trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -1,228,085 7,927,315 -14,161 -18,722 274 54,721,414 0.145

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,577,700 4,577,700 -4,890,035 71,670
1 3,349,615 3,349,615 4,875,875 -90,392

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 35 -83,698 -187,487 -51,583 659,760 0.64 0.076 17,199
CN 99 -96,959 -1,629,370 609,439 3,770,299 1.24 0.138 -7,488
HK 19 -649,981 -709,871 -874,322 1,033,086 1.42 0.152 -31,872
ID 1 1,933 0 1,126 1,933 0.58 0.161 312
JP 92 -210,481 -843,259 421,384 2,043,782 0.73 0.092 -2,436
MY 3 10,300 0 5,501 10,300 0.47 0.226 2,286
NZ 1 1,488 0 694 1,488 0.47 0.030 -45
SG 2 -2,258 -2,707 -2,277 3,155 0.58 0.094 -374
TH 15 -27,149 -20,235 -7,594 91,538 0.51 0.177 -2,744
TW 7 -171,280 -160,789 -116,529 311,972 1.08 0.125 6,439

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 24 -371,729 -187,487 -244,411 371,729 0.65 0.053 1,377
1 11 288,031 0 192,828 288,031 0.61 0.023 15,822
CN -1 60 -1,933,629 -1,629,370 -2,062,619 1,933,629 1.18 -0.113 202,511
1 39 1,836,670 0 2,672,058 1,836,670 1.34 -0.107 -209,999
HK -1 10 -841,534 -709,871 -1,132,986 841,534 1.54 0.180 -46,604
1 9 191,553 0 258,665 191,553 1.29 0.053 14,731
ID 1 1 1,933 0 1,126 1,933 0.58 0.161 312
JP -1 48 -1,127,132 -843,259 -1,209,070 1,127,132 0.65 0.017 -70,361
1 44 916,650 0 1,630,454 916,650 0.81 0.057 67,925
MY 1 3 10,300 0 5,501 10,300 0.47 0.226 2,286
NZ 1 1 1,488 0 694 1,488 0.47 -0.030 -45
SG -1 1 -2,707 -2,707 -2,403 2,707 0.89 0.145 -393
1 1 449 0 125 449 0.28 0.043 19
TH -1 9 -59,344 -20,235 -28,179 59,344 0.45 0.170 -9,095
1 6 32,194 0 20,585 32,194 0.60 0.187 6,352
TW -1 4 -241,626 -160,789 -210,368 241,626 0.99 0.035 -5,765
1 3 70,346 0 93,839 70,346 1.19 0.179 12,204