trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -520,704 7,533,390 253,161 -55,290 274 54,785,431 0.138

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,027,047 4,027,047 -4,645,382 17,695
1 3,506,343 3,506,343 4,898,543 -72,985

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 31 -103 -138,198 12,947 596,599 0.61 0.079 14,464
CN 97 311,392 -1,419,444 519,877 3,646,654 1.28 0.132 -78,118
HK 23 -646,096 -711,711 -828,882 1,083,773 1.46 0.149 -10,586
ID 2 6,065 0 2,040 6,065 0.34 0.160 964
JP 101 -51,798 -648,966 669,761 1,879,281 0.83 0.100 6,211
MY 3 34,049 0 15,552 34,049 0.50 0.231 8,473
NZ 2 3,814 0 1,041 3,814 0.26 0.039 -145
SG 1 2,285 0 638 2,285 0.28 0.032 74
TH 10 -1,714 0 5,846 49,316 0.63 0.175 1,569
TW 4 -178,599 -173,592 -145,660 231,554 0.89 0.052 1,803

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -298,351 -138,198 -184,585 298,351 0.62 0.060 -2,135
1 12 298,248 0 197,532 298,248 0.60 0.031 16,599
CN -1 60 -1,667,631 -1,419,444 -2,123,030 1,667,631 1.33 -0.103 143,162
1 37 1,979,023 0 2,642,907 1,979,023 1.19 -0.079 -221,280
HK -1 14 -864,934 -711,711 -1,141,199 864,934 1.50 0.149 -35,262
1 9 218,838 0 312,317 218,838 1.40 0.057 24,676
ID 1 2 6,065 0 2,040 6,065 0.34 0.160 964
JP -1 47 -965,539 -648,966 -1,023,238 965,539 0.72 0.052 -83,166
1 54 913,742 0 1,692,999 913,742 0.92 0.073 89,378
MY 1 3 34,049 0 15,552 34,049 0.50 0.231 8,473
NZ 1 2 3,814 0 1,041 3,814 0.26 -0.039 -145
SG 1 1 2,285 0 638 2,285 0.28 0.032 74
TH -1 6 -25,515 0 -7,719 25,515 0.44 0.151 -3,866
1 4 23,801 0 13,566 23,801 0.90 0.210 5,435
TW -1 2 -205,076 -173,592 -165,610 205,076 0.76 -0.006 -1,039
1 2 26,478 0 19,951 26,478 1.01 0.046 2,841