trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 213,681 7,284,666 1,098,656 242,829 344 42,154,903 0.173

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -3,535,493 3,535,493 -3,974,445 163,099
1 3,749,173 3,749,173 5,073,102 79,731

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 80 68,963 -47,570 164,445 880,394 0.62 0.067 -22,075
CN 180 -386,618 -1,307,907 -298,918 4,703,362 1.41 0.123 148,539
HK 43 374,056 -12,700 1,149,628 1,076,382 1.44 0.199 105,072
IN 5 25,014 0 15,506 25,014 0.61 0.136 3,625
NZ 2 -1,030 -1,301 134 1,573 0.28 0.094 120
PH 1 11,413 0 -386 11,413 -0.03 0.009 -105
SG 4 39,589 0 24,081 68,927 0.56 0.041 -9
TH 16 11,979 0 -33,462 273,033 0.49 0.147 -5,558
TW 13 70,314 0 77,629 244,568 0.88 0.056 13,220

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 42 -405,716 -47,570 -221,134 405,716 0.50 -0.022 2,578
1 38 474,678 0 385,578 474,678 0.76 -0.027 -24,653
CN -1 84 -2,544,990 -1,307,907 -3,279,665 2,544,990 1.29 -0.069 253,556
1 96 2,158,372 0 2,980,747 2,158,372 1.52 -0.037 -105,017
HK -1 22 -351,163 -12,700 -325,028 351,163 0.95 0.156 -71,252
1 21 725,219 0 1,474,656 725,219 1.95 0.233 176,324
IN 1 5 25,014 0 15,506 25,014 0.61 0.136 3,625
NZ -1 1 -1,301 -1,301 -16 1,301 0.01 -0.109 142
1 1 272 0 150 272 0.55 -0.080 -22
PH 1 1 11,413 0 -386 11,413 -0.03 -0.009 -105
SG -1 1 -14,669 0 -3,381 14,669 0.23 0.076 -1,109
1 3 54,258 0 27,463 54,258 0.68 0.029 1,100
TH -1 11 -130,527 0 -73,087 130,527 0.59 0.144 -22,769
1 5 142,506 0 39,625 142,506 0.27 0.154 17,211
TW -1 3 -87,127 0 -72,133 87,127 0.83 -0.013 1,954
1 10 157,441 0 149,762 157,441 0.90 0.053 11,267