trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -867,959 9,031,101 -702,261 255,437 336 54,180,305 0.167

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -4,949,530 4,949,530 -5,616,120 243,017
1 4,081,571 4,081,571 4,913,860 12,420

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 37 -59,615 -261,557 15,396 620,613 0.67 0.092 33,390
CN 142 -881,146 -2,201,087 -1,002,093 4,690,326 1.31 0.124 76,464
HK 25 -464,663 -697,994 -558,341 979,450 1.26 0.151 27,959
ID 4 6,548 0 2,236 6,548 0.31 0.207 1,365
JP 102 506,295 -701,087 925,737 2,250,751 0.72 0.078 60,054
MY 3 58,737 0 25,619 58,737 0.50 0.249 16,398
NZ 1 -6,592 -6,592 -2,852 6,592 0.43 0.087 573
TH 16 183,972 0 53,316 206,590 0.42 0.168 33,363
TW 6 -211,494 -70,667 -161,278 211,494 0.89 0.041 5,870

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 29 -340,114 -261,557 -170,639 340,114 0.67 -0.011 17,448
1 8 280,499 0 186,035 280,499 0.66 0.036 15,942
CN -1 88 -2,785,736 -2,201,087 -3,458,346 2,785,736 1.29 -0.100 279,356
1 54 1,904,590 0 2,456,253 1,904,590 1.33 -0.090 -202,892
HK -1 12 -722,056 -697,994 -903,483 722,056 1.20 -0.006 -16,659
1 13 257,393 0 345,142 257,393 1.32 0.179 44,618
ID 1 4 6,548 0 2,236 6,548 0.31 0.207 1,365
JP -1 63 -872,228 -701,087 -914,823 872,228 0.72 -0.004 -42,650
1 39 1,378,523 0 1,840,560 1,378,523 0.72 0.060 102,705
MY 1 3 58,737 0 25,619 58,737 0.50 0.249 16,398
NZ -1 1 -6,592 -6,592 -2,852 6,592 0.43 -0.087 573
TH -1 2 -11,309 0 -4,698 11,309 0.28 0.097 -921
1 14 195,281 0 58,015 195,281 0.44 0.178 34,284
TW -1 6 -211,494 -70,667 -161,278 211,494 0.89 -0.030 5,870