trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -10,929 3,667,545 -19,846 158,700 273 42,037,066 0.087

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,839,237 1,839,237 -1,683,142 142,560
1 1,828,308 1,828,308 1,663,296 16,140

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 27 -45,722 -45,097 -19,881 175,982 0.70 0.084 5,531
CN 83 80,297 -655,172 -156,547 1,730,193 1.30 0.141 41,714
HK 23 -13,328 -86,741 28,383 211,482 1.15 0.135 20,773
ID 1 6,800 0 11,039 6,800 1.62 0.186 1,263
JP 114 -74,041 -340,517 36,389 1,240,088 0.88 0.085 67,620
MY 3 38,788 0 19,537 38,788 0.52 0.210 8,160
NZ 1 9,350 0 4,358 9,350 0.47 0.069 -646
SG 2 -6,736 -2,795 -3,091 6,736 0.47 0.073 -492
TH 13 -50,928 -6,472 24,835 174,498 0.50 0.132 6,497
TW 6 44,591 0 35,132 73,628 0.96 0.081 8,280

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -110,852 -45,097 -68,039 110,852 0.63 -0.028 2,760
1 8 65,130 0 48,158 65,130 0.87 0.019 2,771
CN -1 46 -824,948 -655,172 -922,467 824,948 1.25 -0.132 116,270
1 37 905,245 0 765,920 905,245 1.36 -0.067 -74,556
HK -1 11 -112,405 -86,741 -104,574 112,405 1.00 -0.050 2,709
1 12 99,077 0 132,956 99,077 1.28 0.151 18,064
ID 1 1 6,800 0 11,039 6,800 1.62 0.186 1,263
JP -1 51 -657,064 -340,517 -549,688 657,064 0.83 -0.015 25,624
1 63 583,024 0 586,078 583,024 0.93 0.058 41,996
MY 1 3 38,788 0 19,537 38,788 0.52 0.210 8,160
NZ 1 1 9,350 0 4,358 9,350 0.47 -0.069 -646
SG -1 2 -6,736 -2,795 -3,091 6,736 0.47 0.073 -492
TH -1 9 -112,713 -6,472 -20,395 112,713 0.46 0.113 -3,621
1 4 61,785 0 45,230 61,785 0.59 0.164 10,118
TW -1 3 -14,519 0 -14,888 14,519 0.99 0.060 -690
1 3 59,109 0 50,020 59,109 0.93 0.092 8,970