trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -665,858 6,743,864 -1,004,968 385,448 378 42,157,861 0.160

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,704,861 3,704,861 -3,839,051 266,100
1 3,039,003 3,039,003 2,834,083 119,348

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 44 -15,230 -77,965 -67,583 415,497 0.55 0.072 11,682
CN 124 -584,591 -1,511,978 -651,260 3,573,826 1.37 0.130 260,425
HK 26 -61,580 -79,757 -173,414 341,037 1.50 0.101 1,461
JP 164 19,397 -704,515 -114,913 2,244,467 0.72 0.064 111,199
KR 1 -15,138 0 -3,705 15,138 0.24 0.024 -365
MY 1 -8,091 0 -2,113 8,091 0.26 0.116 -942
SG 1 -353 0 -59 353 0.17 0.053 -19
TH 8 -21,479 0 2,627 40,691 0.59 0.102 220
TW 9 21,209 -23,025 5,451 104,764 0.90 0.106 1,788

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 29 -215,364 -77,965 -103,749 215,364 0.54 -0.066 13,218
1 15 200,133 0 36,166 200,133 0.57 -0.009 -1,536
CN -1 60 -2,079,209 -1,511,978 -2,579,691 2,079,209 1.33 -0.107 269,756
1 64 1,494,617 0 1,928,432 1,494,617 1.41 0.014 -9,331
HK -1 19 -201,308 -79,757 -317,030 201,308 1.68 0.086 -17,303
1 7 139,728 0 143,615 139,728 1.00 0.116 18,764
JP -1 83 -1,112,535 -704,515 -785,489 1,112,535 0.77 0.006 3,312
1 81 1,131,932 0 670,576 1,131,932 0.66 0.072 107,886
KR -1 1 -15,138 0 -3,705 15,138 0.24 0.024 -365
MY -1 1 -8,091 0 -2,113 8,091 0.26 0.116 -942
SG -1 1 -353 0 -59 353 0.17 0.053 -19
TH -1 4 -31,085 0 -4,084 31,085 0.57 0.057 -806
1 4 9,606 0 6,711 9,606 0.60 0.147 1,026
TW -1 3 -41,777 -23,025 -43,131 41,777 1.04 -0.021 -751
1 6 62,987 0 48,583 62,987 0.83 0.050 2,539