trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 93,613 2,924,167 -160,691 -17,878 253 42,313,716 0.069

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,415,277 1,415,277 -1,754,076 54,519
1 1,508,890 1,508,890 1,593,385 -72,398

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 -55,201 -23,565 -43,424 114,743 0.61 0.081 -3,431
CN 87 226,885 -695,381 -30,531 1,765,980 1.31 0.141 -12,739
HK 18 -95,714 -3,037 -161,695 215,730 1.56 0.176 -25,678
ID 2 6,065 0 2,040 6,065 0.34 0.160 964
JP 98 -26,423 -140,129 47,441 707,971 0.80 0.100 13,406
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 -16,301 0 -1,925 34,728 0.63 0.175 -1,623
TW 4 14,153 0 10,171 38,802 0.89 0.052 2,821

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 19 -84,972 -23,565 -56,562 84,972 0.65 0.053 -6,769
1 9 29,771 0 13,138 29,771 0.54 0.039 3,338
CN -1 53 -769,548 -695,381 -1,154,935 769,548 1.37 -0.113 123,895
1 34 996,433 0 1,124,404 996,433 1.22 -0.085 -136,634
HK -1 11 -155,722 -3,037 -256,320 155,722 1.64 0.184 -34,793
1 7 60,008 0 94,625 60,008 1.42 0.044 9,114
ID 1 2 6,065 0 2,040 6,065 0.34 0.160 964
JP -1 45 -367,197 -140,129 -268,761 367,197 0.70 0.050 -23,928
1 53 340,774 0 316,202 340,774 0.89 0.072 37,334
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 9,214 0 5,795 9,214 0.90 0.210 2,243
TW -1 2 -12,325 0 -9,779 12,325 0.76 -0.006 -20
1 2 26,478 0 19,951 26,478 1.01 0.046 2,841