trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -152,832 3,572,048 -318,068 118,925 223 42,301,706 0.084

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,862,440 1,862,440 -1,693,743 25,607
1 1,709,608 1,709,608 1,375,675 93,318

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 32 16,555 -95,852 -529 327,224 0.57 0.101 23,095
CN 61 -139,624 -387,119 -508,070 1,178,939 1.23 0.106 40,348
HK 16 -17,077 -6,673 13,765 306,233 1.42 0.182 26,456
ID 1 -4,514 0 -1,001 4,514 0.22 0.028 -125
JP 80 -25,394 -175,964 74,119 1,203,140 0.73 0.053 12,625
KR 10 35,258 -4,738 27,584 48,195 0.52 0.190 -6,179
MY 1 -1,019 0 -286 1,019 0.28 0.032 -33
SG 3 114,027 0 64,778 114,027 0.76 0.046 5,933
TH 15 -169,516 -247,576 -22,426 346,206 0.37 0.088 15,484
TW 4 38,472 0 33,998 42,551 0.89 0.116 1,321

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 20 -155,334 -95,852 -49,975 155,334 0.45 -0.111 13,352
1 12 171,890 0 49,447 171,890 0.77 -0.022 9,743
CN -1 35 -659,282 -387,119 -975,054 659,282 1.32 -0.025 19,523
1 26 519,658 0 466,984 519,658 1.12 0.024 20,825
HK -1 4 -161,655 -6,673 -176,763 161,655 1.04 0.060 -9,469
1 12 144,578 0 190,527 144,578 1.54 0.223 35,924
ID -1 1 -4,514 0 -1,001 4,514 0.22 0.028 -125
JP -1 46 -614,267 -175,964 -434,848 614,267 0.63 -0.015 -11,555
1 34 588,873 0 508,967 588,873 0.87 0.012 24,180
KR -1 3 -6,468 -4,738 -3,796 6,468 0.43 -0.160 1,557
1 7 41,726 0 31,380 41,726 0.56 -0.196 -7,736
MY -1 1 -1,019 0 -286 1,019 0.28 0.032 -33
SG 1 3 114,027 0 64,778 114,027 0.76 0.046 5,933
TH -1 4 -257,861 -247,576 -50,674 257,861 0.38 0.058 12,454
1 11 88,345 0 28,248 88,345 0.36 0.060 3,030
TW -1 1 -2,040 0 -1,346 2,040 0.66 0.048 -98
1 3 40,511 0 35,344 40,511 0.96 -0.053 1,418