trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -143,521 4,455,289 -224,418 219,458 242 42,075,938 0.106

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -2,299,405 2,299,405 -1,844,074 94,075
1 2,155,884 2,155,884 1,619,657 125,383

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 38 7,224 -36,270 6,980 430,455 0.68 0.084 6,495
CN 58 -102,138 -563,478 18,473 1,858,950 1.18 0.091 162,856
HK 17 -49,994 -34,681 -56,640 153,763 1.51 0.142 -4,205
ID 1 -28,168 0 -6,248 28,168 0.22 0.018 -509
IN 2 -10,203 0 -2,798 10,203 0.26 0.016 -110
JP 91 -247,546 -511,502 -209,152 1,396,903 0.77 0.053 38,890
KR 14 34,992 0 18,218 96,355 0.49 0.165 -9,997
SG 7 -72,161 -71,494 -43,443 72,161 0.47 0.038 3,183
TH 12 311,489 0 35,626 395,348 0.26 0.101 23,805
TW 2 12,983 0 14,565 12,983 1.10 0.113 -949

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -211,615 -36,270 -80,422 211,615 0.53 -0.102 17,868
1 27 218,839 0 87,402 218,839 0.75 -0.055 -11,373
CN -1 33 -980,544 -563,478 -864,212 980,544 1.19 -0.048 75,382
1 25 878,406 0 882,685 878,406 1.16 0.036 87,474
HK -1 13 -101,878 -34,681 -141,234 101,878 1.53 0.107 -16,437
1 4 51,884 0 84,594 51,884 1.43 0.194 12,231
ID -1 1 -28,168 0 -6,248 28,168 0.22 0.018 -509
IN -1 2 -10,203 0 -2,798 10,203 0.26 0.016 -110
JP -1 48 -822,225 -511,502 -672,305 822,225 0.78 -0.021 17,944
1 43 574,679 0 463,153 574,679 0.76 0.002 20,945
KR -1 3 -30,681 0 -11,428 30,681 0.55 -0.066 1,901
1 11 65,674 0 29,645 65,674 0.47 -0.192 -11,898
SG -1 7 -72,161 -71,494 -43,443 72,161 0.47 -0.032 3,183
TH -1 5 -41,929 0 -21,986 41,929 0.42 0.118 -5,148
1 7 353,419 0 57,612 353,419 0.16 0.083 28,953
TW 1 2 12,983 0 14,565 12,983 1.10 -0.102 -949