trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -102,160 3,281,138 177,240 18,248 256 42,295,920 0.078

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,691,649 1,691,649 -1,719,375 121,627
1 1,589,489 1,589,489 1,896,615 -103,379

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 -78,864 -36,006 -56,162 122,605 0.62 0.076 -3,233
CN 94 50,567 -901,601 386,021 2,123,920 1.25 0.141 30,883
HK 14 -90,040 0 -188,628 172,212 1.54 0.185 -33,379
ID 1 1,933 0 1,126 1,933 0.58 0.161 312
JP 89 8,835 -132,119 2,898 663,981 0.70 0.092 18,072
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 14 -24,512 -3,767 -10,235 61,240 0.51 0.176 -4,065
TW 7 20,389 -563 38,304 120,303 1.08 0.125 7,792

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 23 -100,734 -36,006 -66,786 100,734 0.65 0.057 -4,937
1 8 21,871 0 10,623 21,871 0.55 0.027 1,704
CN -1 55 -1,036,676 -901,601 -1,091,286 1,036,676 1.18 -0.119 179,733
1 39 1,087,244 0 1,477,307 1,087,244 1.35 -0.108 -148,850
HK -1 7 -131,126 0 -246,633 131,126 1.79 0.244 -33,100
1 7 41,086 0 58,005 41,086 1.28 0.040 -280
ID 1 1 1,933 0 1,126 1,933 0.58 0.161 312
JP -1 46 -327,573 -132,119 -233,280 327,573 0.63 0.014 -7,480
1 43 336,408 0 236,177 336,408 0.77 0.057 25,551
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 -42,876 -3,767 -23,453 42,876 0.45 0.170 -7,784
1 5 18,364 0 13,217 18,364 0.61 0.186 3,718
TW -1 4 -49,957 -563 -55,535 49,957 0.99 0.035 -4,412
1 3 70,346 0 93,839 70,346 1.19 0.179 12,204