trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -113,253 8,151,073 -258,467 168,346 261 41,002,637 0.199

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,132,163 4,132,163 -3,513,814 154,954
1 4,018,910 4,018,910 3,255,347 13,392

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 48 -15,056 -274,102 18,389 539,454 0.61 0.089 47,903
CN 109 -554,673 -1,455,716 -53,095 4,037,453 1.18 0.096 314,938
HK 28 -200,419 -372,476 -276,024 852,577 1.56 0.131 71,090
KR 47 980,472 0 225,162 2,317,033 0.51 0.124 -275,430
SG 7 -104,821 -104,821 -54,276 104,821 0.57 0.015 1,823
TH 9 -108,373 -77,659 -32,451 111,471 0.46 0.063 -1,832
TW 13 -110,383 -113,988 -86,171 188,263 0.89 0.050 9,854

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 24 -277,255 -274,102 -108,782 277,255 0.62 -0.123 44,927
1 24 262,199 0 127,171 262,199 0.61 -0.026 2,975
CN -1 66 -2,296,063 -1,455,716 -2,006,677 2,296,063 1.07 -0.034 100,154
1 43 1,741,390 0 1,953,582 1,741,390 1.36 0.076 214,785
HK -1 19 -526,498 -372,476 -709,400 526,498 1.44 0.054 -24,949
1 9 326,079 0 433,376 326,079 1.83 0.253 96,039
KR -1 17 -668,281 0 -471,998 668,281 0.59 -0.038 33,119
1 30 1,648,752 0 697,159 1,648,752 0.46 -0.171 -308,549
SG -1 7 -104,821 -104,821 -54,276 104,821 0.57 -0.012 1,823
TH -1 7 -109,922 -77,659 -33,018 109,922 0.51 0.035 -2,023
1 2 1,549 0 567 1,549 0.29 0.115 191
TW -1 11 -149,323 -113,988 -129,663 149,323 0.84 0.002 1,903
1 2 38,940 0 43,491 38,940 1.20 0.091 7,951