trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -587,986 3,016,026 -887,318 123,454 256 42,033,365 0.072

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,802,006 1,802,006 -2,212,027 151,590
1 1,214,020 1,214,020 1,324,709 -28,137

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 28 -62,481 -70,567 -16,822 88,993 0.49 0.067 -826
CN 99 -448,338 -888,740 -816,097 2,114,379 1.28 0.138 110,539
HK 13 -27,930 -20,085 -77,093 127,845 1.26 0.177 -1,376
ID 2 7,844 0 4,460 7,844 0.53 0.233 1,669
JP 92 -69,376 -144,523 25,000 492,731 0.78 0.086 2,842
MY 2 18,096 0 10,535 18,096 0.57 0.229 4,110
NZ 1 1,427 0 77 1,427 0.05 0.084 -119
SG 3 -6,071 -6,071 -4,440 6,071 0.77 0.066 -314
TH 12 39,438 -2,696 18,875 118,043 0.48 0.181 8,233
TW 4 -40,595 -7,852 -31,812 40,595 0.87 0.129 -1,304

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 24 -75,737 -70,567 -25,316 75,737 0.46 0.024 -2,736
1 4 13,256 0 8,494 13,256 0.71 0.028 1,910
CN -1 60 -1,281,359 -888,740 -1,843,529 1,281,359 1.28 -0.128 184,436
1 39 833,021 0 1,027,432 833,021 1.27 -0.059 -73,897
HK -1 7 -77,888 -20,085 -120,900 77,888 1.36 0.111 -11,311
1 6 49,958 0 43,807 49,958 1.15 0.218 9,935
ID 1 2 7,844 0 4,460 7,844 0.53 0.233 1,669
JP -1 51 -281,054 -144,523 -181,792 281,054 0.68 0.032 -12,718
1 41 211,678 0 206,792 211,678 0.91 0.060 15,560
MY 1 2 18,096 0 10,535 18,096 0.57 0.229 4,110
NZ 1 1 1,427 0 77 1,427 0.05 -0.084 -119
SG -1 3 -6,071 -6,071 -4,440 6,071 0.77 0.066 -314
TH -1 4 -39,303 -2,696 -4,238 39,303 0.69 0.178 -4,461
1 8 78,741 0 23,112 78,741 0.37 0.183 12,694
TW -1 4 -40,595 -7,852 -31,812 40,595 0.87 0.070 -1,304