2,228,425 0.40 -0.063 196,294
1 21 2,446,947 0 1,298,642 2,446,947 0.56 0.005 70,570
CN -1 105 -7,608,145 -7,355,233 -10,641,047 7,608,145 1.49 -0.123 1,205,279
1 47 1,348,100 0 1,812,978 1,348,100 1.22 0.057 -10,820
HK -1 5 -474,561 -471,905 -724,806 474,561 2.25 -0.021 17,898
1 12 445,954 0 454,109 445,954 1.25 0.164 59,924
ID 1 1 15,956 0 1,807 15,956 0.11 0.226 3,607
JP -1 67 -3,219,260 -1,079,027 -2,627,318 3,219,260 0.77 -0.014 -32,817
1 69 2,613,473 0 2,010,445 2,613,473 0.75 0.034 215,035
KR -1 11 -139,007 -139,007 -123,394 139,007 0.71 -0.212 33,853
SG 1 4 152,298 0 104,992 152,298 0.60 0.097 11,954
TH -1 2 -303,410 0 -133,068 303,410 0.52 0.068 -25,188
1 17 1,616,309 0 382,176 1,616,309 0.38 0.113 272,583
TW -1 1 -56,061 -56,061 -45,470 56,061 0.81 -0.013 719
1 1 89,204 0 82,218 89,204 0.92 0.069 6,146