trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 461,308 4,065,001 139,233 193,976 245 41,979,433 0.097

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,801,847 1,801,847 -1,968,602 192,216
1.0000 2,263,154 2,263,154 2,107,835 1,760

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 174,463 -10,293 144,159 221,909 0.79 0.084 13,392
CN 88 201,557 -1,020,557 -101,657 2,375,672 1.36 0.149 78,462
HK 13 -111,375 -110,567 -129,989 145,870 1.12 0.132 9,316
ID 1 2,374 0 3,854 2,374 1.62 0.167 396
JP 105 106,835 -421,344 169,258 1,229,646 0.75 0.082 74,391
MY 3 28,490 0 11,117 28,490 0.47 0.207 6,728
NZ 2 233 -1,038 143 2,309 0.45 0.070 48
SG 1 10,209 0 7,167 10,209 0.70 0.033 341
TW 4 48,522 0 35,180 48,522 0.73 0.187 10,903

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 10 -23,723 -10,293 -11,033 23,723 0.53 -0.005 233
1.0000 18 198,186 0 155,191 198,186 0.94 0.013 13,159
CN -1.0000 45 -1,087,058 -1,020,557 -1,478,671 1,087,058 1.41 -0.158 170,070
1.0000 43 1,288,614 0 1,377,014 1,288,614 1.31 -0.031 -91,608
HK -1.0000 10 -128,623 -110,567 -143,894 128,623 1.16 -0.054 6,385
1.0000 3 17,247 0 13,905 17,247 0.99 0.145 2,931
ID 1.0000 1 2,374 0 3,854 2,374 1.62 0.167 396
JP -1.0000 47 -561,405 -421,344 -334,556 561,405 0.63 -0.019 15,427
1.0000 58 668,241 0 503,814 668,241 0.84 0.074 58,963
MY 1.0000 3 28,490 0 11,117 28,490 0.47 0.207 6,728
NZ -1.0000 1 -1,038 -1,038 -449 1,038 0.43 -0.098 101
1.0000 1 1,271 0 592 1,271 0.47 -0.042 -54
SG 1.0000 1 10,209 0 7,167 10,209 0.70 0.033 341
TW 1.0000 4 48,522 0 35,180 48,522 0.73 0.187 10,903