trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -331,437 2,897,997 -556,362 56,233 226 44,439,642 0.065

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,614,717 1,614,717 -1,530,235 38,814
1 1,283,280 1,283,280 973,873 17,419

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 15,306 -76,014 -12,481 328,240 0.57 0.094 4,581
CN 66 -201,005 -361,342 -249,355 865,481 1.29 0.107 40,791
HK 13 -103,263 -4,631 -270,654 243,549 1.49 0.170 -15,731
ID 1 46,836 0 10,388 46,836 0.22 0.180 8,439
JP 84 -11,196 -313,062 35,301 1,075,265 0.75 0.051 16,646
KR 13 13,718 -10,420 9,394 46,958 0.47 0.125 -1,815
MY 2 -1,512 0 -425 1,512 0.28 0.114 -142
SG 3 24,840 0 13,837 24,840 0.74 0.047 1
TH 10 -84,424 -108,797 -42,244 199,053 0.48 0.076 2,963
TW 6 -30,737 -3,225 -50,123 66,263 0.86 0.067 500

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 15 -156,467 -76,014 -88,473 156,467 0.57 -0.087 9,868
1 13 171,773 0 75,991 171,773 0.56 -0.075 -5,287
CN -1 43 -533,243 -361,342 -572,232 533,243 1.31 -0.006 45,079
1 23 332,238 0 322,877 332,238 1.25 -0.050 -4,288
HK -1 9 -173,406 -4,631 -332,515 173,406 1.82 0.176 -26,462
1 4 70,143 0 61,861 70,143 0.72 0.131 10,731
ID 1 1 46,836 0 10,388 46,836 0.22 0.180 8,439
JP -1 40 -543,230 -313,062 -405,417 543,230 0.79 -0.008 6,126
1 44 532,035 0 440,719 532,035 0.71 0.011 10,519
KR -1 3 -16,620 -10,420 -8,798 16,620 0.53 -0.161 2,503
1 10 30,338 0 18,193 30,338 0.45 -0.114 -4,319
MY -1 2 -1,512 0 -425 1,512 0.28 0.114 -142
SG 1 3 24,840 0 13,837 24,840 0.74 -0.032 1
TH -1 5 -141,739 -108,797 -57,667 141,739 0.60 0.020 1,757
1 5 57,315 0 15,423 57,315 0.36 0.066 1,207
TW -1 4 -48,500 -3,225 -64,708 48,500 0.91 0.034 85
1 2 17,763 0 14,585 17,763 0.77 0.028 416