trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -739,154 18,727,747 -265,116 168,972 361 328,010,904 0.057

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -9,733,451 9,733,451 -8,418,437 116,423
1 8,994,297 8,994,297 8,153,321 52,549

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 47 153,742 -714,384 723,625 3,174,797 0.46 0.108 -11,637
CN 99 102,261 -1,072,694 -826,397 5,541,278 1.37 0.101 109,420
HK 26 -1,045,197 -341,651 -1,144,817 1,259,497 1.38 0.106 -45,680
JP 145 -345,148 -1,532,530 671,286 7,741,106 0.70 0.055 132,552
KR 13 105,048 0 103,995 156,059 0.74 0.105 -7,047
NZ 1 33,638 0 9,827 33,638 0.29 0.143 -4,806
SG 4 -70,268 -6,258 -23,980 70,268 0.43 0.052 2,026
TH 19 239,254 -3,787 81,526 365,118 0.49 0.111 15,031
TW 7 87,516 0 139,821 385,989 0.61 0.065 -20,885

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 14 -1,510,527 -714,384 -248,350 1,510,527 0.24 -0.046 113,361
1 33 1,664,269 0 971,975 1,664,269 0.56 -0.119 -124,999
CN -1 74 -2,719,508 -1,072,694 -4,315,248 2,719,508 1.45 0.030 -13,103
1 25 2,821,769 0 3,488,851 2,821,769 1.13 -0.018 122,523
HK -1 23 -1,152,347 -341,651 -1,301,286 1,152,347 1.33 0.059 -65,663
1 3 107,150 0 156,469 107,150 1.76 0.113 19,983
JP -1 55 -4,043,127 -1,532,530 -2,480,897 4,043,127 0.55 -0.013 92,932
1 90 3,697,979 0 3,152,183 3,697,979 0.79 -0.030 39,620
KR -1 1 -25,505 0 3,917 25,505 -0.15 -0.145 3,709
1 12 130,553 0 100,078 130,553 0.81 -0.069 -10,757
NZ 1 1 33,638 0 9,827 33,638 0.29 -0.143 -4,806
SG -1 4 -70,268 -6,258 -23,980 70,268 0.43 -0.052 2,026
TH -1 4 -62,932 -3,787 -17,161 62,932 0.27 0.098 -7,647
1 15 302,186 0 98,687 302,186 0.55 0.110 22,678
TW -1 2 -149,236 0 -35,431 149,236 0.28 0.052 -9,192
1 5 236,752 0 175,252 236,752 0.75 -0.011 -11,693