trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 194,402 24,094,977 -584,847 462,946 407 399,672,855 0.060

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -11,950,287 11,950,287 -10,667,043 398,956
1 12,144,690 12,144,690 10,082,195 63,990

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 186,382 -530,500 31,851 1,431,307 0.46 0.101 14,442
CN 123 -549,182 -2,828,202 -336,439 9,615,822 1.37 0.111 516,408
HK 22 -1,264,016 -599,206 -1,365,613 2,131,053 1.26 0.122 -27,024
ID 1 -15,788 0 -4,576 15,788 0.29 0.048 -763
JP 165 -355,782 -1,942,599 150,081 7,178,906 0.73 0.050 216,365
KR 24 713,800 0 381,189 713,800 0.46 0.042 -2,105
NZ 1 1,849,316 0 540,262 1,849,316 0.29 0.160 -295,271
SG 5 -89,525 -22,089 -39,536 89,525 0.61 0.043 825
TH 19 -80,109 -41,205 182,211 841,268 0.35 0.093 27,325
TW 12 -200,692 -153,570 -124,276 228,192 0.79 0.077 12,744

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -622,463 -530,500 -241,145 622,463 0.49 -0.117 66,597
1 16 808,845 0 272,996 808,845 0.41 -0.068 -52,155
CN -1 76 -5,082,502 -2,828,202 -6,154,446 5,082,502 1.48 -0.055 362,830
1 47 4,533,320 0 5,818,007 4,533,320 1.19 0.052 153,578
HK -1 14 -1,697,535 -599,206 -1,648,474 1,697,535 1.47 0.079 -74,100
1 8 433,518 0 282,861 433,518 0.89 0.133 47,076
ID -1 1 -15,788 0 -4,576 15,788 0.29 0.048 -763
JP -1 87 -3,767,344 -1,942,599 -2,395,973 3,767,344 0.64 -0.002 34,251
1 78 3,411,562 0 2,546,054 3,411,562 0.82 0.020 182,114
KR 1 24 713,800 0 381,189 713,800 0.46 -0.012 -2,105
NZ 1 1 1,849,316 0 540,262 1,849,316 0.29 -0.160 -295,271
SG -1 5 -89,525 -22,089 -39,536 89,525 0.61 -0.008 825
TH -1 10 -460,688 -41,205 -45,134 460,688 0.19 0.018 -3,602
1 9 380,580 0 227,345 380,580 0.52 0.110 30,927
TW -1 10 -214,442 -153,570 -137,758 214,442 0.76 -0.076 12,917
1 2 13,750 0 13,483 13,750 0.98 -0.019 -173