trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -395,470 4,003,602 -567,897 205,652 262 42,080,237 0.095

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,199,536 2,199,536 -2,079,613 94,551
1 1,804,066 1,804,066 1,511,716 111,101

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 4,619 -182,650 -11,602 542,948 0.58 0.097 4,889
CN 75 -384,658 -662,199 -647,510 1,411,568 1.28 0.109 106,773
HK 19 35,518 -79,952 25,684 575,409 1.50 0.136 62,210
ID 1 -18,745 0 -4,158 18,745 0.22 0.027 -505
IN 2 9,843 0 2,698 9,843 0.26 0.150 1,481
JP 93 33,619 -328,622 79,229 1,152,487 0.75 0.052 49,723
KR 14 76,284 0 54,191 83,085 0.47 0.146 -13,922
SG 5 -39,167 -39,167 -22,845 39,167 0.60 0.047 2,026
TH 15 -136,995 -10,656 -72,069 146,138 0.58 0.073 -8,103
TW 1 24,213 0 28,485 24,213 1.18 0.045 1,081

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 26 -269,164 -182,650 -105,052 269,164 0.52 -0.086 20,425
1 11 273,783 0 93,451 273,783 0.70 -0.064 -15,536
CN -1 47 -898,113 -662,199 -1,111,122 898,113 1.47 -0.093 81,151
1 28 513,455 0 463,612 513,455 0.95 0.085 25,622
HK -1 12 -269,946 -79,952 -352,611 269,946 1.60 0.055 -20,332
1 7 305,464 0 378,295 305,464 1.32 0.211 82,541
ID -1 1 -18,745 0 -4,158 18,745 0.22 0.027 -505
IN 1 2 9,843 0 2,698 9,843 0.26 0.150 1,481
JP -1 46 -559,434 -328,622 -409,169 559,434 0.77 -0.008 20,091
1 47 593,053 0 488,398 593,053 0.72 0.013 29,632
KR -1 1 -3,400 0 -1,592 3,400 0.47 -0.079 268
1 13 79,684 0 55,782 79,684 0.47 -0.142 -14,190
SG -1 5 -39,167 -39,167 -22,845 39,167 0.60 -0.047 2,026
TH -1 14 -141,567 -10,656 -73,064 141,567 0.60 0.047 -8,572
1 1 4,571 0 995 4,571 0.22 0.103 469
TW 1 1 24,213 0 28,485 24,213 1.18 0.045 1,081