trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,348,486 5,520,793 -1,825,636 405,648 189 50,880,391 0.109

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,434,639 3,434,639 -3,903,154 186,320
1 2,086,153 2,086,153 2,077,518 219,327

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 43 -31,206 -476,788 44,809 1,128,549 0.62 0.103 94,458
CN 104 -1,027,275 -1,496,309 -1,485,189 2,967,245 1.33 0.108 250,798
HK 21 -109,353 -88,477 -175,532 667,595 1.49 0.192 31,014
KR 7 -31,660 -94,107 -49,975 161,532 0.81 0.159 25,008
SG 4 -40,689 -60,106 -4,669 111,711 0.52 0.030 2,078
TW 10 -108,302 -83,418 -155,080 484,160 0.96 0.100 2,291

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 29 -579,878 -476,788 -271,336 579,878 0.67 -0.106 65,523
1 14 548,671 0 316,145 548,671 0.53 -0.027 28,935
CN -1 72 -1,997,260 -1,496,309 -2,632,955 1,997,260 1.39 -0.030 158,374
1 32 969,985 0 1,147,766 969,985 1.21 0.046 92,425
HK -1 11 -388,474 -88,477 -573,433 388,474 1.52 0.115 -52,574
1 10 279,121 0 397,901 279,121 1.46 0.235 83,588
KR -1 5 -96,596 -94,107 -72,501 96,596 0.99 -0.199 21,222
1 2 64,936 0 22,526 64,936 0.38 0.058 3,786
SG -1 3 -76,200 -60,106 -43,206 76,200 0.34 -0.023 1,981
1 1 35,511 0 38,537 35,511 1.09 0.003 97
TW -1 7 -296,231 -83,418 -309,723 296,231 0.99 0.003 -8,205
1 3 187,929 0 154,643 187,929 0.90 -0.026 10,496